| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,179.5 |
2,166.2 |
-13.3 |
-0.6% |
2,187.6 |
| High |
2,181.3 |
2,176.9 |
-4.4 |
-0.2% |
2,195.5 |
| Low |
2,157.0 |
2,158.7 |
1.7 |
0.1% |
2,156.2 |
| Close |
2,167.5 |
2,161.5 |
-6.0 |
-0.3% |
2,161.5 |
| Range |
24.3 |
18.2 |
-6.1 |
-25.1% |
39.3 |
| ATR |
25.5 |
25.0 |
-0.5 |
-2.0% |
0.0 |
| Volume |
207,225 |
187,847 |
-19,378 |
-9.4% |
1,186,017 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.3 |
2,209.1 |
2,171.5 |
|
| R3 |
2,202.1 |
2,190.9 |
2,166.5 |
|
| R2 |
2,183.9 |
2,183.9 |
2,164.8 |
|
| R1 |
2,172.7 |
2,172.7 |
2,163.2 |
2,169.2 |
| PP |
2,165.7 |
2,165.7 |
2,165.7 |
2,164.0 |
| S1 |
2,154.5 |
2,154.5 |
2,159.8 |
2,151.0 |
| S2 |
2,147.5 |
2,147.5 |
2,158.2 |
|
| S3 |
2,129.3 |
2,136.3 |
2,156.5 |
|
| S4 |
2,111.1 |
2,118.1 |
2,151.5 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,289.0 |
2,264.5 |
2,183.1 |
|
| R3 |
2,249.7 |
2,225.2 |
2,172.3 |
|
| R2 |
2,210.4 |
2,210.4 |
2,168.7 |
|
| R1 |
2,185.9 |
2,185.9 |
2,165.1 |
2,178.5 |
| PP |
2,171.1 |
2,171.1 |
2,171.1 |
2,167.4 |
| S1 |
2,146.6 |
2,146.6 |
2,157.9 |
2,139.2 |
| S2 |
2,131.8 |
2,131.8 |
2,154.3 |
|
| S3 |
2,092.5 |
2,107.3 |
2,150.7 |
|
| S4 |
2,053.2 |
2,068.0 |
2,139.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,195.5 |
2,156.2 |
39.3 |
1.8% |
23.2 |
1.1% |
13% |
False |
False |
237,203 |
| 10 |
2,203.0 |
2,088.1 |
114.9 |
5.3% |
27.9 |
1.3% |
64% |
False |
False |
277,465 |
| 20 |
2,203.0 |
2,006.6 |
196.4 |
9.1% |
24.3 |
1.1% |
79% |
False |
False |
229,628 |
| 40 |
2,203.0 |
1,996.4 |
206.6 |
9.6% |
23.0 |
1.1% |
80% |
False |
False |
187,129 |
| 60 |
2,203.0 |
1,996.4 |
206.6 |
9.6% |
23.6 |
1.1% |
80% |
False |
False |
132,870 |
| 80 |
2,203.0 |
1,996.4 |
206.6 |
9.6% |
25.3 |
1.2% |
80% |
False |
False |
101,589 |
| 100 |
2,203.0 |
1,975.1 |
227.9 |
10.5% |
24.6 |
1.1% |
82% |
False |
False |
81,898 |
| 120 |
2,203.0 |
1,861.7 |
341.3 |
15.8% |
24.3 |
1.1% |
88% |
False |
False |
68,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,254.3 |
|
2.618 |
2,224.5 |
|
1.618 |
2,206.3 |
|
1.000 |
2,195.1 |
|
0.618 |
2,188.1 |
|
HIGH |
2,176.9 |
|
0.618 |
2,169.9 |
|
0.500 |
2,167.8 |
|
0.382 |
2,165.7 |
|
LOW |
2,158.7 |
|
0.618 |
2,147.5 |
|
1.000 |
2,140.5 |
|
1.618 |
2,129.3 |
|
2.618 |
2,111.1 |
|
4.250 |
2,081.4 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,167.8 |
2,171.3 |
| PP |
2,165.7 |
2,168.0 |
| S1 |
2,163.6 |
2,164.8 |
|