| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,198.0 |
2,205.8 |
7.8 |
0.4% |
2,227.6 |
| High |
2,207.4 |
2,207.1 |
-0.3 |
0.0% |
2,234.2 |
| Low |
2,190.7 |
2,191.7 |
1.0 |
0.0% |
2,198.6 |
| Close |
2,205.6 |
2,200.8 |
-4.8 |
-0.2% |
2,202.6 |
| Range |
16.7 |
15.4 |
-1.3 |
-7.8% |
35.6 |
| ATR |
23.0 |
22.4 |
-0.5 |
-2.4% |
0.0 |
| Volume |
2,210 |
2,086 |
-124 |
-5.6% |
17,999 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.1 |
2,238.8 |
2,209.3 |
|
| R3 |
2,230.7 |
2,223.4 |
2,205.0 |
|
| R2 |
2,215.3 |
2,215.3 |
2,203.6 |
|
| R1 |
2,208.0 |
2,208.0 |
2,202.2 |
2,204.0 |
| PP |
2,199.9 |
2,199.9 |
2,199.9 |
2,197.8 |
| S1 |
2,192.6 |
2,192.6 |
2,199.4 |
2,188.6 |
| S2 |
2,184.5 |
2,184.5 |
2,198.0 |
|
| S3 |
2,169.1 |
2,177.2 |
2,196.6 |
|
| S4 |
2,153.7 |
2,161.8 |
2,192.3 |
|
|
| 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 |
2,225.1 |
2,190.7 |
34.4 |
1.6% |
19.0 |
0.9% |
29% |
False |
False |
2,912 |
| 10 |
2,242.4 |
2,172.4 |
70.0 |
3.2% |
22.5 |
1.0% |
41% |
False |
False |
3,072 |
| 20 |
2,242.4 |
2,063.7 |
178.7 |
8.1% |
22.7 |
1.0% |
77% |
False |
False |
2,672 |
| 40 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
21.4 |
1.0% |
80% |
False |
False |
2,569 |
| 60 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
21.7 |
1.0% |
80% |
False |
False |
2,300 |
| 80 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
23.3 |
1.1% |
80% |
False |
False |
2,273 |
| 100 |
2,242.4 |
2,013.5 |
228.9 |
10.4% |
22.9 |
1.0% |
82% |
False |
False |
2,066 |
| 120 |
2,242.4 |
1,899.6 |
342.8 |
15.6% |
22.9 |
1.0% |
88% |
False |
False |
1,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,272.6 |
|
2.618 |
2,247.4 |
|
1.618 |
2,232.0 |
|
1.000 |
2,222.5 |
|
0.618 |
2,216.6 |
|
HIGH |
2,207.1 |
|
0.618 |
2,201.2 |
|
0.500 |
2,199.4 |
|
0.382 |
2,197.6 |
|
LOW |
2,191.7 |
|
0.618 |
2,182.2 |
|
1.000 |
2,176.3 |
|
1.618 |
2,166.8 |
|
2.618 |
2,151.4 |
|
4.250 |
2,126.3 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,200.3 |
2,204.2 |
| PP |
2,199.9 |
2,203.0 |
| S1 |
2,199.4 |
2,201.9 |
|