Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
2,085.3 |
2,070.9 |
-14.4 |
-0.7% |
2,076.0 |
High |
2,088.8 |
2,085.0 |
-3.8 |
-0.2% |
2,121.4 |
Low |
2,064.0 |
2,048.7 |
-15.3 |
-0.7% |
2,048.4 |
Close |
2,068.6 |
2,065.3 |
-3.3 |
-0.2% |
2,084.6 |
Range |
24.8 |
36.3 |
11.5 |
46.4% |
73.0 |
ATR |
36.9 |
36.9 |
0.0 |
-0.1% |
0.0 |
Volume |
320,334 |
181,371 |
-138,963 |
-43.4% |
1,035,274 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,175.2 |
2,156.6 |
2,085.3 |
|
R3 |
2,138.9 |
2,120.3 |
2,075.3 |
|
R2 |
2,102.6 |
2,102.6 |
2,072.0 |
|
R1 |
2,084.0 |
2,084.0 |
2,068.6 |
2,075.2 |
PP |
2,066.3 |
2,066.3 |
2,066.3 |
2,061.9 |
S1 |
2,047.7 |
2,047.7 |
2,062.0 |
2,038.9 |
S2 |
2,030.0 |
2,030.0 |
2,058.6 |
|
S3 |
1,993.7 |
2,011.4 |
2,055.3 |
|
S4 |
1,957.4 |
1,975.1 |
2,045.3 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,303.8 |
2,267.2 |
2,124.8 |
|
R3 |
2,230.8 |
2,194.2 |
2,104.7 |
|
R2 |
2,157.8 |
2,157.8 |
2,098.0 |
|
R1 |
2,121.2 |
2,121.2 |
2,091.3 |
2,139.5 |
PP |
2,084.8 |
2,084.8 |
2,084.8 |
2,094.0 |
S1 |
2,048.2 |
2,048.2 |
2,077.9 |
2,066.5 |
S2 |
2,011.8 |
2,011.8 |
2,071.2 |
|
S3 |
1,938.8 |
1,975.2 |
2,064.5 |
|
S4 |
1,865.8 |
1,902.2 |
2,044.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,121.4 |
2,048.7 |
72.7 |
3.5% |
36.1 |
1.7% |
23% |
False |
True |
235,835 |
10 |
2,121.4 |
2,037.2 |
84.2 |
4.1% |
33.9 |
1.6% |
33% |
False |
False |
212,339 |
20 |
2,121.4 |
1,953.7 |
167.7 |
8.1% |
38.6 |
1.9% |
67% |
False |
False |
223,784 |
40 |
2,121.4 |
1,904.8 |
216.6 |
10.5% |
38.7 |
1.9% |
74% |
False |
False |
219,774 |
60 |
2,121.4 |
1,904.8 |
216.6 |
10.5% |
39.8 |
1.9% |
74% |
False |
False |
224,670 |
80 |
2,121.4 |
1,789.0 |
332.4 |
16.1% |
38.2 |
1.8% |
83% |
False |
False |
184,889 |
100 |
2,121.4 |
1,656.1 |
465.3 |
22.5% |
37.7 |
1.8% |
88% |
False |
False |
147,954 |
120 |
2,121.4 |
1,656.1 |
465.3 |
22.5% |
37.0 |
1.8% |
88% |
False |
False |
123,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,239.3 |
2.618 |
2,180.0 |
1.618 |
2,143.7 |
1.000 |
2,121.3 |
0.618 |
2,107.4 |
HIGH |
2,085.0 |
0.618 |
2,071.1 |
0.500 |
2,066.9 |
0.382 |
2,062.6 |
LOW |
2,048.7 |
0.618 |
2,026.3 |
1.000 |
2,012.4 |
1.618 |
1,990.0 |
2.618 |
1,953.7 |
4.250 |
1,894.4 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
2,066.9 |
2,085.1 |
PP |
2,066.3 |
2,078.5 |
S1 |
2,065.8 |
2,071.9 |
|