| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,207.0 |
2,198.0 |
-9.0 |
-0.4% |
2,227.6 |
| High |
2,217.6 |
2,207.4 |
-10.2 |
-0.5% |
2,234.2 |
| Low |
2,199.9 |
2,190.7 |
-9.2 |
-0.4% |
2,198.6 |
| Close |
2,202.6 |
2,205.6 |
3.0 |
0.1% |
2,202.6 |
| Range |
17.7 |
16.7 |
-1.0 |
-5.6% |
35.6 |
| ATR |
23.5 |
23.0 |
-0.5 |
-2.1% |
0.0 |
| Volume |
1,692 |
2,210 |
518 |
30.6% |
17,999 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,251.3 |
2,245.2 |
2,214.8 |
|
| R3 |
2,234.6 |
2,228.5 |
2,210.2 |
|
| R2 |
2,217.9 |
2,217.9 |
2,208.7 |
|
| R1 |
2,211.8 |
2,211.8 |
2,207.1 |
2,214.9 |
| PP |
2,201.2 |
2,201.2 |
2,201.2 |
2,202.8 |
| S1 |
2,195.1 |
2,195.1 |
2,204.1 |
2,198.2 |
| S2 |
2,184.5 |
2,184.5 |
2,202.5 |
|
| S3 |
2,167.8 |
2,178.4 |
2,201.0 |
|
| S4 |
2,151.1 |
2,161.7 |
2,196.4 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.6 |
2,296.2 |
2,222.2 |
|
| R3 |
2,283.0 |
2,260.6 |
2,212.4 |
|
| R2 |
2,247.4 |
2,247.4 |
2,209.1 |
|
| R1 |
2,225.0 |
2,225.0 |
2,205.9 |
2,218.4 |
| PP |
2,211.8 |
2,211.8 |
2,211.8 |
2,208.5 |
| S1 |
2,189.4 |
2,189.4 |
2,199.3 |
2,182.8 |
| S2 |
2,176.2 |
2,176.2 |
2,196.1 |
|
| S3 |
2,140.6 |
2,153.8 |
2,192.8 |
|
| S4 |
2,105.0 |
2,118.2 |
2,183.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,229.6 |
2,190.7 |
38.9 |
1.8% |
22.1 |
1.0% |
38% |
False |
True |
3,116 |
| 10 |
2,242.4 |
2,158.1 |
84.3 |
3.8% |
24.0 |
1.1% |
56% |
False |
False |
3,187 |
| 20 |
2,242.4 |
2,063.7 |
178.7 |
8.1% |
22.7 |
1.0% |
79% |
False |
False |
2,721 |
| 40 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
21.4 |
1.0% |
82% |
False |
False |
2,547 |
| 60 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
21.7 |
1.0% |
82% |
False |
False |
2,289 |
| 80 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
23.4 |
1.1% |
82% |
False |
False |
2,329 |
| 100 |
2,242.4 |
2,013.5 |
228.9 |
10.4% |
22.9 |
1.0% |
84% |
False |
False |
2,049 |
| 120 |
2,242.4 |
1,899.6 |
342.8 |
15.5% |
22.9 |
1.0% |
89% |
False |
False |
1,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,278.4 |
|
2.618 |
2,251.1 |
|
1.618 |
2,234.4 |
|
1.000 |
2,224.1 |
|
0.618 |
2,217.7 |
|
HIGH |
2,207.4 |
|
0.618 |
2,201.0 |
|
0.500 |
2,199.1 |
|
0.382 |
2,197.1 |
|
LOW |
2,190.7 |
|
0.618 |
2,180.4 |
|
1.000 |
2,174.0 |
|
1.618 |
2,163.7 |
|
2.618 |
2,147.0 |
|
4.250 |
2,119.7 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,203.4 |
2,206.4 |
| PP |
2,201.2 |
2,206.1 |
| S1 |
2,199.1 |
2,205.9 |
|