| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,200.5 |
2,215.7 |
15.2 |
0.7% |
2,188.5 |
| High |
2,218.3 |
2,256.9 |
38.6 |
1.7% |
2,256.9 |
| Low |
2,193.7 |
2,207.5 |
13.8 |
0.6% |
2,186.1 |
| Close |
2,212.7 |
2,238.4 |
25.7 |
1.2% |
2,238.4 |
| Range |
24.6 |
49.4 |
24.8 |
100.8% |
70.8 |
| ATR |
27.5 |
29.0 |
1.6 |
5.7% |
0.0 |
| Volume |
191,456 |
250,248 |
58,792 |
30.7% |
787,331 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.5 |
2,359.8 |
2,265.6 |
|
| R3 |
2,333.1 |
2,310.4 |
2,252.0 |
|
| R2 |
2,283.7 |
2,283.7 |
2,247.5 |
|
| R1 |
2,261.0 |
2,261.0 |
2,242.9 |
2,272.4 |
| PP |
2,234.3 |
2,234.3 |
2,234.3 |
2,239.9 |
| S1 |
2,211.6 |
2,211.6 |
2,233.9 |
2,223.0 |
| S2 |
2,184.9 |
2,184.9 |
2,229.3 |
|
| S3 |
2,135.5 |
2,162.2 |
2,224.8 |
|
| S4 |
2,086.1 |
2,112.8 |
2,211.2 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.5 |
2,409.8 |
2,277.3 |
|
| R3 |
2,368.7 |
2,339.0 |
2,257.9 |
|
| R2 |
2,297.9 |
2,297.9 |
2,251.4 |
|
| R1 |
2,268.2 |
2,268.2 |
2,244.9 |
2,283.1 |
| PP |
2,227.1 |
2,227.1 |
2,227.1 |
2,234.6 |
| S1 |
2,197.4 |
2,197.4 |
2,231.9 |
2,212.3 |
| S2 |
2,156.3 |
2,156.3 |
2,225.4 |
|
| S3 |
2,085.5 |
2,126.6 |
2,218.9 |
|
| S4 |
2,014.7 |
2,055.8 |
2,199.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,256.9 |
2,180.2 |
76.7 |
3.4% |
30.8 |
1.4% |
76% |
True |
False |
175,104 |
| 10 |
2,256.9 |
2,170.8 |
86.1 |
3.8% |
30.3 |
1.4% |
79% |
True |
False |
117,978 |
| 20 |
2,256.9 |
2,067.1 |
189.8 |
8.5% |
30.6 |
1.4% |
90% |
True |
False |
86,953 |
| 40 |
2,256.9 |
2,016.3 |
240.6 |
10.7% |
25.4 |
1.1% |
92% |
True |
False |
46,919 |
| 60 |
2,256.9 |
2,016.3 |
240.6 |
10.7% |
24.9 |
1.1% |
92% |
True |
False |
32,719 |
| 80 |
2,256.9 |
2,016.3 |
240.6 |
10.7% |
25.7 |
1.1% |
92% |
True |
False |
25,287 |
| 100 |
2,256.9 |
1,994.8 |
262.1 |
11.7% |
24.9 |
1.1% |
93% |
True |
False |
20,777 |
| 120 |
2,256.9 |
1,879.5 |
377.4 |
16.9% |
24.8 |
1.1% |
95% |
True |
False |
17,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,466.9 |
|
2.618 |
2,386.2 |
|
1.618 |
2,336.8 |
|
1.000 |
2,306.3 |
|
0.618 |
2,287.4 |
|
HIGH |
2,256.9 |
|
0.618 |
2,238.0 |
|
0.500 |
2,232.2 |
|
0.382 |
2,226.4 |
|
LOW |
2,207.5 |
|
0.618 |
2,177.0 |
|
1.000 |
2,158.1 |
|
1.618 |
2,127.6 |
|
2.618 |
2,078.2 |
|
4.250 |
1,997.6 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,236.3 |
2,233.4 |
| PP |
2,234.3 |
2,228.4 |
| S1 |
2,232.2 |
2,223.5 |
|