| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,182.6 |
2,212.4 |
29.8 |
1.4% |
2,208.5 |
| High |
2,213.6 |
2,246.6 |
33.0 |
1.5% |
2,216.3 |
| Low |
2,173.6 |
2,189.7 |
16.1 |
0.7% |
2,177.9 |
| Close |
2,182.4 |
2,206.5 |
24.1 |
1.1% |
2,183.1 |
| Range |
40.0 |
56.9 |
16.9 |
42.3% |
38.4 |
| ATR |
24.7 |
27.6 |
2.8 |
11.4% |
0.0 |
| Volume |
54,113 |
127,191 |
73,078 |
135.0% |
272,858 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.0 |
2,352.6 |
2,237.8 |
|
| R3 |
2,328.1 |
2,295.7 |
2,222.1 |
|
| R2 |
2,271.2 |
2,271.2 |
2,216.9 |
|
| R1 |
2,238.8 |
2,238.8 |
2,211.7 |
2,226.6 |
| PP |
2,214.3 |
2,214.3 |
2,214.3 |
2,208.1 |
| S1 |
2,181.9 |
2,181.9 |
2,201.3 |
2,169.7 |
| S2 |
2,157.4 |
2,157.4 |
2,196.1 |
|
| S3 |
2,100.5 |
2,125.0 |
2,190.9 |
|
| S4 |
2,043.6 |
2,068.1 |
2,175.2 |
|
|
| 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 |
2,246.6 |
2,170.8 |
75.8 |
3.4% |
29.7 |
1.3% |
47% |
True |
False |
60,853 |
| 10 |
2,246.6 |
2,170.8 |
75.8 |
3.4% |
28.6 |
1.3% |
47% |
True |
False |
65,689 |
| 20 |
2,246.6 |
2,045.4 |
201.2 |
9.1% |
27.2 |
1.2% |
80% |
True |
False |
44,811 |
| 40 |
2,246.6 |
2,016.3 |
230.3 |
10.4% |
23.9 |
1.1% |
83% |
True |
False |
25,700 |
| 60 |
2,246.6 |
2,016.3 |
230.3 |
10.4% |
23.9 |
1.1% |
83% |
True |
False |
18,291 |
| 80 |
2,246.6 |
2,016.3 |
230.3 |
10.4% |
25.2 |
1.1% |
83% |
True |
False |
14,488 |
| 100 |
2,246.6 |
1,994.8 |
251.8 |
11.4% |
24.5 |
1.1% |
84% |
True |
False |
12,147 |
| 120 |
2,246.6 |
1,879.5 |
367.1 |
16.6% |
24.3 |
1.1% |
89% |
True |
False |
10,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,488.4 |
|
2.618 |
2,395.6 |
|
1.618 |
2,338.7 |
|
1.000 |
2,303.5 |
|
0.618 |
2,281.8 |
|
HIGH |
2,246.6 |
|
0.618 |
2,224.9 |
|
0.500 |
2,218.2 |
|
0.382 |
2,211.4 |
|
LOW |
2,189.7 |
|
0.618 |
2,154.5 |
|
1.000 |
2,132.8 |
|
1.618 |
2,097.6 |
|
2.618 |
2,040.7 |
|
4.250 |
1,947.9 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,218.2 |
2,209.3 |
| PP |
2,214.3 |
2,208.3 |
| S1 |
2,210.4 |
2,207.4 |
|