| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,205.8 |
2,201.7 |
-4.1 |
-0.2% |
2,227.6 |
| High |
2,207.1 |
2,233.0 |
25.9 |
1.2% |
2,234.2 |
| Low |
2,191.7 |
2,193.4 |
1.7 |
0.1% |
2,198.6 |
| Close |
2,200.8 |
2,201.9 |
1.1 |
0.0% |
2,202.6 |
| Range |
15.4 |
39.6 |
24.2 |
157.1% |
35.6 |
| ATR |
22.4 |
23.7 |
1.2 |
5.5% |
0.0 |
| Volume |
2,086 |
3,961 |
1,875 |
89.9% |
17,999 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,328.2 |
2,304.7 |
2,223.7 |
|
| R3 |
2,288.6 |
2,265.1 |
2,212.8 |
|
| R2 |
2,249.0 |
2,249.0 |
2,209.2 |
|
| R1 |
2,225.5 |
2,225.5 |
2,205.5 |
2,237.3 |
| PP |
2,209.4 |
2,209.4 |
2,209.4 |
2,215.3 |
| S1 |
2,185.9 |
2,185.9 |
2,198.3 |
2,197.7 |
| S2 |
2,169.8 |
2,169.8 |
2,194.6 |
|
| S3 |
2,130.2 |
2,146.3 |
2,191.0 |
|
| S4 |
2,090.6 |
2,106.7 |
2,180.1 |
|
|
| 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 |
2,233.0 |
2,190.7 |
42.3 |
1.9% |
22.6 |
1.0% |
26% |
True |
False |
2,463 |
| 10 |
2,242.4 |
2,190.7 |
51.7 |
2.3% |
23.7 |
1.1% |
22% |
False |
False |
3,302 |
| 20 |
2,242.4 |
2,063.7 |
178.7 |
8.1% |
24.1 |
1.1% |
77% |
False |
False |
2,813 |
| 40 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
22.0 |
1.0% |
80% |
False |
False |
2,636 |
| 60 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
22.2 |
1.0% |
80% |
False |
False |
2,347 |
| 80 |
2,242.4 |
2,036.0 |
206.4 |
9.4% |
23.7 |
1.1% |
80% |
False |
False |
2,264 |
| 100 |
2,242.4 |
2,013.5 |
228.9 |
10.4% |
23.1 |
1.0% |
82% |
False |
False |
2,102 |
| 120 |
2,242.4 |
1,899.6 |
342.8 |
15.6% |
23.0 |
1.0% |
88% |
False |
False |
1,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,401.3 |
|
2.618 |
2,336.7 |
|
1.618 |
2,297.1 |
|
1.000 |
2,272.6 |
|
0.618 |
2,257.5 |
|
HIGH |
2,233.0 |
|
0.618 |
2,217.9 |
|
0.500 |
2,213.2 |
|
0.382 |
2,208.5 |
|
LOW |
2,193.4 |
|
0.618 |
2,168.9 |
|
1.000 |
2,153.8 |
|
1.618 |
2,129.3 |
|
2.618 |
2,089.7 |
|
4.250 |
2,025.1 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,213.2 |
2,211.9 |
| PP |
2,209.4 |
2,208.5 |
| S1 |
2,205.7 |
2,205.2 |
|