Trading Metrics calculated at close of trading on 18-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
761.56 |
750.00 |
-11.56 |
-1.5% |
752.00 |
High |
762.00 |
759.69 |
-2.31 |
-0.3% |
807.77 |
Low |
736.00 |
748.12 |
12.12 |
1.6% |
736.00 |
Close |
743.91 |
755.80 |
11.89 |
1.6% |
743.91 |
Range |
26.00 |
11.57 |
-14.43 |
-55.5% |
71.77 |
ATR |
25.05 |
24.39 |
-0.66 |
-2.6% |
0.00 |
Volume |
2,539,100 |
944,700 |
-1,594,400 |
-62.8% |
14,185,600 |
|
Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
789.25 |
784.09 |
762.16 |
|
R3 |
777.68 |
772.52 |
758.98 |
|
R2 |
766.11 |
766.11 |
757.92 |
|
R1 |
760.95 |
760.95 |
756.86 |
763.53 |
PP |
754.54 |
754.54 |
754.54 |
755.83 |
S1 |
749.38 |
749.38 |
754.74 |
751.96 |
S2 |
742.97 |
742.97 |
753.68 |
|
S3 |
731.40 |
737.81 |
752.62 |
|
S4 |
719.83 |
726.24 |
749.44 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
977.88 |
932.67 |
783.38 |
|
R3 |
906.11 |
860.89 |
763.65 |
|
R2 |
834.33 |
834.33 |
757.07 |
|
R1 |
789.12 |
789.12 |
750.49 |
775.84 |
PP |
762.56 |
762.56 |
762.56 |
755.92 |
S1 |
717.35 |
717.35 |
737.33 |
704.07 |
S2 |
690.79 |
690.79 |
730.75 |
|
S3 |
619.02 |
645.58 |
724.17 |
|
S4 |
547.24 |
573.80 |
704.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
790.00 |
736.00 |
54.00 |
7.1% |
19.47 |
2.6% |
37% |
False |
False |
1,559,020 |
10 |
807.77 |
736.00 |
71.77 |
9.5% |
23.76 |
3.1% |
28% |
False |
False |
1,421,830 |
20 |
807.77 |
730.15 |
77.62 |
10.3% |
25.06 |
3.3% |
33% |
False |
False |
1,397,663 |
40 |
807.77 |
730.15 |
77.62 |
10.3% |
20.99 |
2.8% |
33% |
False |
False |
1,352,334 |
60 |
815.32 |
730.15 |
85.17 |
11.3% |
19.91 |
2.6% |
30% |
False |
False |
1,239,819 |
80 |
815.32 |
730.15 |
85.17 |
11.3% |
18.87 |
2.5% |
30% |
False |
False |
1,338,416 |
100 |
815.32 |
671.22 |
144.10 |
19.1% |
17.53 |
2.3% |
59% |
False |
False |
1,271,227 |
120 |
815.32 |
671.22 |
144.10 |
19.1% |
16.42 |
2.2% |
59% |
False |
False |
1,179,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
808.86 |
2.618 |
789.98 |
1.618 |
778.41 |
1.000 |
771.26 |
0.618 |
766.84 |
HIGH |
759.69 |
0.618 |
755.27 |
0.500 |
753.91 |
0.382 |
752.54 |
LOW |
748.12 |
0.618 |
740.97 |
1.000 |
736.55 |
1.618 |
729.40 |
2.618 |
717.83 |
4.250 |
698.95 |
|
|
Fisher Pivots for day following 18-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
755.17 |
753.53 |
PP |
754.54 |
751.27 |
S1 |
753.91 |
749.00 |
|