Trading Metrics calculated at close of trading on 19-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
2,064.1 |
2,050.9 |
-13.2 |
-0.6% |
2,114.9 |
High |
2,076.4 |
2,065.7 |
-10.7 |
-0.5% |
2,114.9 |
Low |
2,047.1 |
2,032.5 |
-14.6 |
-0.7% |
2,040.4 |
Close |
2,049.8 |
2,059.3 |
9.5 |
0.5% |
2,063.3 |
Range |
29.3 |
33.2 |
3.9 |
13.3% |
74.5 |
ATR |
36.0 |
35.8 |
-0.2 |
-0.6% |
0.0 |
Volume |
155,235 |
153,285 |
-1,950 |
-1.3% |
1,379,611 |
|
Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,152.1 |
2,138.9 |
2,077.6 |
|
R3 |
2,118.9 |
2,105.7 |
2,068.4 |
|
R2 |
2,085.7 |
2,085.7 |
2,065.4 |
|
R1 |
2,072.5 |
2,072.5 |
2,062.3 |
2,079.1 |
PP |
2,052.5 |
2,052.5 |
2,052.5 |
2,055.8 |
S1 |
2,039.3 |
2,039.3 |
2,056.3 |
2,045.9 |
S2 |
2,019.3 |
2,019.3 |
2,053.2 |
|
S3 |
1,986.1 |
2,006.1 |
2,050.2 |
|
S4 |
1,952.9 |
1,972.9 |
2,041.0 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,296.4 |
2,254.3 |
2,104.3 |
|
R3 |
2,221.9 |
2,179.8 |
2,083.8 |
|
R2 |
2,147.4 |
2,147.4 |
2,077.0 |
|
R1 |
2,105.3 |
2,105.3 |
2,070.1 |
2,089.1 |
PP |
2,072.9 |
2,072.9 |
2,072.9 |
2,064.8 |
S1 |
2,030.8 |
2,030.8 |
2,056.5 |
2,014.6 |
S2 |
1,998.4 |
1,998.4 |
2,049.6 |
|
S3 |
1,923.9 |
1,956.3 |
2,042.8 |
|
S4 |
1,849.4 |
1,881.8 |
2,022.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,106.2 |
2,032.5 |
73.7 |
3.6% |
34.3 |
1.7% |
36% |
False |
True |
197,641 |
10 |
2,146.0 |
2,032.5 |
113.5 |
5.5% |
35.3 |
1.7% |
24% |
False |
True |
187,045 |
20 |
2,146.0 |
2,007.0 |
139.0 |
6.7% |
32.6 |
1.6% |
38% |
False |
False |
93,981 |
40 |
2,146.0 |
1,947.2 |
198.8 |
9.7% |
37.9 |
1.8% |
56% |
False |
False |
47,136 |
60 |
2,146.0 |
1,925.7 |
220.3 |
10.7% |
37.5 |
1.8% |
61% |
False |
False |
31,477 |
80 |
2,146.0 |
1,828.5 |
317.5 |
15.4% |
35.8 |
1.7% |
73% |
False |
False |
23,614 |
100 |
2,146.0 |
1,676.0 |
470.0 |
22.8% |
33.7 |
1.6% |
82% |
False |
False |
18,891 |
120 |
2,146.0 |
1,676.0 |
470.0 |
22.8% |
31.9 |
1.5% |
82% |
False |
False |
15,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,206.8 |
2.618 |
2,152.6 |
1.618 |
2,119.4 |
1.000 |
2,098.9 |
0.618 |
2,086.2 |
HIGH |
2,065.7 |
0.618 |
2,053.0 |
0.500 |
2,049.1 |
0.382 |
2,045.2 |
LOW |
2,032.5 |
0.618 |
2,012.0 |
1.000 |
1,999.3 |
1.618 |
1,978.8 |
2.618 |
1,945.6 |
4.250 |
1,891.4 |
|
|
Fisher Pivots for day following 19-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
2,055.9 |
2,057.7 |
PP |
2,052.5 |
2,056.1 |
S1 |
2,049.1 |
2,054.5 |
|