| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
5,181.69 |
5,253.43 |
71.74 |
1.4% |
5,111.96 |
| High |
5,226.19 |
5,261.10 |
34.91 |
0.7% |
5,179.87 |
| Low |
5,171.55 |
5,240.66 |
69.11 |
1.3% |
5,091.14 |
| Close |
5,224.62 |
5,241.53 |
16.91 |
0.3% |
5,117.09 |
| Range |
54.64 |
20.44 |
-34.20 |
-62.6% |
88.73 |
| ATR |
47.85 |
47.04 |
-0.81 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,309.08 |
5,295.75 |
5,252.77 |
|
| R3 |
5,288.64 |
5,275.31 |
5,247.15 |
|
| R2 |
5,268.20 |
5,268.20 |
5,245.28 |
|
| R1 |
5,254.87 |
5,254.87 |
5,243.40 |
5,251.32 |
| PP |
5,247.76 |
5,247.76 |
5,247.76 |
5,245.99 |
| S1 |
5,234.43 |
5,234.43 |
5,239.66 |
5,230.88 |
| S2 |
5,227.32 |
5,227.32 |
5,237.78 |
|
| S3 |
5,206.88 |
5,213.99 |
5,235.91 |
|
| S4 |
5,186.44 |
5,193.55 |
5,230.29 |
|
|
| 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 |
5,261.10 |
5,104.35 |
156.75 |
3.0% |
37.21 |
0.7% |
88% |
True |
False |
|
| 10 |
5,261.10 |
5,091.14 |
169.96 |
3.2% |
43.68 |
0.8% |
88% |
True |
False |
|
| 20 |
5,261.10 |
5,056.82 |
204.28 |
3.9% |
38.91 |
0.7% |
90% |
True |
False |
|
| 40 |
5,261.10 |
4,845.47 |
415.63 |
7.9% |
38.43 |
0.7% |
95% |
True |
False |
|
| 60 |
5,261.10 |
4,682.11 |
578.99 |
11.0% |
37.39 |
0.7% |
97% |
True |
False |
|
| 80 |
5,261.10 |
4,537.24 |
723.86 |
13.8% |
37.04 |
0.7% |
97% |
True |
False |
|
| 100 |
5,261.10 |
4,103.78 |
1,157.32 |
22.1% |
36.78 |
0.7% |
98% |
True |
False |
|
| 120 |
5,261.10 |
4,103.78 |
1,157.32 |
22.1% |
39.90 |
0.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,347.97 |
|
2.618 |
5,314.61 |
|
1.618 |
5,294.17 |
|
1.000 |
5,281.54 |
|
0.618 |
5,273.73 |
|
HIGH |
5,261.10 |
|
0.618 |
5,253.29 |
|
0.500 |
5,250.88 |
|
0.382 |
5,248.47 |
|
LOW |
5,240.66 |
|
0.618 |
5,228.03 |
|
1.000 |
5,220.22 |
|
1.618 |
5,207.59 |
|
2.618 |
5,187.15 |
|
4.250 |
5,153.79 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,250.88 |
5,226.47 |
| PP |
5,247.76 |
5,211.41 |
| S1 |
5,244.65 |
5,196.35 |
|