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 |
3,463.4220 |
3,475.6560 |
12.2340 |
0.4% |
3,626.4460 |
High |
3,579.0520 |
3,536.1100 |
-42.9420 |
-1.2% |
3,779.0420 |
Low |
3,418.5060 |
3,287.4640 |
-131.0420 |
-3.8% |
3,073.6660 |
Close |
3,460.5530 |
3,318.2600 |
-142.2930 |
-4.1% |
3,318.2600 |
Range |
160.5460 |
248.6460 |
88.1000 |
54.9% |
705.3760 |
ATR |
239.7180 |
240.3557 |
0.6377 |
0.3% |
0.0000 |
Volume |
295,523 |
247,698 |
-47,825 |
-16.2% |
945,773 |
|
Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,126.5493 |
3,971.0507 |
3,455.0153 |
|
R3 |
3,877.9033 |
3,722.4047 |
3,386.6377 |
|
R2 |
3,629.2573 |
3,629.2573 |
3,363.8451 |
|
R1 |
3,473.7587 |
3,473.7587 |
3,341.0526 |
3,427.1850 |
PP |
3,380.6113 |
3,380.6113 |
3,380.6113 |
3,357.3245 |
S1 |
3,225.1127 |
3,225.1127 |
3,295.4675 |
3,178.5390 |
S2 |
3,131.9653 |
3,131.9653 |
3,272.6749 |
|
S3 |
2,883.3193 |
2,976.4667 |
3,249.8824 |
|
S4 |
2,634.6733 |
2,727.8207 |
3,181.5047 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,506.4507 |
5,117.7313 |
3,706.2168 |
|
R3 |
4,801.0747 |
4,412.3553 |
3,512.2384 |
|
R2 |
4,095.6987 |
4,095.6987 |
3,447.5789 |
|
R1 |
3,706.9793 |
3,706.9793 |
3,382.9195 |
3,548.6510 |
PP |
3,390.3227 |
3,390.3227 |
3,390.3227 |
3,311.1585 |
S1 |
3,001.6033 |
3,001.6033 |
3,253.6005 |
2,843.2750 |
S2 |
2,684.9467 |
2,684.9467 |
3,188.9411 |
|
S3 |
1,979.5707 |
2,296.2273 |
3,124.2816 |
|
S4 |
1,274.1947 |
1,590.8513 |
2,930.3032 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,779.0420 |
3,073.6660 |
705.3760 |
21.3% |
304.9624 |
9.2% |
35% |
False |
False |
189,154 |
10 |
4,090.3060 |
3,073.6660 |
1,016.6400 |
30.6% |
282.9155 |
8.5% |
24% |
False |
False |
210,430 |
20 |
4,090.3060 |
2,907.2840 |
1,183.0220 |
35.7% |
270.9064 |
8.2% |
35% |
False |
False |
232,236 |
40 |
4,090.3060 |
2,195.7070 |
1,894.5990 |
57.1% |
184.0962 |
5.5% |
59% |
False |
False |
196,302 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
59.6% |
168.3060 |
5.1% |
61% |
False |
False |
203,292 |
80 |
4,090.3060 |
1,996.0630 |
2,094.2430 |
63.1% |
152.6635 |
4.6% |
63% |
False |
False |
194,876 |
100 |
4,090.3060 |
1,764.9770 |
2,325.3290 |
70.1% |
140.9905 |
4.2% |
67% |
False |
False |
192,530 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
77.4% |
127.8693 |
3.9% |
70% |
False |
False |
184,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,592.8555 |
2.618 |
4,187.0652 |
1.618 |
3,938.4192 |
1.000 |
3,784.7560 |
0.618 |
3,689.7732 |
HIGH |
3,536.1100 |
0.618 |
3,441.1272 |
0.500 |
3,411.7870 |
0.382 |
3,382.4468 |
LOW |
3,287.4640 |
0.618 |
3,133.8008 |
1.000 |
3,038.8180 |
1.618 |
2,885.1548 |
2.618 |
2,636.5088 |
4.250 |
2,230.7185 |
|
|
Fisher Pivots for day following 22-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,411.7870 |
3,326.3590 |
PP |
3,380.6113 |
3,323.6593 |
S1 |
3,349.4357 |
3,320.9597 |
|