| 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 |
2,187.6 |
2,189.1 |
1.5 |
0.1% |
2,091.6 |
| High |
2,195.5 |
2,190.8 |
-4.7 |
-0.2% |
2,203.0 |
| Low |
2,180.9 |
2,156.2 |
-24.7 |
-1.1% |
2,088.1 |
| Close |
2,188.6 |
2,166.1 |
-22.5 |
-1.0% |
2,185.5 |
| Range |
14.6 |
34.6 |
20.0 |
137.0% |
114.9 |
| ATR |
25.0 |
25.7 |
0.7 |
2.7% |
0.0 |
| Volume |
242,418 |
316,254 |
73,836 |
30.5% |
1,588,641 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.8 |
2,255.1 |
2,185.1 |
|
| R3 |
2,240.2 |
2,220.5 |
2,175.6 |
|
| R2 |
2,205.6 |
2,205.6 |
2,172.4 |
|
| R1 |
2,185.9 |
2,185.9 |
2,169.3 |
2,178.5 |
| PP |
2,171.0 |
2,171.0 |
2,171.0 |
2,167.3 |
| S1 |
2,151.3 |
2,151.3 |
2,162.9 |
2,143.9 |
| S2 |
2,136.4 |
2,136.4 |
2,159.8 |
|
| S3 |
2,101.8 |
2,116.7 |
2,156.6 |
|
| S4 |
2,067.2 |
2,082.1 |
2,147.1 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.6 |
2,459.4 |
2,248.7 |
|
| R3 |
2,388.7 |
2,344.5 |
2,217.1 |
|
| R2 |
2,273.8 |
2,273.8 |
2,206.6 |
|
| R1 |
2,229.6 |
2,229.6 |
2,196.0 |
2,251.7 |
| PP |
2,158.9 |
2,158.9 |
2,158.9 |
2,169.9 |
| S1 |
2,114.7 |
2,114.7 |
2,175.0 |
2,136.8 |
| S2 |
2,044.0 |
2,044.0 |
2,164.4 |
|
| S3 |
1,929.1 |
1,999.8 |
2,153.9 |
|
| S4 |
1,814.2 |
1,884.9 |
2,122.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,203.0 |
2,131.9 |
71.1 |
3.3% |
28.1 |
1.3% |
48% |
False |
False |
307,182 |
| 10 |
2,203.0 |
2,033.4 |
169.6 |
7.8% |
30.0 |
1.4% |
78% |
False |
False |
284,205 |
| 20 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
24.8 |
1.1% |
82% |
False |
False |
229,032 |
| 40 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
23.5 |
1.1% |
82% |
False |
False |
173,473 |
| 60 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
23.7 |
1.1% |
82% |
False |
False |
122,788 |
| 80 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
25.2 |
1.2% |
82% |
False |
False |
93,860 |
| 100 |
2,203.0 |
1,975.1 |
227.9 |
10.5% |
24.9 |
1.1% |
84% |
False |
False |
75,696 |
| 120 |
2,203.0 |
1,861.7 |
341.3 |
15.8% |
24.1 |
1.1% |
89% |
False |
False |
63,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,337.9 |
|
2.618 |
2,281.4 |
|
1.618 |
2,246.8 |
|
1.000 |
2,225.4 |
|
0.618 |
2,212.2 |
|
HIGH |
2,190.8 |
|
0.618 |
2,177.6 |
|
0.500 |
2,173.5 |
|
0.382 |
2,169.4 |
|
LOW |
2,156.2 |
|
0.618 |
2,134.8 |
|
1.000 |
2,121.6 |
|
1.618 |
2,100.2 |
|
2.618 |
2,065.6 |
|
4.250 |
2,009.2 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.5 |
2,179.6 |
| PP |
2,171.0 |
2,175.1 |
| S1 |
2,168.6 |
2,170.6 |
|