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 |
19.93 |
19.59 |
-0.34 |
-1.7% |
18.71 |
High |
20.01 |
19.90 |
-0.11 |
-0.6% |
19.40 |
Low |
19.84 |
19.59 |
-0.25 |
-1.3% |
18.62 |
Close |
19.88 |
19.84 |
-0.04 |
-0.2% |
19.36 |
Range |
0.17 |
0.31 |
0.14 |
82.0% |
0.78 |
ATR |
0.36 |
0.35 |
0.00 |
-0.9% |
0.00 |
Volume |
16,101,100 |
7,394,400 |
-8,706,700 |
-54.1% |
87,384,000 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.71 |
20.58 |
20.01 |
|
R3 |
20.40 |
20.27 |
19.93 |
|
R2 |
20.09 |
20.09 |
19.90 |
|
R1 |
19.96 |
19.96 |
19.87 |
20.03 |
PP |
19.78 |
19.78 |
19.78 |
19.81 |
S1 |
19.65 |
19.65 |
19.81 |
19.72 |
S2 |
19.47 |
19.47 |
19.78 |
|
S3 |
19.16 |
19.34 |
19.75 |
|
S4 |
18.85 |
19.03 |
19.67 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21.46 |
21.18 |
19.79 |
|
R3 |
20.68 |
20.41 |
19.57 |
|
R2 |
19.90 |
19.90 |
19.50 |
|
R1 |
19.63 |
19.63 |
19.43 |
19.77 |
PP |
19.13 |
19.13 |
19.13 |
19.20 |
S1 |
18.86 |
18.86 |
19.29 |
18.99 |
S2 |
18.35 |
18.35 |
19.22 |
|
S3 |
17.58 |
18.08 |
19.15 |
|
S4 |
16.80 |
17.30 |
18.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20.01 |
19.43 |
0.58 |
2.9% |
0.32 |
1.6% |
71% |
False |
False |
12,991,480 |
10 |
20.01 |
18.83 |
1.18 |
5.9% |
0.32 |
1.6% |
86% |
False |
False |
10,910,890 |
20 |
20.01 |
18.15 |
1.86 |
9.4% |
0.33 |
1.7% |
91% |
False |
False |
10,486,223 |
40 |
20.01 |
17.21 |
2.80 |
14.1% |
0.36 |
1.8% |
94% |
False |
False |
12,600,415 |
60 |
20.01 |
16.01 |
4.00 |
20.2% |
0.41 |
2.0% |
96% |
False |
False |
12,275,598 |
80 |
20.01 |
15.47 |
4.54 |
22.9% |
0.40 |
2.0% |
96% |
False |
False |
12,002,077 |
100 |
20.01 |
14.69 |
5.32 |
26.8% |
0.40 |
2.0% |
97% |
False |
False |
12,225,508 |
120 |
20.01 |
14.69 |
5.32 |
26.8% |
0.40 |
2.0% |
97% |
False |
False |
11,827,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21.22 |
2.618 |
20.71 |
1.618 |
20.40 |
1.000 |
20.21 |
0.618 |
20.09 |
HIGH |
19.90 |
0.618 |
19.78 |
0.500 |
19.75 |
0.382 |
19.71 |
LOW |
19.59 |
0.618 |
19.40 |
1.000 |
19.28 |
1.618 |
19.09 |
2.618 |
18.78 |
4.250 |
18.27 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
19.81 |
19.83 |
PP |
19.78 |
19.81 |
S1 |
19.75 |
19.80 |
|