| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,231.4 |
2,224.5 |
-6.9 |
-0.3% |
2,198.0 |
| High |
2,263.1 |
2,227.8 |
-35.3 |
-1.6% |
2,263.1 |
| Low |
2,210.0 |
2,199.7 |
-10.3 |
-0.5% |
2,190.7 |
| Close |
2,226.1 |
2,201.2 |
-24.9 |
-1.1% |
2,201.2 |
| Range |
53.1 |
28.1 |
-25.0 |
-47.1% |
72.4 |
| ATR |
26.4 |
26.5 |
0.1 |
0.5% |
0.0 |
| Volume |
5,170 |
3,119 |
-2,051 |
-39.7% |
16,546 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,293.9 |
2,275.6 |
2,216.7 |
|
| R3 |
2,265.8 |
2,247.5 |
2,208.9 |
|
| R2 |
2,237.7 |
2,237.7 |
2,206.4 |
|
| R1 |
2,219.4 |
2,219.4 |
2,203.8 |
2,214.5 |
| PP |
2,209.6 |
2,209.6 |
2,209.6 |
2,207.1 |
| S1 |
2,191.3 |
2,191.3 |
2,198.6 |
2,186.4 |
| S2 |
2,181.5 |
2,181.5 |
2,196.0 |
|
| S3 |
2,153.4 |
2,163.2 |
2,193.5 |
|
| S4 |
2,125.3 |
2,135.1 |
2,185.7 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,435.5 |
2,390.8 |
2,241.0 |
|
| R3 |
2,363.1 |
2,318.4 |
2,221.1 |
|
| R2 |
2,290.7 |
2,290.7 |
2,214.5 |
|
| R1 |
2,246.0 |
2,246.0 |
2,207.8 |
2,268.4 |
| PP |
2,218.3 |
2,218.3 |
2,218.3 |
2,229.5 |
| S1 |
2,173.6 |
2,173.6 |
2,194.6 |
2,196.0 |
| S2 |
2,145.9 |
2,145.9 |
2,187.9 |
|
| S3 |
2,073.5 |
2,101.2 |
2,181.3 |
|
| S4 |
2,001.1 |
2,028.8 |
2,161.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,263.1 |
2,190.7 |
72.4 |
3.3% |
30.6 |
1.4% |
15% |
False |
False |
3,309 |
| 10 |
2,263.1 |
2,190.7 |
72.4 |
3.3% |
25.9 |
1.2% |
15% |
False |
False |
3,454 |
| 20 |
2,263.1 |
2,072.9 |
190.2 |
8.6% |
26.1 |
1.2% |
67% |
False |
False |
3,044 |
| 40 |
2,263.1 |
2,036.0 |
227.1 |
10.3% |
23.0 |
1.0% |
73% |
False |
False |
2,726 |
| 60 |
2,263.1 |
2,036.0 |
227.1 |
10.3% |
22.9 |
1.0% |
73% |
False |
False |
2,448 |
| 80 |
2,263.1 |
2,036.0 |
227.1 |
10.3% |
24.3 |
1.1% |
73% |
False |
False |
2,340 |
| 100 |
2,263.1 |
2,013.5 |
249.6 |
11.3% |
23.4 |
1.1% |
75% |
False |
False |
2,175 |
| 120 |
2,263.1 |
1,899.6 |
363.5 |
16.5% |
23.2 |
1.1% |
83% |
False |
False |
1,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,347.2 |
|
2.618 |
2,301.4 |
|
1.618 |
2,273.3 |
|
1.000 |
2,255.9 |
|
0.618 |
2,245.2 |
|
HIGH |
2,227.8 |
|
0.618 |
2,217.1 |
|
0.500 |
2,213.8 |
|
0.382 |
2,210.4 |
|
LOW |
2,199.7 |
|
0.618 |
2,182.3 |
|
1.000 |
2,171.6 |
|
1.618 |
2,154.2 |
|
2.618 |
2,126.1 |
|
4.250 |
2,080.3 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,213.8 |
2,228.3 |
| PP |
2,209.6 |
2,219.2 |
| S1 |
2,205.4 |
2,210.2 |
|