Trading Metrics calculated at close of trading on 18-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
7,762.5 |
7,765.0 |
2.5 |
0.0% |
7,675.0 |
High |
7,791.0 |
7,779.0 |
-12.0 |
-0.2% |
7,818.0 |
Low |
7,745.0 |
7,740.0 |
-5.0 |
-0.1% |
7,642.0 |
Close |
7,760.0 |
7,752.0 |
-8.0 |
-0.1% |
7,760.0 |
Range |
46.0 |
39.0 |
-7.0 |
-15.2% |
176.0 |
ATR |
54.6 |
53.5 |
-1.1 |
-2.0% |
0.0 |
Volume |
122,822 |
57,701 |
-65,121 |
-53.0% |
974,171 |
|
Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,874.0 |
7,852.0 |
7,773.5 |
|
R3 |
7,835.0 |
7,813.0 |
7,762.5 |
|
R2 |
7,796.0 |
7,796.0 |
7,759.0 |
|
R1 |
7,774.0 |
7,774.0 |
7,755.5 |
7,765.5 |
PP |
7,757.0 |
7,757.0 |
7,757.0 |
7,753.0 |
S1 |
7,735.0 |
7,735.0 |
7,748.5 |
7,726.5 |
S2 |
7,718.0 |
7,718.0 |
7,745.0 |
|
S3 |
7,679.0 |
7,696.0 |
7,741.5 |
|
S4 |
7,640.0 |
7,657.0 |
7,730.5 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,268.0 |
8,190.0 |
7,857.0 |
|
R3 |
8,092.0 |
8,014.0 |
7,808.5 |
|
R2 |
7,916.0 |
7,916.0 |
7,792.5 |
|
R1 |
7,838.0 |
7,838.0 |
7,776.0 |
7,877.0 |
PP |
7,740.0 |
7,740.0 |
7,740.0 |
7,759.5 |
S1 |
7,662.0 |
7,662.0 |
7,744.0 |
7,701.0 |
S2 |
7,564.0 |
7,564.0 |
7,727.5 |
|
S3 |
7,388.0 |
7,486.0 |
7,711.5 |
|
S4 |
7,212.0 |
7,310.0 |
7,663.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,818.0 |
7,729.5 |
88.5 |
1.1% |
55.5 |
0.7% |
25% |
False |
False |
146,246 |
10 |
7,818.0 |
7,611.5 |
206.5 |
2.7% |
60.0 |
0.8% |
68% |
False |
False |
113,084 |
20 |
7,818.0 |
7,611.5 |
206.5 |
2.7% |
45.0 |
0.6% |
68% |
False |
False |
56,651 |
40 |
7,818.0 |
7,486.0 |
332.0 |
4.3% |
30.0 |
0.4% |
80% |
False |
False |
28,332 |
60 |
7,818.0 |
7,450.0 |
368.0 |
4.7% |
26.0 |
0.3% |
82% |
False |
False |
18,892 |
80 |
7,818.0 |
7,450.0 |
368.0 |
4.7% |
19.5 |
0.3% |
82% |
False |
False |
14,169 |
100 |
7,818.0 |
7,354.5 |
463.5 |
6.0% |
16.0 |
0.2% |
86% |
False |
False |
11,335 |
120 |
7,818.0 |
7,354.5 |
463.5 |
6.0% |
13.0 |
0.2% |
86% |
False |
False |
9,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,945.0 |
2.618 |
7,881.0 |
1.618 |
7,842.0 |
1.000 |
7,818.0 |
0.618 |
7,803.0 |
HIGH |
7,779.0 |
0.618 |
7,764.0 |
0.500 |
7,759.5 |
0.382 |
7,755.0 |
LOW |
7,740.0 |
0.618 |
7,716.0 |
1.000 |
7,701.0 |
1.618 |
7,677.0 |
2.618 |
7,638.0 |
4.250 |
7,574.0 |
|
|
Fisher Pivots for day following 18-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
7,759.5 |
7,778.0 |
PP |
7,757.0 |
7,769.0 |
S1 |
7,754.5 |
7,760.5 |
|