| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,229.2 |
2,204.3 |
-24.9 |
-1.1% |
2,130.3 |
| High |
2,229.6 |
2,225.1 |
-4.5 |
-0.2% |
2,242.4 |
| Low |
2,198.8 |
2,203.2 |
4.4 |
0.2% |
2,127.0 |
| Close |
2,207.0 |
2,222.0 |
15.0 |
0.7% |
2,225.3 |
| Range |
30.8 |
21.9 |
-8.9 |
-28.9% |
115.4 |
| ATR |
24.1 |
24.0 |
-0.2 |
-0.7% |
0.0 |
| Volume |
3,103 |
6,209 |
3,106 |
100.1% |
15,724 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,282.5 |
2,274.1 |
2,234.0 |
|
| R3 |
2,260.6 |
2,252.2 |
2,228.0 |
|
| R2 |
2,238.7 |
2,238.7 |
2,226.0 |
|
| R1 |
2,230.3 |
2,230.3 |
2,224.0 |
2,234.5 |
| PP |
2,216.8 |
2,216.8 |
2,216.8 |
2,218.9 |
| S1 |
2,208.4 |
2,208.4 |
2,220.0 |
2,212.6 |
| S2 |
2,194.9 |
2,194.9 |
2,218.0 |
|
| S3 |
2,173.0 |
2,186.5 |
2,216.0 |
|
| S4 |
2,151.1 |
2,164.6 |
2,210.0 |
|
|
| 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 |
2,192.2 |
50.2 |
2.3% |
24.8 |
1.1% |
59% |
False |
False |
4,141 |
| 10 |
2,242.4 |
2,075.0 |
167.4 |
7.5% |
29.4 |
1.3% |
88% |
False |
False |
3,558 |
| 20 |
2,242.4 |
2,036.0 |
206.4 |
9.3% |
22.3 |
1.0% |
90% |
False |
False |
2,769 |
| 40 |
2,242.4 |
2,036.0 |
206.4 |
9.3% |
21.6 |
1.0% |
90% |
False |
False |
2,540 |
| 60 |
2,242.4 |
2,036.0 |
206.4 |
9.3% |
21.9 |
1.0% |
90% |
False |
False |
2,266 |
| 80 |
2,242.4 |
2,036.0 |
206.4 |
9.3% |
23.5 |
1.1% |
90% |
False |
False |
2,306 |
| 100 |
2,242.4 |
2,013.5 |
228.9 |
10.3% |
23.1 |
1.0% |
91% |
False |
False |
2,014 |
| 120 |
2,242.4 |
1,899.6 |
342.8 |
15.4% |
22.6 |
1.0% |
94% |
False |
False |
1,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,318.2 |
|
2.618 |
2,282.4 |
|
1.618 |
2,260.5 |
|
1.000 |
2,247.0 |
|
0.618 |
2,238.6 |
|
HIGH |
2,225.1 |
|
0.618 |
2,216.7 |
|
0.500 |
2,214.2 |
|
0.382 |
2,211.6 |
|
LOW |
2,203.2 |
|
0.618 |
2,189.7 |
|
1.000 |
2,181.3 |
|
1.618 |
2,167.8 |
|
2.618 |
2,145.9 |
|
4.250 |
2,110.1 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,219.4 |
2,220.2 |
| PP |
2,216.8 |
2,218.3 |
| S1 |
2,214.2 |
2,216.5 |
|