| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
5,173.49 |
5,175.14 |
1.65 |
0.0% |
5,130.99 |
| High |
5,179.14 |
5,176.85 |
-2.29 |
0.0% |
5,189.05 |
| Low |
5,151.88 |
5,123.30 |
-28.58 |
-0.6% |
5,056.82 |
| Close |
5,165.31 |
5,150.48 |
-14.83 |
-0.3% |
5,123.69 |
| Range |
27.26 |
53.55 |
26.29 |
96.4% |
132.23 |
| ATR |
45.82 |
46.37 |
0.55 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,310.86 |
5,284.22 |
5,179.93 |
|
| R3 |
5,257.31 |
5,230.67 |
5,165.21 |
|
| R2 |
5,203.76 |
5,203.76 |
5,160.30 |
|
| R1 |
5,177.12 |
5,177.12 |
5,155.39 |
5,163.67 |
| PP |
5,150.21 |
5,150.21 |
5,150.21 |
5,143.48 |
| S1 |
5,123.57 |
5,123.57 |
5,145.57 |
5,110.12 |
| S2 |
5,096.66 |
5,096.66 |
5,140.66 |
|
| S3 |
5,043.11 |
5,070.02 |
5,135.75 |
|
| S4 |
4,989.56 |
5,016.47 |
5,121.03 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,519.88 |
5,454.01 |
5,196.42 |
|
| R3 |
5,387.65 |
5,321.78 |
5,160.05 |
|
| R2 |
5,255.42 |
5,255.42 |
5,147.93 |
|
| R1 |
5,189.55 |
5,189.55 |
5,135.81 |
5,156.37 |
| PP |
5,123.19 |
5,123.19 |
5,123.19 |
5,106.60 |
| S1 |
5,057.32 |
5,057.32 |
5,111.57 |
5,024.14 |
| S2 |
4,990.96 |
4,990.96 |
5,099.45 |
|
| S3 |
4,858.73 |
4,925.09 |
5,087.33 |
|
| S4 |
4,726.50 |
4,792.86 |
5,050.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,189.05 |
5,091.14 |
97.91 |
1.9% |
50.14 |
1.0% |
61% |
False |
False |
|
| 10 |
5,189.05 |
5,056.82 |
132.23 |
2.6% |
44.86 |
0.9% |
71% |
False |
False |
|
| 20 |
5,189.05 |
4,946.00 |
243.05 |
4.7% |
39.80 |
0.8% |
84% |
False |
False |
|
| 40 |
5,189.05 |
4,740.57 |
448.48 |
8.7% |
38.41 |
0.7% |
91% |
False |
False |
|
| 60 |
5,189.05 |
4,682.11 |
506.94 |
9.8% |
37.72 |
0.7% |
92% |
False |
False |
|
| 80 |
5,189.05 |
4,499.66 |
689.39 |
13.4% |
36.15 |
0.7% |
94% |
False |
False |
|
| 100 |
5,189.05 |
4,103.78 |
1,085.27 |
21.1% |
37.57 |
0.7% |
96% |
False |
False |
|
| 120 |
5,189.05 |
4,103.78 |
1,085.27 |
21.1% |
40.27 |
0.8% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,404.44 |
|
2.618 |
5,317.04 |
|
1.618 |
5,263.49 |
|
1.000 |
5,230.40 |
|
0.618 |
5,209.94 |
|
HIGH |
5,176.85 |
|
0.618 |
5,156.39 |
|
0.500 |
5,150.08 |
|
0.382 |
5,143.76 |
|
LOW |
5,123.30 |
|
0.618 |
5,090.21 |
|
1.000 |
5,069.75 |
|
1.618 |
5,036.66 |
|
2.618 |
4,983.11 |
|
4.250 |
4,895.71 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,150.35 |
5,149.47 |
| PP |
5,150.21 |
5,148.46 |
| S1 |
5,150.08 |
5,147.46 |
|