Trading Metrics calculated at close of trading on 28-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
112.11 |
112.26 |
0.15 |
0.1% |
111.03 |
High |
112.58 |
112.53 |
-0.05 |
0.0% |
112.58 |
Low |
110.70 |
111.23 |
0.53 |
0.5% |
110.41 |
Close |
112.54 |
112.00 |
-0.55 |
-0.5% |
112.00 |
Range |
1.88 |
1.30 |
-0.58 |
-30.9% |
2.17 |
ATR |
2.26 |
2.19 |
-0.07 |
-3.0% |
0.00 |
Volume |
1,235,400 |
299,693 |
-935,707 |
-75.7% |
4,686,493 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.82 |
115.21 |
112.71 |
|
R3 |
114.52 |
113.91 |
112.35 |
|
R2 |
113.22 |
113.22 |
112.23 |
|
R1 |
112.61 |
112.61 |
112.11 |
112.26 |
PP |
111.92 |
111.92 |
111.92 |
111.75 |
S1 |
111.31 |
111.31 |
111.88 |
110.96 |
S2 |
110.62 |
110.62 |
111.76 |
|
S3 |
109.32 |
110.01 |
111.64 |
|
S4 |
108.02 |
108.71 |
111.28 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.17 |
117.25 |
113.19 |
|
R3 |
116.00 |
115.08 |
112.59 |
|
R2 |
113.83 |
113.83 |
112.39 |
|
R1 |
112.91 |
112.91 |
112.19 |
113.37 |
PP |
111.66 |
111.66 |
111.66 |
111.89 |
S1 |
110.74 |
110.74 |
111.80 |
111.20 |
S2 |
109.49 |
109.49 |
111.60 |
|
S3 |
107.32 |
108.57 |
111.40 |
|
S4 |
105.15 |
106.40 |
110.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.04 |
110.26 |
2.78 |
2.5% |
1.75 |
1.6% |
62% |
False |
False |
1,289,398 |
10 |
113.14 |
109.37 |
3.77 |
3.4% |
2.07 |
1.8% |
70% |
False |
False |
1,884,869 |
20 |
116.04 |
108.59 |
7.45 |
6.7% |
2.38 |
2.1% |
46% |
False |
False |
2,733,454 |
40 |
116.04 |
108.59 |
7.45 |
6.7% |
2.37 |
2.1% |
46% |
False |
False |
2,777,087 |
60 |
116.04 |
102.39 |
13.65 |
12.2% |
2.12 |
1.9% |
70% |
False |
False |
2,542,048 |
80 |
116.04 |
101.27 |
14.77 |
13.2% |
2.27 |
2.0% |
73% |
False |
False |
2,664,075 |
100 |
116.04 |
101.27 |
14.77 |
13.2% |
2.16 |
1.9% |
73% |
False |
False |
2,459,144 |
120 |
116.04 |
100.03 |
16.01 |
14.3% |
2.12 |
1.9% |
75% |
False |
False |
2,393,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.06 |
2.618 |
115.93 |
1.618 |
114.63 |
1.000 |
113.83 |
0.618 |
113.33 |
HIGH |
112.53 |
0.618 |
112.03 |
0.500 |
111.88 |
0.382 |
111.73 |
LOW |
111.23 |
0.618 |
110.43 |
1.000 |
109.93 |
1.618 |
109.13 |
2.618 |
107.83 |
4.250 |
105.71 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
111.96 |
111.88 |
PP |
111.92 |
111.76 |
S1 |
111.88 |
111.64 |
|