| 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 |
2,063.4 |
2,072.4 |
9.0 |
0.4% |
2,064.0 |
| High |
2,079.2 |
2,117.4 |
38.2 |
1.8% |
2,117.4 |
| Low |
2,056.1 |
2,067.1 |
11.0 |
0.5% |
2,053.6 |
| Close |
2,074.6 |
2,116.0 |
41.4 |
2.0% |
2,116.0 |
| Range |
23.1 |
50.3 |
27.2 |
117.7% |
63.8 |
| ATR |
20.3 |
22.4 |
2.1 |
10.6% |
0.0 |
| Volume |
9,725 |
46,814 |
37,089 |
381.4% |
72,030 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,251.1 |
2,233.8 |
2,143.7 |
|
| R3 |
2,200.8 |
2,183.5 |
2,129.8 |
|
| R2 |
2,150.5 |
2,150.5 |
2,125.2 |
|
| R1 |
2,133.2 |
2,133.2 |
2,120.6 |
2,141.9 |
| PP |
2,100.2 |
2,100.2 |
2,100.2 |
2,104.5 |
| S1 |
2,082.9 |
2,082.9 |
2,111.4 |
2,091.6 |
| S2 |
2,049.9 |
2,049.9 |
2,106.8 |
|
| S3 |
1,999.6 |
2,032.6 |
2,102.2 |
|
| S4 |
1,949.3 |
1,982.3 |
2,088.3 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,287.1 |
2,265.3 |
2,151.1 |
|
| R3 |
2,223.3 |
2,201.5 |
2,133.5 |
|
| R2 |
2,159.5 |
2,159.5 |
2,127.7 |
|
| R1 |
2,137.7 |
2,137.7 |
2,121.8 |
2,148.6 |
| PP |
2,095.7 |
2,095.7 |
2,095.7 |
2,101.1 |
| S1 |
2,073.9 |
2,073.9 |
2,110.2 |
2,084.8 |
| S2 |
2,031.9 |
2,031.9 |
2,104.3 |
|
| S3 |
1,968.1 |
2,010.1 |
2,098.5 |
|
| S4 |
1,904.3 |
1,946.3 |
2,080.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,117.4 |
2,053.6 |
63.8 |
3.0% |
22.0 |
1.0% |
98% |
True |
False |
14,406 |
| 10 |
2,117.4 |
2,026.6 |
90.8 |
4.3% |
20.4 |
1.0% |
98% |
True |
False |
10,171 |
| 20 |
2,117.4 |
2,016.3 |
101.1 |
4.8% |
20.9 |
1.0% |
99% |
True |
False |
8,768 |
| 40 |
2,117.4 |
2,016.3 |
101.1 |
4.8% |
22.4 |
1.1% |
99% |
True |
False |
6,687 |
| 60 |
2,137.5 |
2,016.3 |
121.2 |
5.7% |
23.0 |
1.1% |
82% |
False |
False |
5,422 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.3% |
23.9 |
1.1% |
62% |
False |
False |
4,771 |
| 100 |
2,191.2 |
1,914.8 |
276.4 |
13.1% |
23.9 |
1.1% |
73% |
False |
False |
4,236 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
14.7% |
22.5 |
1.1% |
76% |
False |
False |
3,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,331.2 |
|
2.618 |
2,249.1 |
|
1.618 |
2,198.8 |
|
1.000 |
2,167.7 |
|
0.618 |
2,148.5 |
|
HIGH |
2,117.4 |
|
0.618 |
2,098.2 |
|
0.500 |
2,092.3 |
|
0.382 |
2,086.3 |
|
LOW |
2,067.1 |
|
0.618 |
2,036.0 |
|
1.000 |
2,016.8 |
|
1.618 |
1,985.7 |
|
2.618 |
1,935.4 |
|
4.250 |
1,853.3 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,108.1 |
2,105.8 |
| PP |
2,100.2 |
2,095.7 |
| S1 |
2,092.3 |
2,085.5 |
|