| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,098.8 |
2,095.8 |
-3.0 |
-0.1% |
2,064.1 |
| High |
2,118.2 |
2,142.4 |
24.2 |
1.1% |
2,132.7 |
| Low |
2,091.5 |
2,095.8 |
4.3 |
0.2% |
2,032.5 |
| Close |
2,092.6 |
2,138.4 |
45.8 |
2.2% |
2,093.6 |
| Range |
26.7 |
46.6 |
19.9 |
74.5% |
100.2 |
| ATR |
35.8 |
36.8 |
1.0 |
2.8% |
0.0 |
| Volume |
132,793 |
188,244 |
55,451 |
41.8% |
921,315 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,265.3 |
2,248.5 |
2,164.0 |
|
| R3 |
2,218.7 |
2,201.9 |
2,151.2 |
|
| R2 |
2,172.1 |
2,172.1 |
2,146.9 |
|
| R1 |
2,155.3 |
2,155.3 |
2,142.7 |
2,163.7 |
| PP |
2,125.5 |
2,125.5 |
2,125.5 |
2,129.8 |
| S1 |
2,108.7 |
2,108.7 |
2,134.1 |
2,117.1 |
| S2 |
2,078.9 |
2,078.9 |
2,129.9 |
|
| S3 |
2,032.3 |
2,062.1 |
2,125.6 |
|
| S4 |
1,985.7 |
2,015.5 |
2,112.8 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.9 |
2,340.4 |
2,148.7 |
|
| R3 |
2,286.7 |
2,240.2 |
2,121.2 |
|
| R2 |
2,186.5 |
2,186.5 |
2,112.0 |
|
| R1 |
2,140.0 |
2,140.0 |
2,102.8 |
2,163.3 |
| PP |
2,086.3 |
2,086.3 |
2,086.3 |
2,097.9 |
| S1 |
2,039.8 |
2,039.8 |
2,084.4 |
2,063.1 |
| S2 |
1,986.1 |
1,986.1 |
2,075.2 |
|
| S3 |
1,885.9 |
1,939.6 |
2,066.0 |
|
| S4 |
1,785.7 |
1,839.4 |
2,038.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,142.4 |
2,089.2 |
53.2 |
2.5% |
33.6 |
1.6% |
92% |
True |
False |
160,345 |
| 10 |
2,142.4 |
2,032.5 |
109.9 |
5.1% |
37.7 |
1.8% |
96% |
True |
False |
182,037 |
| 20 |
2,146.0 |
2,032.5 |
113.5 |
5.3% |
36.0 |
1.7% |
93% |
False |
False |
145,768 |
| 40 |
2,146.0 |
1,947.2 |
198.8 |
9.3% |
38.3 |
1.8% |
96% |
False |
False |
73,068 |
| 60 |
2,146.0 |
1,925.7 |
220.3 |
10.3% |
38.3 |
1.8% |
97% |
False |
False |
48,769 |
| 80 |
2,146.0 |
1,838.0 |
308.0 |
14.4% |
37.5 |
1.8% |
98% |
False |
False |
36,591 |
| 100 |
2,146.0 |
1,725.3 |
420.7 |
19.7% |
34.8 |
1.6% |
98% |
False |
False |
29,273 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.0% |
32.4 |
1.5% |
98% |
False |
False |
24,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,340.5 |
|
2.618 |
2,264.4 |
|
1.618 |
2,217.8 |
|
1.000 |
2,189.0 |
|
0.618 |
2,171.2 |
|
HIGH |
2,142.4 |
|
0.618 |
2,124.6 |
|
0.500 |
2,119.1 |
|
0.382 |
2,113.6 |
|
LOW |
2,095.8 |
|
0.618 |
2,067.0 |
|
1.000 |
2,049.2 |
|
1.618 |
2,020.4 |
|
2.618 |
1,973.8 |
|
4.250 |
1,897.8 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,132.0 |
2,130.9 |
| PP |
2,125.5 |
2,123.3 |
| S1 |
2,119.1 |
2,115.8 |
|