| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,163.6 |
2,179.5 |
15.9 |
0.7% |
2,091.6 |
| High |
2,185.6 |
2,181.3 |
-4.3 |
-0.2% |
2,203.0 |
| Low |
2,161.3 |
2,157.0 |
-4.3 |
-0.2% |
2,088.1 |
| Close |
2,180.8 |
2,167.5 |
-13.3 |
-0.6% |
2,185.5 |
| Range |
24.3 |
24.3 |
0.0 |
0.0% |
114.9 |
| ATR |
25.6 |
25.5 |
-0.1 |
-0.4% |
0.0 |
| Volume |
232,273 |
207,225 |
-25,048 |
-10.8% |
1,588,641 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,241.5 |
2,228.8 |
2,180.9 |
|
| R3 |
2,217.2 |
2,204.5 |
2,174.2 |
|
| R2 |
2,192.9 |
2,192.9 |
2,172.0 |
|
| R1 |
2,180.2 |
2,180.2 |
2,169.7 |
2,174.4 |
| PP |
2,168.6 |
2,168.6 |
2,168.6 |
2,165.7 |
| S1 |
2,155.9 |
2,155.9 |
2,165.3 |
2,150.1 |
| S2 |
2,144.3 |
2,144.3 |
2,163.0 |
|
| S3 |
2,120.0 |
2,131.6 |
2,160.8 |
|
| S4 |
2,095.7 |
2,107.3 |
2,154.1 |
|
|
| 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 |
2,156.2 |
46.8 |
2.2% |
27.9 |
1.3% |
24% |
False |
False |
277,570 |
| 10 |
2,203.0 |
2,047.0 |
156.0 |
7.2% |
31.1 |
1.4% |
77% |
False |
False |
291,740 |
| 20 |
2,203.0 |
2,001.8 |
201.2 |
9.3% |
24.3 |
1.1% |
82% |
False |
False |
230,448 |
| 40 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
23.0 |
1.1% |
83% |
False |
False |
183,157 |
| 60 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
23.6 |
1.1% |
83% |
False |
False |
129,856 |
| 80 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
25.2 |
1.2% |
83% |
False |
False |
99,272 |
| 100 |
2,203.0 |
1,975.1 |
227.9 |
10.5% |
24.7 |
1.1% |
84% |
False |
False |
80,045 |
| 120 |
2,203.0 |
1,861.7 |
341.3 |
15.7% |
24.3 |
1.1% |
90% |
False |
False |
67,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,284.6 |
|
2.618 |
2,244.9 |
|
1.618 |
2,220.6 |
|
1.000 |
2,205.6 |
|
0.618 |
2,196.3 |
|
HIGH |
2,181.3 |
|
0.618 |
2,172.0 |
|
0.500 |
2,169.2 |
|
0.382 |
2,166.3 |
|
LOW |
2,157.0 |
|
0.618 |
2,142.0 |
|
1.000 |
2,132.7 |
|
1.618 |
2,117.7 |
|
2.618 |
2,093.4 |
|
4.250 |
2,053.7 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,169.2 |
2,173.5 |
| PP |
2,168.6 |
2,171.5 |
| S1 |
2,168.1 |
2,169.5 |
|