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 |
123.97 |
125.00 |
1.03 |
0.8% |
123.88 |
High |
124.67 |
125.50 |
0.83 |
0.7% |
125.50 |
Low |
123.21 |
123.55 |
0.34 |
0.3% |
122.39 |
Close |
124.46 |
123.89 |
-0.57 |
-0.5% |
123.89 |
Range |
1.46 |
1.95 |
0.49 |
33.6% |
3.11 |
ATR |
1.80 |
1.81 |
0.01 |
0.6% |
0.00 |
Volume |
1,363,800 |
2,280,800 |
917,000 |
67.2% |
11,131,661 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.16 |
128.98 |
124.96 |
|
R3 |
128.21 |
127.03 |
124.43 |
|
R2 |
126.26 |
126.26 |
124.25 |
|
R1 |
125.08 |
125.08 |
124.07 |
124.70 |
PP |
124.31 |
124.31 |
124.31 |
124.12 |
S1 |
123.13 |
123.13 |
123.71 |
122.75 |
S2 |
122.36 |
122.36 |
123.53 |
|
S3 |
120.41 |
121.18 |
123.35 |
|
S4 |
118.46 |
119.23 |
122.82 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.26 |
131.69 |
125.60 |
|
R3 |
130.15 |
128.58 |
124.75 |
|
R2 |
127.04 |
127.04 |
124.46 |
|
R1 |
125.46 |
125.46 |
124.18 |
126.25 |
PP |
123.93 |
123.93 |
123.93 |
124.32 |
S1 |
122.35 |
122.35 |
123.60 |
123.14 |
S2 |
120.81 |
120.81 |
123.32 |
|
S3 |
117.70 |
119.24 |
123.03 |
|
S4 |
114.59 |
116.13 |
122.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
125.50 |
122.39 |
3.11 |
2.5% |
1.56 |
1.3% |
48% |
True |
False |
1,697,852 |
10 |
125.50 |
121.64 |
3.86 |
3.1% |
1.54 |
1.2% |
58% |
True |
False |
1,794,024 |
20 |
125.50 |
113.83 |
11.67 |
9.4% |
1.78 |
1.4% |
86% |
True |
False |
2,547,181 |
40 |
125.50 |
110.71 |
14.79 |
11.9% |
1.99 |
1.6% |
89% |
True |
False |
2,404,298 |
60 |
125.50 |
105.36 |
20.14 |
16.3% |
1.83 |
1.5% |
92% |
True |
False |
2,263,734 |
80 |
125.50 |
100.01 |
25.49 |
20.6% |
1.77 |
1.4% |
94% |
True |
False |
2,164,594 |
100 |
125.50 |
93.18 |
32.32 |
26.1% |
1.84 |
1.5% |
95% |
True |
False |
2,287,483 |
120 |
125.50 |
92.69 |
32.82 |
26.5% |
1.79 |
1.4% |
95% |
True |
False |
2,293,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133.79 |
2.618 |
130.61 |
1.618 |
128.66 |
1.000 |
127.45 |
0.618 |
126.71 |
HIGH |
125.50 |
0.618 |
124.76 |
0.500 |
124.53 |
0.382 |
124.29 |
LOW |
123.55 |
0.618 |
122.34 |
1.000 |
121.60 |
1.618 |
120.39 |
2.618 |
118.44 |
4.250 |
115.26 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
124.53 |
124.36 |
PP |
124.31 |
124.20 |
S1 |
124.10 |
124.05 |
|