| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,204.3 |
2,221.3 |
17.0 |
0.8% |
2,130.3 |
| High |
2,225.1 |
2,222.0 |
-3.1 |
-0.1% |
2,242.4 |
| Low |
2,203.2 |
2,198.6 |
-4.6 |
-0.2% |
2,127.0 |
| Close |
2,222.0 |
2,208.6 |
-13.4 |
-0.6% |
2,225.3 |
| Range |
21.9 |
23.4 |
1.5 |
6.8% |
115.4 |
| ATR |
24.0 |
23.9 |
0.0 |
-0.2% |
0.0 |
| Volume |
6,209 |
2,367 |
-3,842 |
-61.9% |
15,724 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,279.9 |
2,267.7 |
2,221.5 |
|
| R3 |
2,256.5 |
2,244.3 |
2,215.0 |
|
| R2 |
2,233.1 |
2,233.1 |
2,212.9 |
|
| R1 |
2,220.9 |
2,220.9 |
2,210.7 |
2,215.3 |
| PP |
2,209.7 |
2,209.7 |
2,209.7 |
2,207.0 |
| S1 |
2,197.5 |
2,197.5 |
2,206.5 |
2,191.9 |
| S2 |
2,186.3 |
2,186.3 |
2,204.3 |
|
| S3 |
2,162.9 |
2,174.1 |
2,202.2 |
|
| S4 |
2,139.5 |
2,150.7 |
2,195.7 |
|
|
| 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 |
2,198.6 |
43.8 |
2.0% |
25.6 |
1.2% |
23% |
False |
True |
3,949 |
| 10 |
2,242.4 |
2,086.0 |
156.4 |
7.1% |
29.5 |
1.3% |
78% |
False |
False |
3,653 |
| 20 |
2,242.4 |
2,040.0 |
202.4 |
9.2% |
22.9 |
1.0% |
83% |
False |
False |
2,718 |
| 40 |
2,242.4 |
2,036.0 |
206.4 |
9.3% |
21.4 |
1.0% |
84% |
False |
False |
2,535 |
| 60 |
2,242.4 |
2,036.0 |
206.4 |
9.3% |
21.8 |
1.0% |
84% |
False |
False |
2,276 |
| 80 |
2,242.4 |
2,036.0 |
206.4 |
9.3% |
23.4 |
1.1% |
84% |
False |
False |
2,319 |
| 100 |
2,242.4 |
2,013.5 |
228.9 |
10.4% |
23.0 |
1.0% |
85% |
False |
False |
2,029 |
| 120 |
2,242.4 |
1,899.6 |
342.8 |
15.5% |
22.8 |
1.0% |
90% |
False |
False |
1,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,321.5 |
|
2.618 |
2,283.3 |
|
1.618 |
2,259.9 |
|
1.000 |
2,245.4 |
|
0.618 |
2,236.5 |
|
HIGH |
2,222.0 |
|
0.618 |
2,213.1 |
|
0.500 |
2,210.3 |
|
0.382 |
2,207.5 |
|
LOW |
2,198.6 |
|
0.618 |
2,184.1 |
|
1.000 |
2,175.2 |
|
1.618 |
2,160.7 |
|
2.618 |
2,137.3 |
|
4.250 |
2,099.2 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,210.3 |
2,214.1 |
| PP |
2,209.7 |
2,212.3 |
| S1 |
2,209.2 |
2,210.4 |
|