| 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 |
5,123.31 |
5,154.77 |
31.46 |
0.6% |
5,111.96 |
| High |
5,136.86 |
5,175.60 |
38.74 |
0.8% |
5,179.87 |
| Low |
5,104.35 |
5,145.84 |
41.49 |
0.8% |
5,091.14 |
| Close |
5,117.09 |
5,149.42 |
32.33 |
0.6% |
5,117.09 |
| Range |
32.51 |
29.76 |
-2.75 |
-8.5% |
88.73 |
| ATR |
46.36 |
47.22 |
0.87 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,246.23 |
5,227.59 |
5,165.79 |
|
| R3 |
5,216.47 |
5,197.83 |
5,157.60 |
|
| R2 |
5,186.71 |
5,186.71 |
5,154.88 |
|
| R1 |
5,168.07 |
5,168.07 |
5,152.15 |
5,162.51 |
| PP |
5,156.95 |
5,156.95 |
5,156.95 |
5,154.18 |
| S1 |
5,138.31 |
5,138.31 |
5,146.69 |
5,132.75 |
| S2 |
5,127.19 |
5,127.19 |
5,143.96 |
|
| S3 |
5,097.43 |
5,108.55 |
5,141.24 |
|
| S4 |
5,067.67 |
5,078.79 |
5,133.05 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,395.56 |
5,345.05 |
5,165.89 |
|
| R3 |
5,306.83 |
5,256.32 |
5,141.49 |
|
| R2 |
5,218.10 |
5,218.10 |
5,133.36 |
|
| R1 |
5,167.59 |
5,167.59 |
5,125.22 |
5,192.85 |
| PP |
5,129.37 |
5,129.37 |
5,129.37 |
5,141.99 |
| S1 |
5,078.86 |
5,078.86 |
5,108.96 |
5,104.12 |
| S2 |
5,040.64 |
5,040.64 |
5,100.82 |
|
| S3 |
4,951.91 |
4,990.13 |
5,092.69 |
|
| S4 |
4,863.18 |
4,901.40 |
5,068.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,179.87 |
5,104.35 |
75.52 |
1.5% |
41.58 |
0.8% |
60% |
False |
False |
|
| 10 |
5,189.05 |
5,056.82 |
132.23 |
2.6% |
44.23 |
0.9% |
70% |
False |
False |
|
| 20 |
5,189.05 |
4,946.00 |
243.05 |
4.7% |
39.29 |
0.8% |
84% |
False |
False |
|
| 40 |
5,189.05 |
4,844.05 |
345.00 |
6.7% |
37.44 |
0.7% |
89% |
False |
False |
|
| 60 |
5,189.05 |
4,682.11 |
506.94 |
9.8% |
37.94 |
0.7% |
92% |
False |
False |
|
| 80 |
5,189.05 |
4,525.51 |
663.54 |
12.9% |
36.08 |
0.7% |
94% |
False |
False |
|
| 100 |
5,189.05 |
4,103.78 |
1,085.27 |
21.1% |
37.00 |
0.7% |
96% |
False |
False |
|
| 120 |
5,189.05 |
4,103.78 |
1,085.27 |
21.1% |
40.14 |
0.8% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,302.08 |
|
2.618 |
5,253.51 |
|
1.618 |
5,223.75 |
|
1.000 |
5,205.36 |
|
0.618 |
5,193.99 |
|
HIGH |
5,175.60 |
|
0.618 |
5,164.23 |
|
0.500 |
5,160.72 |
|
0.382 |
5,157.21 |
|
LOW |
5,145.84 |
|
0.618 |
5,127.45 |
|
1.000 |
5,116.08 |
|
1.618 |
5,097.69 |
|
2.618 |
5,067.93 |
|
4.250 |
5,019.36 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,160.72 |
5,146.48 |
| PP |
5,156.95 |
5,143.54 |
| S1 |
5,153.19 |
5,140.60 |
|