| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,159.9 |
2,164.0 |
4.1 |
0.2% |
2,187.6 |
| High |
2,167.2 |
2,166.3 |
-0.9 |
0.0% |
2,195.5 |
| Low |
2,149.2 |
2,150.2 |
1.0 |
0.0% |
2,156.2 |
| Close |
2,164.3 |
2,159.7 |
-4.6 |
-0.2% |
2,161.5 |
| Range |
18.0 |
16.1 |
-1.9 |
-10.6% |
39.3 |
| ATR |
24.5 |
23.9 |
-0.6 |
-2.4% |
0.0 |
| Volume |
211,858 |
178,162 |
-33,696 |
-15.9% |
1,186,017 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.0 |
2,199.5 |
2,168.6 |
|
| R3 |
2,190.9 |
2,183.4 |
2,164.1 |
|
| R2 |
2,174.8 |
2,174.8 |
2,162.7 |
|
| R1 |
2,167.3 |
2,167.3 |
2,161.2 |
2,163.0 |
| PP |
2,158.7 |
2,158.7 |
2,158.7 |
2,156.6 |
| S1 |
2,151.2 |
2,151.2 |
2,158.2 |
2,146.9 |
| S2 |
2,142.6 |
2,142.6 |
2,156.7 |
|
| S3 |
2,126.5 |
2,135.1 |
2,155.3 |
|
| S4 |
2,110.4 |
2,119.0 |
2,150.8 |
|
|
| 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 |
2,185.6 |
2,149.2 |
36.4 |
1.7% |
20.2 |
0.9% |
29% |
False |
False |
203,473 |
| 10 |
2,203.0 |
2,131.9 |
71.1 |
3.3% |
24.1 |
1.1% |
39% |
False |
False |
255,327 |
| 20 |
2,203.0 |
2,025.4 |
177.6 |
8.2% |
24.1 |
1.1% |
76% |
False |
False |
230,889 |
| 40 |
2,203.0 |
1,996.4 |
206.6 |
9.6% |
23.0 |
1.1% |
79% |
False |
False |
195,283 |
| 60 |
2,203.0 |
1,996.4 |
206.6 |
9.6% |
23.5 |
1.1% |
79% |
False |
False |
139,148 |
| 80 |
2,203.0 |
1,996.4 |
206.6 |
9.6% |
25.1 |
1.2% |
79% |
False |
False |
106,323 |
| 100 |
2,203.0 |
1,975.1 |
227.9 |
10.6% |
24.5 |
1.1% |
81% |
False |
False |
85,755 |
| 120 |
2,203.0 |
1,861.7 |
341.3 |
15.8% |
24.4 |
1.1% |
87% |
False |
False |
71,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,234.7 |
|
2.618 |
2,208.4 |
|
1.618 |
2,192.3 |
|
1.000 |
2,182.4 |
|
0.618 |
2,176.2 |
|
HIGH |
2,166.3 |
|
0.618 |
2,160.1 |
|
0.500 |
2,158.3 |
|
0.382 |
2,156.4 |
|
LOW |
2,150.2 |
|
0.618 |
2,140.3 |
|
1.000 |
2,134.1 |
|
1.618 |
2,124.2 |
|
2.618 |
2,108.1 |
|
4.250 |
2,081.8 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,159.2 |
2,163.1 |
| PP |
2,158.7 |
2,161.9 |
| S1 |
2,158.3 |
2,160.8 |
|