| 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 |
18,155.0 |
18,107.0 |
-48.0 |
-0.3% |
18,051.0 |
| High |
18,204.0 |
18,107.0 |
-97.0 |
-0.5% |
18,204.0 |
| Low |
18,044.0 |
17,959.0 |
-85.0 |
-0.5% |
17,836.0 |
| Close |
18,119.0 |
18,046.0 |
-73.0 |
-0.4% |
18,119.0 |
| Range |
160.0 |
148.0 |
-12.0 |
-7.5% |
368.0 |
| ATR |
120.8 |
123.6 |
2.8 |
2.3% |
0.0 |
| Volume |
6,294 |
23,997 |
17,703 |
281.3% |
12,831 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,481.3 |
18,411.7 |
18,127.4 |
|
| R3 |
18,333.3 |
18,263.7 |
18,086.7 |
|
| R2 |
18,185.3 |
18,185.3 |
18,073.1 |
|
| R1 |
18,115.7 |
18,115.7 |
18,059.6 |
18,076.5 |
| PP |
18,037.3 |
18,037.3 |
18,037.3 |
18,017.8 |
| S1 |
17,967.7 |
17,967.7 |
18,032.4 |
17,928.5 |
| S2 |
17,889.3 |
17,889.3 |
18,018.9 |
|
| S3 |
17,741.3 |
17,819.7 |
18,005.3 |
|
| S4 |
17,593.3 |
17,671.7 |
17,964.6 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,157.0 |
19,006.0 |
18,321.4 |
|
| R3 |
18,789.0 |
18,638.0 |
18,220.2 |
|
| R2 |
18,421.0 |
18,421.0 |
18,186.5 |
|
| R1 |
18,270.0 |
18,270.0 |
18,152.7 |
18,345.5 |
| PP |
18,053.0 |
18,053.0 |
18,053.0 |
18,090.8 |
| S1 |
17,902.0 |
17,902.0 |
18,085.3 |
17,977.5 |
| S2 |
17,685.0 |
17,685.0 |
18,051.5 |
|
| S3 |
17,317.0 |
17,534.0 |
18,017.8 |
|
| S4 |
16,949.0 |
17,166.0 |
17,916.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,204.0 |
17,836.0 |
368.0 |
2.0% |
168.8 |
0.9% |
57% |
False |
False |
7,269 |
| 10 |
18,204.0 |
17,744.0 |
460.0 |
2.5% |
125.4 |
0.7% |
66% |
False |
False |
3,707 |
| 20 |
18,204.0 |
17,200.0 |
1,004.0 |
5.6% |
98.6 |
0.5% |
84% |
False |
False |
1,870 |
| 40 |
18,204.0 |
16,743.0 |
1,461.0 |
8.1% |
76.2 |
0.4% |
89% |
False |
False |
947 |
| 60 |
18,204.0 |
16,743.0 |
1,461.0 |
8.1% |
69.2 |
0.4% |
89% |
False |
False |
633 |
| 80 |
18,204.0 |
16,206.0 |
1,998.0 |
11.1% |
53.5 |
0.3% |
92% |
False |
False |
475 |
| 100 |
18,204.0 |
15,154.0 |
3,050.0 |
16.9% |
47.3 |
0.3% |
95% |
False |
False |
380 |
| 120 |
18,204.0 |
15,154.0 |
3,050.0 |
16.9% |
40.1 |
0.2% |
95% |
False |
False |
316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,736.0 |
|
2.618 |
18,494.5 |
|
1.618 |
18,346.5 |
|
1.000 |
18,255.0 |
|
0.618 |
18,198.5 |
|
HIGH |
18,107.0 |
|
0.618 |
18,050.5 |
|
0.500 |
18,033.0 |
|
0.382 |
18,015.5 |
|
LOW |
17,959.0 |
|
0.618 |
17,867.5 |
|
1.000 |
17,811.0 |
|
1.618 |
17,719.5 |
|
2.618 |
17,571.5 |
|
4.250 |
17,330.0 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,041.7 |
18,058.5 |
| PP |
18,037.3 |
18,054.3 |
| S1 |
18,033.0 |
18,050.2 |
|