| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
5,219.52 |
5,228.85 |
9.33 |
0.2% |
5,154.77 |
| High |
5,229.09 |
5,235.16 |
6.07 |
0.1% |
5,261.10 |
| Low |
5,216.19 |
5,203.42 |
-12.77 |
-0.2% |
5,131.59 |
| Close |
5,218.19 |
5,203.58 |
-14.61 |
-0.3% |
5,234.18 |
| Range |
12.90 |
31.74 |
18.84 |
146.0% |
129.51 |
| ATR |
42.92 |
42.12 |
-0.80 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,309.27 |
5,288.17 |
5,221.04 |
|
| R3 |
5,277.53 |
5,256.43 |
5,212.31 |
|
| R2 |
5,245.79 |
5,245.79 |
5,209.40 |
|
| R1 |
5,224.69 |
5,224.69 |
5,206.49 |
5,219.37 |
| PP |
5,214.05 |
5,214.05 |
5,214.05 |
5,211.40 |
| S1 |
5,192.95 |
5,192.95 |
5,200.67 |
5,187.63 |
| S2 |
5,182.31 |
5,182.31 |
5,197.76 |
|
| S3 |
5,150.57 |
5,161.21 |
5,194.85 |
|
| S4 |
5,118.83 |
5,129.47 |
5,186.12 |
|
|
| 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 |
5,171.55 |
89.55 |
1.7% |
27.19 |
0.5% |
36% |
False |
False |
|
| 10 |
5,261.10 |
5,104.35 |
156.75 |
3.0% |
32.77 |
0.6% |
63% |
False |
False |
|
| 20 |
5,261.10 |
5,056.82 |
204.28 |
3.9% |
37.87 |
0.7% |
72% |
False |
False |
|
| 40 |
5,261.10 |
4,845.47 |
415.63 |
8.0% |
37.56 |
0.7% |
86% |
False |
False |
|
| 60 |
5,261.10 |
4,682.11 |
578.99 |
11.1% |
37.49 |
0.7% |
90% |
False |
False |
|
| 80 |
5,261.10 |
4,537.24 |
723.86 |
13.9% |
36.77 |
0.7% |
92% |
False |
False |
|
| 100 |
5,261.10 |
4,197.74 |
1,063.36 |
20.4% |
35.99 |
0.7% |
95% |
False |
False |
|
| 120 |
5,261.10 |
4,103.78 |
1,157.32 |
22.2% |
39.05 |
0.8% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,370.06 |
|
2.618 |
5,318.26 |
|
1.618 |
5,286.52 |
|
1.000 |
5,266.90 |
|
0.618 |
5,254.78 |
|
HIGH |
5,235.16 |
|
0.618 |
5,223.04 |
|
0.500 |
5,219.29 |
|
0.382 |
5,215.54 |
|
LOW |
5,203.42 |
|
0.618 |
5,183.80 |
|
1.000 |
5,171.68 |
|
1.618 |
5,152.06 |
|
2.618 |
5,120.32 |
|
4.250 |
5,068.53 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,219.29 |
5,224.76 |
| PP |
5,214.05 |
5,217.70 |
| S1 |
5,208.82 |
5,210.64 |
|