| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,227.6 |
2,229.2 |
1.6 |
0.1% |
2,130.3 |
| High |
2,234.2 |
2,229.6 |
-4.6 |
-0.2% |
2,242.4 |
| Low |
2,222.0 |
2,198.8 |
-23.2 |
-1.0% |
2,127.0 |
| Close |
2,229.3 |
2,207.0 |
-22.3 |
-1.0% |
2,225.3 |
| Range |
12.2 |
30.8 |
18.6 |
152.5% |
115.4 |
| ATR |
23.6 |
24.1 |
0.5 |
2.2% |
0.0 |
| Volume |
4,628 |
3,103 |
-1,525 |
-33.0% |
15,724 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,304.2 |
2,286.4 |
2,223.9 |
|
| R3 |
2,273.4 |
2,255.6 |
2,215.5 |
|
| R2 |
2,242.6 |
2,242.6 |
2,212.6 |
|
| R1 |
2,224.8 |
2,224.8 |
2,209.8 |
2,218.3 |
| PP |
2,211.8 |
2,211.8 |
2,211.8 |
2,208.6 |
| S1 |
2,194.0 |
2,194.0 |
2,204.2 |
2,187.5 |
| S2 |
2,181.0 |
2,181.0 |
2,201.4 |
|
| S3 |
2,150.2 |
2,163.2 |
2,198.5 |
|
| S4 |
2,119.4 |
2,132.4 |
2,190.1 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,544.4 |
2,500.3 |
2,288.8 |
|
| R3 |
2,429.0 |
2,384.9 |
2,257.0 |
|
| R2 |
2,313.6 |
2,313.6 |
2,246.5 |
|
| R1 |
2,269.5 |
2,269.5 |
2,235.9 |
2,291.6 |
| PP |
2,198.2 |
2,198.2 |
2,198.2 |
2,209.3 |
| S1 |
2,154.1 |
2,154.1 |
2,214.7 |
2,176.2 |
| S2 |
2,082.8 |
2,082.8 |
2,204.1 |
|
| S3 |
1,967.4 |
2,038.7 |
2,193.6 |
|
| S4 |
1,852.0 |
1,923.3 |
2,161.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,242.4 |
2,172.4 |
70.0 |
3.2% |
25.9 |
1.2% |
49% |
False |
False |
3,232 |
| 10 |
2,242.4 |
2,072.9 |
169.5 |
7.7% |
28.4 |
1.3% |
79% |
False |
False |
3,049 |
| 20 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
23.2 |
1.1% |
83% |
False |
False |
2,607 |
| 40 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
21.9 |
1.0% |
83% |
False |
False |
2,425 |
| 60 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
21.9 |
1.0% |
83% |
False |
False |
2,205 |
| 80 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
23.5 |
1.1% |
83% |
False |
False |
2,231 |
| 100 |
2,242.4 |
2,013.5 |
228.9 |
10.4% |
23.2 |
1.1% |
85% |
False |
False |
1,959 |
| 120 |
2,242.4 |
1,899.6 |
342.8 |
15.5% |
22.6 |
1.0% |
90% |
False |
False |
1,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,360.5 |
|
2.618 |
2,310.2 |
|
1.618 |
2,279.4 |
|
1.000 |
2,260.4 |
|
0.618 |
2,248.6 |
|
HIGH |
2,229.6 |
|
0.618 |
2,217.8 |
|
0.500 |
2,214.2 |
|
0.382 |
2,210.6 |
|
LOW |
2,198.8 |
|
0.618 |
2,179.8 |
|
1.000 |
2,168.0 |
|
1.618 |
2,149.0 |
|
2.618 |
2,118.2 |
|
4.250 |
2,067.9 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,214.2 |
2,220.6 |
| PP |
2,211.8 |
2,216.1 |
| S1 |
2,209.4 |
2,211.5 |
|