| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
5,139.09 |
5,181.69 |
42.60 |
0.8% |
5,111.96 |
| High |
5,180.31 |
5,226.19 |
45.88 |
0.9% |
5,179.87 |
| Low |
5,131.59 |
5,171.55 |
39.96 |
0.8% |
5,091.14 |
| Close |
5,178.51 |
5,224.62 |
46.11 |
0.9% |
5,117.09 |
| Range |
48.72 |
54.64 |
5.92 |
12.2% |
88.73 |
| ATR |
47.33 |
47.85 |
0.52 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,371.37 |
5,352.64 |
5,254.67 |
|
| R3 |
5,316.73 |
5,298.00 |
5,239.65 |
|
| R2 |
5,262.09 |
5,262.09 |
5,234.64 |
|
| R1 |
5,243.36 |
5,243.36 |
5,229.63 |
5,252.73 |
| PP |
5,207.45 |
5,207.45 |
5,207.45 |
5,212.14 |
| S1 |
5,188.72 |
5,188.72 |
5,219.61 |
5,198.09 |
| S2 |
5,152.81 |
5,152.81 |
5,214.60 |
|
| S3 |
5,098.17 |
5,134.08 |
5,209.59 |
|
| S4 |
5,043.53 |
5,079.44 |
5,194.57 |
|
|
| 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 |
5,226.19 |
5,104.35 |
121.84 |
2.3% |
43.84 |
0.8% |
99% |
True |
False |
|
| 10 |
5,226.19 |
5,091.14 |
135.05 |
2.6% |
45.22 |
0.9% |
99% |
True |
False |
|
| 20 |
5,226.19 |
5,038.83 |
187.36 |
3.6% |
40.67 |
0.8% |
99% |
True |
False |
|
| 40 |
5,226.19 |
4,845.47 |
380.72 |
7.3% |
38.87 |
0.7% |
100% |
True |
False |
|
| 60 |
5,226.19 |
4,682.11 |
544.08 |
10.4% |
37.65 |
0.7% |
100% |
True |
False |
|
| 80 |
5,226.19 |
4,537.24 |
688.95 |
13.2% |
36.88 |
0.7% |
100% |
True |
False |
|
| 100 |
5,226.19 |
4,103.78 |
1,122.41 |
21.5% |
37.13 |
0.7% |
100% |
True |
False |
|
| 120 |
5,226.19 |
4,103.78 |
1,122.41 |
21.5% |
40.17 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,458.41 |
|
2.618 |
5,369.24 |
|
1.618 |
5,314.60 |
|
1.000 |
5,280.83 |
|
0.618 |
5,259.96 |
|
HIGH |
5,226.19 |
|
0.618 |
5,205.32 |
|
0.500 |
5,198.87 |
|
0.382 |
5,192.42 |
|
LOW |
5,171.55 |
|
0.618 |
5,137.78 |
|
1.000 |
5,116.91 |
|
1.618 |
5,083.14 |
|
2.618 |
5,028.50 |
|
4.250 |
4,939.33 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,216.04 |
5,209.38 |
| PP |
5,207.45 |
5,194.13 |
| S1 |
5,198.87 |
5,178.89 |
|