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 |
283.13 |
289.81 |
6.68 |
2.4% |
253.32 |
High |
290.87 |
289.81 |
-1.06 |
-0.4% |
291.27 |
Low |
282.86 |
284.30 |
1.45 |
0.5% |
251.68 |
Close |
288.99 |
287.88 |
-1.11 |
-0.4% |
284.32 |
Range |
8.02 |
5.51 |
-2.51 |
-31.3% |
39.59 |
ATR |
6.41 |
6.34 |
-0.06 |
-1.0% |
0.00 |
Volume |
4,527,700 |
1,786,500 |
-2,741,200 |
-60.5% |
35,917,800 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
303.86 |
301.38 |
290.91 |
|
R3 |
298.35 |
295.87 |
289.40 |
|
R2 |
292.84 |
292.84 |
288.89 |
|
R1 |
290.36 |
290.36 |
288.39 |
288.85 |
PP |
287.33 |
287.33 |
287.33 |
286.57 |
S1 |
284.85 |
284.85 |
287.37 |
283.34 |
S2 |
281.82 |
281.82 |
286.87 |
|
S3 |
276.31 |
279.34 |
286.36 |
|
S4 |
270.80 |
273.83 |
284.85 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
394.53 |
379.01 |
306.09 |
|
R3 |
354.94 |
339.42 |
295.21 |
|
R2 |
315.35 |
315.35 |
291.58 |
|
R1 |
299.83 |
299.83 |
287.95 |
307.59 |
PP |
275.76 |
275.76 |
275.76 |
279.64 |
S1 |
260.24 |
260.24 |
280.69 |
268.00 |
S2 |
236.17 |
236.17 |
277.06 |
|
S3 |
196.58 |
220.65 |
273.43 |
|
S4 |
156.99 |
181.06 |
262.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
290.87 |
277.55 |
13.32 |
4.6% |
6.49 |
2.3% |
78% |
False |
False |
3,379,740 |
10 |
291.27 |
255.01 |
36.26 |
12.6% |
6.94 |
2.4% |
91% |
False |
False |
4,492,050 |
20 |
291.27 |
251.68 |
39.59 |
13.8% |
5.31 |
1.8% |
91% |
False |
False |
3,178,500 |
40 |
291.27 |
239.07 |
52.20 |
18.1% |
4.61 |
1.6% |
94% |
False |
False |
2,410,684 |
60 |
291.27 |
234.45 |
56.82 |
19.7% |
4.15 |
1.4% |
94% |
False |
False |
2,099,565 |
80 |
291.27 |
234.45 |
56.82 |
19.7% |
4.05 |
1.4% |
94% |
False |
False |
2,140,995 |
100 |
291.27 |
234.45 |
56.82 |
19.7% |
4.02 |
1.4% |
94% |
False |
False |
2,156,714 |
120 |
291.27 |
234.45 |
56.82 |
19.7% |
3.95 |
1.4% |
94% |
False |
False |
2,169,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
313.23 |
2.618 |
304.24 |
1.618 |
298.73 |
1.000 |
295.32 |
0.618 |
293.22 |
HIGH |
289.81 |
0.618 |
287.71 |
0.500 |
287.06 |
0.382 |
286.40 |
LOW |
284.30 |
0.618 |
280.89 |
1.000 |
278.79 |
1.618 |
275.38 |
2.618 |
269.87 |
4.250 |
260.88 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
287.61 |
287.54 |
PP |
287.33 |
287.20 |
S1 |
287.06 |
286.86 |
|