| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,043.8 |
2,052.8 |
9.0 |
0.4% |
2,044.2 |
| High |
2,059.4 |
2,097.1 |
37.7 |
1.8% |
2,097.1 |
| Low |
2,036.0 |
2,047.0 |
11.0 |
0.5% |
2,033.4 |
| Close |
2,054.7 |
2,095.7 |
41.0 |
2.0% |
2,095.7 |
| Range |
23.4 |
50.1 |
26.7 |
114.1% |
63.7 |
| ATR |
20.7 |
22.8 |
2.1 |
10.2% |
0.0 |
| Volume |
227,074 |
330,592 |
103,518 |
45.6% |
972,544 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,230.2 |
2,213.1 |
2,123.3 |
|
| R3 |
2,180.1 |
2,163.0 |
2,109.5 |
|
| R2 |
2,130.0 |
2,130.0 |
2,104.9 |
|
| R1 |
2,112.9 |
2,112.9 |
2,100.3 |
2,121.5 |
| PP |
2,079.9 |
2,079.9 |
2,079.9 |
2,084.2 |
| S1 |
2,062.8 |
2,062.8 |
2,091.1 |
2,071.4 |
| S2 |
2,029.8 |
2,029.8 |
2,086.5 |
|
| S3 |
1,979.7 |
2,012.7 |
2,081.9 |
|
| S4 |
1,929.6 |
1,962.6 |
2,068.1 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,266.5 |
2,244.8 |
2,130.7 |
|
| R3 |
2,202.8 |
2,181.1 |
2,113.2 |
|
| R2 |
2,139.1 |
2,139.1 |
2,107.4 |
|
| R1 |
2,117.4 |
2,117.4 |
2,101.5 |
2,128.3 |
| PP |
2,075.4 |
2,075.4 |
2,075.4 |
2,080.8 |
| S1 |
2,053.7 |
2,053.7 |
2,089.9 |
2,064.6 |
| S2 |
2,011.7 |
2,011.7 |
2,084.0 |
|
| S3 |
1,948.0 |
1,990.0 |
2,078.2 |
|
| S4 |
1,884.3 |
1,926.3 |
2,060.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,097.1 |
2,033.4 |
63.7 |
3.0% |
22.2 |
1.1% |
98% |
True |
False |
194,508 |
| 10 |
2,097.1 |
2,006.6 |
90.5 |
4.3% |
20.7 |
1.0% |
98% |
True |
False |
181,790 |
| 20 |
2,097.1 |
1,996.4 |
100.7 |
4.8% |
21.3 |
1.0% |
99% |
True |
False |
172,235 |
| 40 |
2,097.1 |
1,996.4 |
100.7 |
4.8% |
23.0 |
1.1% |
99% |
True |
False |
127,802 |
| 60 |
2,118.0 |
1,996.4 |
121.6 |
5.8% |
23.7 |
1.1% |
82% |
False |
False |
88,028 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.4% |
24.5 |
1.2% |
61% |
False |
False |
67,327 |
| 100 |
2,171.5 |
1,895.6 |
275.9 |
13.2% |
24.4 |
1.2% |
73% |
False |
False |
54,408 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
23.1 |
1.1% |
76% |
False |
False |
45,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,310.0 |
|
2.618 |
2,228.3 |
|
1.618 |
2,178.2 |
|
1.000 |
2,147.2 |
|
0.618 |
2,128.1 |
|
HIGH |
2,097.1 |
|
0.618 |
2,078.0 |
|
0.500 |
2,072.1 |
|
0.382 |
2,066.1 |
|
LOW |
2,047.0 |
|
0.618 |
2,016.0 |
|
1.000 |
1,996.9 |
|
1.618 |
1,965.9 |
|
2.618 |
1,915.8 |
|
4.250 |
1,834.1 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.8 |
2,085.6 |
| PP |
2,079.9 |
2,075.4 |
| S1 |
2,072.1 |
2,065.3 |
|