| 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 |
2,181.4 |
2,185.6 |
4.2 |
0.2% |
2,208.5 |
| High |
2,188.7 |
2,187.8 |
-0.9 |
0.0% |
2,216.3 |
| Low |
2,170.8 |
2,171.9 |
1.1 |
0.1% |
2,177.9 |
| Close |
2,185.9 |
2,181.2 |
-4.7 |
-0.2% |
2,183.1 |
| Range |
17.9 |
15.9 |
-2.0 |
-11.2% |
38.4 |
| ATR |
24.1 |
23.6 |
-0.6 |
-2.4% |
0.0 |
| Volume |
52,408 |
41,984 |
-10,424 |
-19.9% |
272,858 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,228.0 |
2,220.5 |
2,189.9 |
|
| R3 |
2,212.1 |
2,204.6 |
2,185.6 |
|
| R2 |
2,196.2 |
2,196.2 |
2,184.1 |
|
| R1 |
2,188.7 |
2,188.7 |
2,182.7 |
2,184.5 |
| PP |
2,180.3 |
2,180.3 |
2,180.3 |
2,178.2 |
| S1 |
2,172.8 |
2,172.8 |
2,179.7 |
2,168.6 |
| S2 |
2,164.4 |
2,164.4 |
2,178.3 |
|
| S3 |
2,148.5 |
2,156.9 |
2,176.8 |
|
| S4 |
2,132.6 |
2,141.0 |
2,172.5 |
|
|
| 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 |
2,206.9 |
2,170.8 |
36.1 |
1.7% |
20.0 |
0.9% |
29% |
False |
False |
43,312 |
| 10 |
2,223.3 |
2,152.7 |
70.6 |
3.2% |
23.8 |
1.1% |
40% |
False |
False |
57,157 |
| 20 |
2,223.3 |
2,045.4 |
177.9 |
8.2% |
23.8 |
1.1% |
76% |
False |
False |
36,213 |
| 40 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
22.6 |
1.0% |
80% |
False |
False |
21,381 |
| 60 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
22.9 |
1.1% |
80% |
False |
False |
15,338 |
| 80 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
24.4 |
1.1% |
80% |
False |
False |
12,293 |
| 100 |
2,223.3 |
1,994.8 |
228.5 |
10.5% |
24.0 |
1.1% |
82% |
False |
False |
10,393 |
| 120 |
2,223.3 |
1,879.5 |
343.8 |
15.8% |
23.9 |
1.1% |
88% |
False |
False |
8,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,255.4 |
|
2.618 |
2,229.4 |
|
1.618 |
2,213.5 |
|
1.000 |
2,203.7 |
|
0.618 |
2,197.6 |
|
HIGH |
2,187.8 |
|
0.618 |
2,181.7 |
|
0.500 |
2,179.9 |
|
0.382 |
2,178.0 |
|
LOW |
2,171.9 |
|
0.618 |
2,162.1 |
|
1.000 |
2,156.0 |
|
1.618 |
2,146.2 |
|
2.618 |
2,130.3 |
|
4.250 |
2,104.3 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,180.8 |
2,184.6 |
| PP |
2,180.3 |
2,183.4 |
| S1 |
2,179.9 |
2,182.3 |
|