| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,218.6 |
2,235.1 |
16.5 |
0.7% |
2,208.3 |
| High |
2,237.9 |
2,276.8 |
38.9 |
1.7% |
2,276.8 |
| Low |
2,213.7 |
2,227.5 |
13.8 |
0.6% |
2,205.8 |
| Close |
2,232.4 |
2,258.4 |
26.0 |
1.2% |
2,258.4 |
| Range |
24.2 |
49.3 |
25.1 |
103.7% |
71.0 |
| ATR |
26.4 |
28.0 |
1.6 |
6.2% |
0.0 |
| Volume |
4,255 |
7,096 |
2,841 |
66.8% |
19,799 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.1 |
2,379.6 |
2,285.5 |
|
| R3 |
2,352.8 |
2,330.3 |
2,272.0 |
|
| R2 |
2,303.5 |
2,303.5 |
2,267.4 |
|
| R1 |
2,281.0 |
2,281.0 |
2,262.9 |
2,292.3 |
| PP |
2,254.2 |
2,254.2 |
2,254.2 |
2,259.9 |
| S1 |
2,231.7 |
2,231.7 |
2,253.9 |
2,243.0 |
| S2 |
2,204.9 |
2,204.9 |
2,249.4 |
|
| S3 |
2,155.6 |
2,182.4 |
2,244.8 |
|
| S4 |
2,106.3 |
2,133.1 |
2,231.3 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.0 |
2,430.2 |
2,297.5 |
|
| R3 |
2,389.0 |
2,359.2 |
2,277.9 |
|
| R2 |
2,318.0 |
2,318.0 |
2,271.4 |
|
| R1 |
2,288.2 |
2,288.2 |
2,264.9 |
2,303.1 |
| PP |
2,247.0 |
2,247.0 |
2,247.0 |
2,254.5 |
| S1 |
2,217.2 |
2,217.2 |
2,251.9 |
2,232.1 |
| S2 |
2,176.0 |
2,176.0 |
2,245.4 |
|
| S3 |
2,105.0 |
2,146.2 |
2,238.9 |
|
| S4 |
2,034.0 |
2,075.2 |
2,219.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,276.8 |
2,199.7 |
77.1 |
3.4% |
30.1 |
1.3% |
76% |
True |
False |
4,583 |
| 10 |
2,276.8 |
2,190.7 |
86.1 |
3.8% |
29.3 |
1.3% |
79% |
True |
False |
3,803 |
| 20 |
2,276.8 |
2,086.0 |
190.8 |
8.4% |
29.4 |
1.3% |
90% |
True |
False |
3,728 |
| 40 |
2,276.8 |
2,036.0 |
240.8 |
10.7% |
24.3 |
1.1% |
92% |
True |
False |
2,992 |
| 60 |
2,276.8 |
2,036.0 |
240.8 |
10.7% |
23.7 |
1.0% |
92% |
True |
False |
2,701 |
| 80 |
2,276.8 |
2,036.0 |
240.8 |
10.7% |
24.6 |
1.1% |
92% |
True |
False |
2,530 |
| 100 |
2,276.8 |
2,013.5 |
263.3 |
11.7% |
23.8 |
1.1% |
93% |
True |
False |
2,337 |
| 120 |
2,276.8 |
1,900.1 |
376.7 |
16.7% |
23.6 |
1.0% |
95% |
True |
False |
2,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,486.3 |
|
2.618 |
2,405.9 |
|
1.618 |
2,356.6 |
|
1.000 |
2,326.1 |
|
0.618 |
2,307.3 |
|
HIGH |
2,276.8 |
|
0.618 |
2,258.0 |
|
0.500 |
2,252.2 |
|
0.382 |
2,246.3 |
|
LOW |
2,227.5 |
|
0.618 |
2,197.0 |
|
1.000 |
2,178.2 |
|
1.618 |
2,147.7 |
|
2.618 |
2,098.4 |
|
4.250 |
2,018.0 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,256.3 |
2,253.4 |
| PP |
2,254.2 |
2,248.4 |
| S1 |
2,252.2 |
2,243.5 |
|