| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,196.1 |
2,207.4 |
11.3 |
0.5% |
2,130.3 |
| High |
2,211.4 |
2,242.4 |
31.0 |
1.4% |
2,242.4 |
| Low |
2,192.2 |
2,202.6 |
10.4 |
0.5% |
2,127.0 |
| Close |
2,204.7 |
2,225.3 |
20.6 |
0.9% |
2,225.3 |
| Range |
19.2 |
39.8 |
20.6 |
107.3% |
115.4 |
| ATR |
23.3 |
24.5 |
1.2 |
5.1% |
0.0 |
| Volume |
3,327 |
3,441 |
114 |
3.4% |
15,724 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,342.8 |
2,323.9 |
2,247.2 |
|
| R3 |
2,303.0 |
2,284.1 |
2,236.2 |
|
| R2 |
2,263.2 |
2,263.2 |
2,232.6 |
|
| R1 |
2,244.3 |
2,244.3 |
2,228.9 |
2,253.8 |
| PP |
2,223.4 |
2,223.4 |
2,223.4 |
2,228.2 |
| S1 |
2,204.5 |
2,204.5 |
2,221.7 |
2,214.0 |
| S2 |
2,183.6 |
2,183.6 |
2,218.0 |
|
| S3 |
2,143.8 |
2,164.7 |
2,214.4 |
|
| S4 |
2,104.0 |
2,124.9 |
2,203.4 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,544.4 |
2,500.3 |
2,288.8 |
|
| R3 |
2,429.0 |
2,384.9 |
2,257.0 |
|
| R2 |
2,313.6 |
2,313.6 |
2,246.5 |
|
| R1 |
2,269.5 |
2,269.5 |
2,235.9 |
2,291.6 |
| PP |
2,198.2 |
2,198.2 |
2,198.2 |
2,209.3 |
| S1 |
2,154.1 |
2,154.1 |
2,214.7 |
2,176.2 |
| S2 |
2,082.8 |
2,082.8 |
2,204.1 |
|
| S3 |
1,967.4 |
2,038.7 |
2,193.6 |
|
| S4 |
1,852.0 |
1,923.3 |
2,161.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,242.4 |
2,127.0 |
115.4 |
5.2% |
31.4 |
1.4% |
85% |
True |
False |
3,144 |
| 10 |
2,242.4 |
2,072.9 |
169.5 |
7.6% |
26.2 |
1.2% |
90% |
True |
False |
2,634 |
| 20 |
2,242.4 |
2,036.0 |
206.4 |
9.3% |
22.6 |
1.0% |
92% |
True |
False |
2,541 |
| 40 |
2,242.4 |
2,036.0 |
206.4 |
9.3% |
22.2 |
1.0% |
92% |
True |
False |
2,403 |
| 60 |
2,242.4 |
2,036.0 |
206.4 |
9.3% |
22.3 |
1.0% |
92% |
True |
False |
2,210 |
| 80 |
2,242.4 |
2,013.5 |
228.9 |
10.3% |
23.5 |
1.1% |
93% |
True |
False |
2,162 |
| 100 |
2,242.4 |
1,999.8 |
242.6 |
10.9% |
23.1 |
1.0% |
93% |
True |
False |
1,888 |
| 120 |
2,242.4 |
1,899.6 |
342.8 |
15.4% |
22.3 |
1.0% |
95% |
True |
False |
1,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,411.6 |
|
2.618 |
2,346.6 |
|
1.618 |
2,306.8 |
|
1.000 |
2,282.2 |
|
0.618 |
2,267.0 |
|
HIGH |
2,242.4 |
|
0.618 |
2,227.2 |
|
0.500 |
2,222.5 |
|
0.382 |
2,217.8 |
|
LOW |
2,202.6 |
|
0.618 |
2,178.0 |
|
1.000 |
2,162.8 |
|
1.618 |
2,138.2 |
|
2.618 |
2,098.4 |
|
4.250 |
2,033.5 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.4 |
2,219.3 |
| PP |
2,223.4 |
2,213.4 |
| S1 |
2,222.5 |
2,207.4 |
|