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 |
216.15 |
213.75 |
-2.40 |
-1.1% |
220.34 |
High |
216.67 |
216.34 |
-0.33 |
-0.2% |
221.74 |
Low |
211.02 |
212.92 |
1.91 |
0.9% |
215.36 |
Close |
212.02 |
216.34 |
4.32 |
2.0% |
218.10 |
Range |
5.66 |
3.42 |
-2.24 |
-39.5% |
6.39 |
ATR |
4.60 |
4.58 |
-0.02 |
-0.4% |
0.00 |
Volume |
1,589,900 |
1,250,000 |
-339,900 |
-21.4% |
11,785,221 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
225.46 |
224.32 |
218.22 |
|
R3 |
222.04 |
220.90 |
217.28 |
|
R2 |
218.62 |
218.62 |
216.97 |
|
R1 |
217.48 |
217.48 |
216.65 |
218.05 |
PP |
215.20 |
215.20 |
215.20 |
215.49 |
S1 |
214.06 |
214.06 |
216.03 |
214.63 |
S2 |
211.78 |
211.78 |
215.71 |
|
S3 |
208.36 |
210.64 |
215.40 |
|
S4 |
204.94 |
207.22 |
214.46 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
237.55 |
234.21 |
221.61 |
|
R3 |
231.17 |
227.83 |
219.86 |
|
R2 |
224.78 |
224.78 |
219.27 |
|
R1 |
221.44 |
221.44 |
218.69 |
219.92 |
PP |
218.40 |
218.40 |
218.40 |
217.64 |
S1 |
215.06 |
215.06 |
217.51 |
213.54 |
S2 |
212.01 |
212.01 |
216.93 |
|
S3 |
205.63 |
208.67 |
216.34 |
|
S4 |
199.24 |
202.29 |
214.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
221.30 |
211.02 |
10.29 |
4.8% |
4.73 |
2.2% |
52% |
False |
False |
1,141,560 |
10 |
221.74 |
211.02 |
10.73 |
5.0% |
4.03 |
1.9% |
50% |
False |
False |
1,111,892 |
20 |
229.90 |
211.02 |
18.89 |
8.7% |
4.40 |
2.0% |
28% |
False |
False |
1,370,961 |
40 |
230.22 |
211.02 |
19.21 |
8.9% |
4.66 |
2.2% |
28% |
False |
False |
1,289,999 |
60 |
244.95 |
211.02 |
33.94 |
15.7% |
4.91 |
2.3% |
16% |
False |
False |
1,367,783 |
80 |
251.99 |
211.02 |
40.98 |
18.9% |
5.00 |
2.3% |
13% |
False |
False |
1,248,726 |
100 |
252.17 |
211.02 |
41.16 |
19.0% |
4.93 |
2.3% |
13% |
False |
False |
1,186,318 |
120 |
268.30 |
211.02 |
57.28 |
26.5% |
5.04 |
2.3% |
9% |
False |
False |
1,138,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
230.88 |
2.618 |
225.29 |
1.618 |
221.87 |
1.000 |
219.76 |
0.618 |
218.45 |
HIGH |
216.34 |
0.618 |
215.03 |
0.500 |
214.63 |
0.382 |
214.23 |
LOW |
212.92 |
0.618 |
210.81 |
1.000 |
209.50 |
1.618 |
207.39 |
2.618 |
203.97 |
4.250 |
198.39 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
215.77 |
215.77 |
PP |
215.20 |
215.21 |
S1 |
214.63 |
214.64 |
|