| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,050.9 |
2,059.6 |
8.7 |
0.4% |
2,114.9 |
| High |
2,065.7 |
2,108.7 |
43.0 |
2.1% |
2,114.9 |
| Low |
2,032.5 |
2,047.8 |
15.3 |
0.8% |
2,040.4 |
| Close |
2,059.3 |
2,098.6 |
39.3 |
1.9% |
2,063.3 |
| Range |
33.2 |
60.9 |
27.7 |
83.4% |
74.5 |
| ATR |
35.8 |
37.6 |
1.8 |
5.0% |
0.0 |
| Volume |
153,285 |
236,470 |
83,185 |
54.3% |
1,379,611 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.7 |
2,244.1 |
2,132.1 |
|
| R3 |
2,206.8 |
2,183.2 |
2,115.3 |
|
| R2 |
2,145.9 |
2,145.9 |
2,109.8 |
|
| R1 |
2,122.3 |
2,122.3 |
2,104.2 |
2,134.1 |
| PP |
2,085.0 |
2,085.0 |
2,085.0 |
2,091.0 |
| S1 |
2,061.4 |
2,061.4 |
2,093.0 |
2,073.2 |
| S2 |
2,024.1 |
2,024.1 |
2,087.4 |
|
| S3 |
1,963.2 |
2,000.5 |
2,081.9 |
|
| S4 |
1,902.3 |
1,939.6 |
2,065.1 |
|
|
| 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 |
2,108.7 |
2,032.5 |
76.2 |
3.6% |
41.8 |
2.0% |
87% |
True |
False |
203,729 |
| 10 |
2,146.0 |
2,032.5 |
113.5 |
5.4% |
38.7 |
1.8% |
58% |
False |
False |
210,333 |
| 20 |
2,146.0 |
2,022.7 |
123.3 |
5.9% |
34.2 |
1.6% |
62% |
False |
False |
105,794 |
| 40 |
2,146.0 |
1,947.2 |
198.8 |
9.5% |
38.5 |
1.8% |
76% |
False |
False |
53,042 |
| 60 |
2,146.0 |
1,925.7 |
220.3 |
10.5% |
38.0 |
1.8% |
78% |
False |
False |
35,416 |
| 80 |
2,146.0 |
1,828.5 |
317.5 |
15.1% |
36.4 |
1.7% |
85% |
False |
False |
26,569 |
| 100 |
2,146.0 |
1,676.0 |
470.0 |
22.4% |
34.2 |
1.6% |
90% |
False |
False |
21,256 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.4% |
32.2 |
1.5% |
90% |
False |
False |
17,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,367.5 |
|
2.618 |
2,268.1 |
|
1.618 |
2,207.2 |
|
1.000 |
2,169.6 |
|
0.618 |
2,146.3 |
|
HIGH |
2,108.7 |
|
0.618 |
2,085.4 |
|
0.500 |
2,078.3 |
|
0.382 |
2,071.1 |
|
LOW |
2,047.8 |
|
0.618 |
2,010.2 |
|
1.000 |
1,986.9 |
|
1.618 |
1,949.3 |
|
2.618 |
1,888.4 |
|
4.250 |
1,789.0 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.8 |
2,089.3 |
| PP |
2,085.0 |
2,079.9 |
| S1 |
2,078.3 |
2,070.6 |
|