| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,187.2 |
2,208.5 |
21.3 |
1.0% |
2,111.7 |
| High |
2,223.3 |
2,216.3 |
-7.0 |
-0.3% |
2,223.3 |
| Low |
2,182.1 |
2,202.2 |
20.1 |
0.9% |
2,108.5 |
| Close |
2,206.3 |
2,210.0 |
3.7 |
0.2% |
2,206.3 |
| Range |
41.2 |
14.1 |
-27.1 |
-65.8% |
114.8 |
| ATR |
25.5 |
24.6 |
-0.8 |
-3.2% |
0.0 |
| Volume |
108,339 |
83,436 |
-24,903 |
-23.0% |
268,176 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,251.8 |
2,245.0 |
2,217.8 |
|
| R3 |
2,237.7 |
2,230.9 |
2,213.9 |
|
| R2 |
2,223.6 |
2,223.6 |
2,212.6 |
|
| R1 |
2,216.8 |
2,216.8 |
2,211.3 |
2,220.2 |
| PP |
2,209.5 |
2,209.5 |
2,209.5 |
2,211.2 |
| S1 |
2,202.7 |
2,202.7 |
2,208.7 |
2,206.1 |
| S2 |
2,195.4 |
2,195.4 |
2,207.4 |
|
| S3 |
2,181.3 |
2,188.6 |
2,206.1 |
|
| S4 |
2,167.2 |
2,174.5 |
2,202.2 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.8 |
2,479.8 |
2,269.4 |
|
| R3 |
2,409.0 |
2,365.0 |
2,237.9 |
|
| R2 |
2,294.2 |
2,294.2 |
2,227.3 |
|
| R1 |
2,250.2 |
2,250.2 |
2,216.8 |
2,272.2 |
| PP |
2,179.4 |
2,179.4 |
2,179.4 |
2,190.4 |
| S1 |
2,135.4 |
2,135.4 |
2,195.8 |
2,157.4 |
| S2 |
2,064.6 |
2,064.6 |
2,185.3 |
|
| S3 |
1,949.8 |
2,020.6 |
2,174.7 |
|
| S4 |
1,835.0 |
1,905.8 |
2,143.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,223.3 |
2,139.2 |
84.1 |
3.8% |
27.1 |
1.2% |
84% |
False |
False |
61,668 |
| 10 |
2,223.3 |
2,053.6 |
169.7 |
7.7% |
27.3 |
1.2% |
92% |
False |
False |
41,906 |
| 20 |
2,223.3 |
2,016.3 |
207.0 |
9.4% |
23.5 |
1.1% |
94% |
False |
False |
24,141 |
| 40 |
2,223.3 |
2,016.3 |
207.0 |
9.4% |
22.9 |
1.0% |
94% |
False |
False |
14,942 |
| 60 |
2,223.3 |
2,016.3 |
207.0 |
9.4% |
23.3 |
1.1% |
94% |
False |
False |
10,898 |
| 80 |
2,223.3 |
1,999.0 |
224.3 |
10.1% |
24.5 |
1.1% |
94% |
False |
False |
8,880 |
| 100 |
2,223.3 |
1,983.7 |
239.6 |
10.8% |
24.2 |
1.1% |
94% |
False |
False |
7,684 |
| 120 |
2,223.3 |
1,879.5 |
343.8 |
15.6% |
23.4 |
1.1% |
96% |
False |
False |
6,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,276.2 |
|
2.618 |
2,253.2 |
|
1.618 |
2,239.1 |
|
1.000 |
2,230.4 |
|
0.618 |
2,225.0 |
|
HIGH |
2,216.3 |
|
0.618 |
2,210.9 |
|
0.500 |
2,209.3 |
|
0.382 |
2,207.6 |
|
LOW |
2,202.2 |
|
0.618 |
2,193.5 |
|
1.000 |
2,188.1 |
|
1.618 |
2,179.4 |
|
2.618 |
2,165.3 |
|
4.250 |
2,142.3 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,209.8 |
2,206.0 |
| PP |
2,209.5 |
2,201.9 |
| S1 |
2,209.3 |
2,197.9 |
|