| 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 |
2,201.3 |
2,188.7 |
-12.6 |
-0.6% |
2,208.5 |
| High |
2,202.7 |
2,198.3 |
-4.4 |
-0.2% |
2,216.3 |
| Low |
2,178.4 |
2,180.4 |
2.0 |
0.1% |
2,177.9 |
| Close |
2,189.1 |
2,183.1 |
-6.0 |
-0.3% |
2,183.1 |
| Range |
24.3 |
17.9 |
-6.4 |
-26.3% |
38.4 |
| ATR |
25.1 |
24.6 |
-0.5 |
-2.1% |
0.0 |
| Volume |
28,529 |
28,569 |
40 |
0.1% |
272,858 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,241.0 |
2,229.9 |
2,192.9 |
|
| R3 |
2,223.1 |
2,212.0 |
2,188.0 |
|
| R2 |
2,205.2 |
2,205.2 |
2,186.4 |
|
| R1 |
2,194.1 |
2,194.1 |
2,184.7 |
2,190.7 |
| PP |
2,187.3 |
2,187.3 |
2,187.3 |
2,185.6 |
| S1 |
2,176.2 |
2,176.2 |
2,181.5 |
2,172.8 |
| S2 |
2,169.4 |
2,169.4 |
2,179.8 |
|
| S3 |
2,151.5 |
2,158.3 |
2,178.2 |
|
| S4 |
2,133.6 |
2,140.4 |
2,173.3 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,307.6 |
2,283.8 |
2,204.2 |
|
| R3 |
2,269.2 |
2,245.4 |
2,193.7 |
|
| R2 |
2,230.8 |
2,230.8 |
2,190.1 |
|
| R1 |
2,207.0 |
2,207.0 |
2,186.6 |
2,199.7 |
| PP |
2,192.4 |
2,192.4 |
2,192.4 |
2,188.8 |
| S1 |
2,168.6 |
2,168.6 |
2,179.6 |
2,161.3 |
| S2 |
2,154.0 |
2,154.0 |
2,176.1 |
|
| S3 |
2,115.6 |
2,130.2 |
2,172.5 |
|
| S4 |
2,077.2 |
2,091.8 |
2,162.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,216.3 |
2,177.9 |
38.4 |
1.8% |
22.8 |
1.0% |
14% |
False |
False |
54,571 |
| 10 |
2,223.3 |
2,108.5 |
114.8 |
5.3% |
27.6 |
1.3% |
65% |
False |
False |
54,103 |
| 20 |
2,223.3 |
2,026.6 |
196.7 |
9.0% |
24.0 |
1.1% |
80% |
False |
False |
32,137 |
| 40 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
22.6 |
1.0% |
81% |
False |
False |
19,203 |
| 60 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
23.0 |
1.1% |
81% |
False |
False |
13,832 |
| 80 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
24.5 |
1.1% |
81% |
False |
False |
11,160 |
| 100 |
2,223.3 |
1,994.8 |
228.5 |
10.5% |
24.1 |
1.1% |
82% |
False |
False |
9,482 |
| 120 |
2,223.3 |
1,879.5 |
343.8 |
15.7% |
23.9 |
1.1% |
88% |
False |
False |
8,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,274.4 |
|
2.618 |
2,245.2 |
|
1.618 |
2,227.3 |
|
1.000 |
2,216.2 |
|
0.618 |
2,209.4 |
|
HIGH |
2,198.3 |
|
0.618 |
2,191.5 |
|
0.500 |
2,189.4 |
|
0.382 |
2,187.2 |
|
LOW |
2,180.4 |
|
0.618 |
2,169.3 |
|
1.000 |
2,162.5 |
|
1.618 |
2,151.4 |
|
2.618 |
2,133.5 |
|
4.250 |
2,104.3 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,189.4 |
2,192.7 |
| PP |
2,187.3 |
2,189.5 |
| S1 |
2,185.2 |
2,186.3 |
|