| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
5,016.0 |
4,990.0 |
-26.0 |
-0.5% |
4,927.0 |
| High |
5,016.0 |
5,050.0 |
34.0 |
0.7% |
5,050.0 |
| Low |
4,967.0 |
4,985.0 |
18.0 |
0.4% |
4,927.0 |
| Close |
4,987.0 |
4,993.0 |
6.0 |
0.1% |
4,993.0 |
| Range |
49.0 |
65.0 |
16.0 |
32.7% |
123.0 |
| ATR |
27.4 |
30.1 |
2.7 |
9.8% |
0.0 |
| Volume |
39 |
2,138 |
2,099 |
5,382.1% |
2,222 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,204.3 |
5,163.7 |
5,028.8 |
|
| R3 |
5,139.3 |
5,098.7 |
5,010.9 |
|
| R2 |
5,074.3 |
5,074.3 |
5,004.9 |
|
| R1 |
5,033.7 |
5,033.7 |
4,999.0 |
5,054.0 |
| PP |
5,009.3 |
5,009.3 |
5,009.3 |
5,019.5 |
| S1 |
4,968.7 |
4,968.7 |
4,987.0 |
4,989.0 |
| S2 |
4,944.3 |
4,944.3 |
4,981.1 |
|
| S3 |
4,879.3 |
4,903.7 |
4,975.1 |
|
| S4 |
4,814.3 |
4,838.7 |
4,957.3 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,359.0 |
5,299.0 |
5,060.7 |
|
| R3 |
5,236.0 |
5,176.0 |
5,026.8 |
|
| R2 |
5,113.0 |
5,113.0 |
5,015.6 |
|
| R1 |
5,053.0 |
5,053.0 |
5,004.3 |
5,083.0 |
| PP |
4,990.0 |
4,990.0 |
4,990.0 |
5,005.0 |
| S1 |
4,930.0 |
4,930.0 |
4,981.7 |
4,960.0 |
| S2 |
4,867.0 |
4,867.0 |
4,970.5 |
|
| S3 |
4,744.0 |
4,807.0 |
4,959.2 |
|
| S4 |
4,621.0 |
4,684.0 |
4,925.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,050.0 |
4,927.0 |
123.0 |
2.5% |
24.2 |
0.5% |
54% |
True |
False |
444 |
| 10 |
5,050.0 |
4,888.0 |
162.0 |
3.2% |
18.0 |
0.4% |
65% |
True |
False |
302 |
| 20 |
5,050.0 |
4,761.0 |
289.0 |
5.8% |
9.0 |
0.2% |
80% |
True |
False |
187 |
| 40 |
5,050.0 |
4,463.0 |
587.0 |
11.8% |
4.6 |
0.1% |
90% |
True |
False |
104 |
| 60 |
5,050.0 |
4,397.0 |
653.0 |
13.1% |
3.1 |
0.1% |
91% |
True |
False |
69 |
| 80 |
5,050.0 |
4,363.0 |
687.0 |
13.8% |
2.3 |
0.0% |
92% |
True |
False |
52 |
| 100 |
5,050.0 |
4,034.0 |
1,016.0 |
20.3% |
1.9 |
0.0% |
94% |
True |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,326.3 |
|
2.618 |
5,220.2 |
|
1.618 |
5,155.2 |
|
1.000 |
5,115.0 |
|
0.618 |
5,090.2 |
|
HIGH |
5,050.0 |
|
0.618 |
5,025.2 |
|
0.500 |
5,017.5 |
|
0.382 |
5,009.8 |
|
LOW |
4,985.0 |
|
0.618 |
4,944.8 |
|
1.000 |
4,920.0 |
|
1.618 |
4,879.8 |
|
2.618 |
4,814.8 |
|
4.250 |
4,708.8 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,017.5 |
5,008.5 |
| PP |
5,009.3 |
5,003.3 |
| S1 |
5,001.2 |
4,998.2 |
|