| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
5,253.43 |
5,242.48 |
-10.95 |
-0.2% |
5,154.77 |
| High |
5,261.10 |
5,246.09 |
-15.01 |
-0.3% |
5,261.10 |
| Low |
5,240.66 |
5,229.87 |
-10.79 |
-0.2% |
5,131.59 |
| Close |
5,241.53 |
5,234.18 |
-7.35 |
-0.1% |
5,234.18 |
| Range |
20.44 |
16.22 |
-4.22 |
-20.6% |
129.51 |
| ATR |
47.04 |
44.84 |
-2.20 |
-4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,285.37 |
5,276.00 |
5,243.10 |
|
| R3 |
5,269.15 |
5,259.78 |
5,238.64 |
|
| R2 |
5,252.93 |
5,252.93 |
5,237.15 |
|
| R1 |
5,243.56 |
5,243.56 |
5,235.67 |
5,240.14 |
| PP |
5,236.71 |
5,236.71 |
5,236.71 |
5,235.00 |
| S1 |
5,227.34 |
5,227.34 |
5,232.69 |
5,223.92 |
| S2 |
5,220.49 |
5,220.49 |
5,231.21 |
|
| S3 |
5,204.27 |
5,211.12 |
5,229.72 |
|
| S4 |
5,188.05 |
5,194.90 |
5,225.26 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,597.49 |
5,545.34 |
5,305.41 |
|
| R3 |
5,467.98 |
5,415.83 |
5,269.80 |
|
| R2 |
5,338.47 |
5,338.47 |
5,257.92 |
|
| R1 |
5,286.32 |
5,286.32 |
5,246.05 |
5,312.40 |
| PP |
5,208.96 |
5,208.96 |
5,208.96 |
5,221.99 |
| S1 |
5,156.81 |
5,156.81 |
5,222.31 |
5,182.89 |
| S2 |
5,079.45 |
5,079.45 |
5,210.44 |
|
| S3 |
4,949.94 |
5,027.30 |
5,198.56 |
|
| S4 |
4,820.43 |
4,897.79 |
5,162.95 |
|
|
| 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 |
5,131.59 |
129.51 |
2.5% |
33.96 |
0.6% |
79% |
False |
False |
|
| 10 |
5,261.10 |
5,091.14 |
169.96 |
3.2% |
38.15 |
0.7% |
84% |
False |
False |
|
| 20 |
5,261.10 |
5,056.82 |
204.28 |
3.9% |
38.24 |
0.7% |
87% |
False |
False |
|
| 40 |
5,261.10 |
4,845.47 |
415.63 |
7.9% |
38.12 |
0.7% |
94% |
False |
False |
|
| 60 |
5,261.10 |
4,682.11 |
578.99 |
11.1% |
37.22 |
0.7% |
95% |
False |
False |
|
| 80 |
5,261.10 |
4,537.24 |
723.86 |
13.8% |
37.06 |
0.7% |
96% |
False |
False |
|
| 100 |
5,261.10 |
4,132.94 |
1,128.16 |
21.6% |
36.41 |
0.7% |
98% |
False |
False |
|
| 120 |
5,261.10 |
4,103.78 |
1,157.32 |
22.1% |
39.56 |
0.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,315.03 |
|
2.618 |
5,288.55 |
|
1.618 |
5,272.33 |
|
1.000 |
5,262.31 |
|
0.618 |
5,256.11 |
|
HIGH |
5,246.09 |
|
0.618 |
5,239.89 |
|
0.500 |
5,237.98 |
|
0.382 |
5,236.07 |
|
LOW |
5,229.87 |
|
0.618 |
5,219.85 |
|
1.000 |
5,213.65 |
|
1.618 |
5,203.63 |
|
2.618 |
5,187.41 |
|
4.250 |
5,160.94 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,237.98 |
5,228.23 |
| PP |
5,236.71 |
5,222.28 |
| S1 |
5,235.45 |
5,216.33 |
|