| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
7,611.5 |
7,614.5 |
3.0 |
0.0% |
7,681.0 |
| High |
7,634.0 |
7,680.5 |
46.5 |
0.6% |
7,692.5 |
| Low |
7,575.0 |
7,613.0 |
38.0 |
0.5% |
7,592.0 |
| Close |
7,623.0 |
7,657.5 |
34.5 |
0.5% |
7,669.5 |
| Range |
59.0 |
67.5 |
8.5 |
14.4% |
100.5 |
| ATR |
66.5 |
66.6 |
0.1 |
0.1% |
0.0 |
| Volume |
86,712 |
99,835 |
13,123 |
15.1% |
418,062 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,853.0 |
7,822.5 |
7,694.5 |
|
| R3 |
7,785.5 |
7,755.0 |
7,676.0 |
|
| R2 |
7,718.0 |
7,718.0 |
7,670.0 |
|
| R1 |
7,687.5 |
7,687.5 |
7,663.5 |
7,703.0 |
| PP |
7,650.5 |
7,650.5 |
7,650.5 |
7,658.0 |
| S1 |
7,620.0 |
7,620.0 |
7,651.5 |
7,635.0 |
| S2 |
7,583.0 |
7,583.0 |
7,645.0 |
|
| S3 |
7,515.5 |
7,552.5 |
7,639.0 |
|
| S4 |
7,448.0 |
7,485.0 |
7,620.5 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,953.0 |
7,911.5 |
7,725.0 |
|
| R3 |
7,852.5 |
7,811.0 |
7,697.0 |
|
| R2 |
7,752.0 |
7,752.0 |
7,688.0 |
|
| R1 |
7,710.5 |
7,710.5 |
7,678.5 |
7,681.0 |
| PP |
7,651.5 |
7,651.5 |
7,651.5 |
7,636.5 |
| S1 |
7,610.0 |
7,610.0 |
7,660.5 |
7,580.5 |
| S2 |
7,551.0 |
7,551.0 |
7,651.0 |
|
| S3 |
7,450.5 |
7,509.5 |
7,642.0 |
|
| S4 |
7,350.0 |
7,409.0 |
7,614.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,680.5 |
7,575.0 |
105.5 |
1.4% |
62.0 |
0.8% |
78% |
True |
False |
95,455 |
| 10 |
7,699.5 |
7,575.0 |
124.5 |
1.6% |
55.5 |
0.7% |
66% |
False |
False |
85,758 |
| 20 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
65.5 |
0.9% |
78% |
False |
False |
89,856 |
| 40 |
7,722.0 |
7,397.5 |
324.5 |
4.2% |
69.0 |
0.9% |
80% |
False |
False |
90,307 |
| 60 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
70.0 |
0.9% |
65% |
False |
False |
95,230 |
| 80 |
7,795.0 |
7,393.0 |
402.0 |
5.2% |
62.5 |
0.8% |
66% |
False |
False |
74,546 |
| 100 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
56.5 |
0.7% |
71% |
False |
False |
59,639 |
| 120 |
7,829.5 |
7,319.0 |
510.5 |
6.7% |
49.5 |
0.6% |
66% |
False |
False |
49,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,967.5 |
|
2.618 |
7,857.0 |
|
1.618 |
7,789.5 |
|
1.000 |
7,748.0 |
|
0.618 |
7,722.0 |
|
HIGH |
7,680.5 |
|
0.618 |
7,654.5 |
|
0.500 |
7,647.0 |
|
0.382 |
7,639.0 |
|
LOW |
7,613.0 |
|
0.618 |
7,571.5 |
|
1.000 |
7,545.5 |
|
1.618 |
7,504.0 |
|
2.618 |
7,436.5 |
|
4.250 |
7,326.0 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,654.0 |
7,647.5 |
| PP |
7,650.5 |
7,637.5 |
| S1 |
7,647.0 |
7,628.0 |
|