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 |
931.12 |
900.00 |
-31.12 |
-3.3% |
939.41 |
High |
932.40 |
913.00 |
-19.40 |
-2.1% |
967.66 |
Low |
891.23 |
891.93 |
0.70 |
0.1% |
891.23 |
Close |
902.50 |
903.56 |
1.06 |
0.1% |
903.56 |
Range |
41.17 |
21.07 |
-20.10 |
-48.8% |
76.43 |
ATR |
38.74 |
37.48 |
-1.26 |
-3.3% |
0.00 |
Volume |
58,606,700 |
43,521,200 |
-15,085,500 |
-25.7% |
373,891,200 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
966.04 |
955.87 |
915.15 |
|
R3 |
944.97 |
934.80 |
909.35 |
|
R2 |
923.90 |
923.90 |
907.42 |
|
R1 |
913.73 |
913.73 |
905.49 |
918.82 |
PP |
902.83 |
902.83 |
902.83 |
905.37 |
S1 |
892.66 |
892.66 |
901.63 |
897.75 |
S2 |
881.76 |
881.76 |
899.70 |
|
S3 |
860.69 |
871.59 |
897.77 |
|
S4 |
839.62 |
850.52 |
891.97 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.11 |
1,103.26 |
945.60 |
|
R3 |
1,073.68 |
1,026.83 |
924.58 |
|
R2 |
997.25 |
997.25 |
917.57 |
|
R1 |
950.40 |
950.40 |
910.57 |
935.61 |
PP |
920.82 |
920.82 |
920.82 |
913.42 |
S1 |
873.97 |
873.97 |
896.55 |
859.18 |
S2 |
844.39 |
844.39 |
889.55 |
|
S3 |
767.96 |
797.54 |
882.54 |
|
S4 |
691.53 |
721.11 |
861.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
963.75 |
891.23 |
72.52 |
8.0% |
36.17 |
4.0% |
17% |
False |
False |
52,692,800 |
10 |
967.66 |
891.23 |
76.43 |
8.5% |
34.73 |
3.8% |
16% |
False |
False |
53,912,628 |
20 |
967.66 |
850.10 |
117.56 |
13.0% |
36.84 |
4.1% |
45% |
False |
False |
56,572,523 |
40 |
974.00 |
783.50 |
190.50 |
21.1% |
39.73 |
4.4% |
63% |
False |
False |
60,721,314 |
60 |
974.00 |
662.48 |
311.52 |
34.5% |
35.67 |
3.9% |
77% |
False |
False |
59,352,719 |
80 |
974.00 |
607.00 |
367.00 |
40.6% |
33.05 |
3.7% |
81% |
False |
False |
57,476,707 |
100 |
974.00 |
547.40 |
426.60 |
47.2% |
29.80 |
3.3% |
83% |
False |
False |
54,744,114 |
120 |
974.00 |
473.20 |
500.80 |
55.4% |
27.45 |
3.0% |
86% |
False |
False |
53,674,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,002.55 |
2.618 |
968.16 |
1.618 |
947.09 |
1.000 |
934.07 |
0.618 |
926.02 |
HIGH |
913.00 |
0.618 |
904.95 |
0.500 |
902.47 |
0.382 |
899.98 |
LOW |
891.93 |
0.618 |
878.91 |
1.000 |
870.86 |
1.618 |
857.84 |
2.618 |
836.77 |
4.250 |
802.38 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
903.20 |
911.82 |
PP |
902.83 |
909.06 |
S1 |
902.47 |
906.31 |
|