| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,208.3 |
2,214.5 |
6.2 |
0.3% |
2,198.0 |
| High |
2,223.0 |
2,241.8 |
18.8 |
0.8% |
2,263.1 |
| Low |
2,205.8 |
2,210.1 |
4.3 |
0.2% |
2,190.7 |
| Close |
2,217.7 |
2,218.9 |
1.2 |
0.1% |
2,201.2 |
| Range |
17.2 |
31.7 |
14.5 |
84.3% |
72.4 |
| ATR |
26.1 |
26.5 |
0.4 |
1.5% |
0.0 |
| Volume |
3,679 |
4,769 |
1,090 |
29.6% |
16,546 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.7 |
2,300.5 |
2,236.3 |
|
| R3 |
2,287.0 |
2,268.8 |
2,227.6 |
|
| R2 |
2,255.3 |
2,255.3 |
2,224.7 |
|
| R1 |
2,237.1 |
2,237.1 |
2,221.8 |
2,246.2 |
| PP |
2,223.6 |
2,223.6 |
2,223.6 |
2,228.2 |
| S1 |
2,205.4 |
2,205.4 |
2,216.0 |
2,214.5 |
| S2 |
2,191.9 |
2,191.9 |
2,213.1 |
|
| S3 |
2,160.2 |
2,173.7 |
2,210.2 |
|
| S4 |
2,128.5 |
2,142.0 |
2,201.5 |
|
|
| 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 |
2,193.4 |
69.7 |
3.1% |
33.9 |
1.5% |
37% |
False |
False |
4,139 |
| 10 |
2,263.1 |
2,190.7 |
72.4 |
3.3% |
26.5 |
1.2% |
39% |
False |
False |
3,526 |
| 20 |
2,263.1 |
2,072.9 |
190.2 |
8.6% |
27.5 |
1.2% |
77% |
False |
False |
3,287 |
| 40 |
2,263.1 |
2,036.0 |
227.1 |
10.2% |
23.5 |
1.1% |
81% |
False |
False |
2,851 |
| 60 |
2,263.1 |
2,036.0 |
227.1 |
10.2% |
23.0 |
1.0% |
81% |
False |
False |
2,550 |
| 80 |
2,263.1 |
2,036.0 |
227.1 |
10.2% |
24.4 |
1.1% |
81% |
False |
False |
2,414 |
| 100 |
2,263.1 |
2,013.5 |
249.6 |
11.2% |
23.4 |
1.1% |
82% |
False |
False |
2,246 |
| 120 |
2,263.1 |
1,899.6 |
363.5 |
16.4% |
23.3 |
1.0% |
88% |
False |
False |
1,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,376.5 |
|
2.618 |
2,324.8 |
|
1.618 |
2,293.1 |
|
1.000 |
2,273.5 |
|
0.618 |
2,261.4 |
|
HIGH |
2,241.8 |
|
0.618 |
2,229.7 |
|
0.500 |
2,226.0 |
|
0.382 |
2,222.2 |
|
LOW |
2,210.1 |
|
0.618 |
2,190.5 |
|
1.000 |
2,178.4 |
|
1.618 |
2,158.8 |
|
2.618 |
2,127.1 |
|
4.250 |
2,075.4 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,226.0 |
2,220.8 |
| PP |
2,223.6 |
2,220.1 |
| S1 |
2,221.3 |
2,219.5 |
|