| 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 |
516.97 |
510.21 |
-6.76 |
-1.3% |
510.48 |
| High |
517.13 |
511.70 |
-5.43 |
-1.0% |
517.38 |
| Low |
511.82 |
508.12 |
-3.70 |
-0.7% |
508.12 |
| Close |
514.95 |
509.83 |
-5.12 |
-1.0% |
509.83 |
| Range |
5.31 |
3.58 |
-1.73 |
-32.6% |
9.26 |
| ATR |
4.69 |
4.85 |
0.15 |
3.2% |
0.00 |
| Volume |
110,171,800 |
107,646,300 |
-2,525,500 |
-2.3% |
408,593,600 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
520.62 |
518.80 |
511.80 |
|
| R3 |
517.04 |
515.22 |
510.81 |
|
| R2 |
513.46 |
513.46 |
510.49 |
|
| R1 |
511.65 |
511.65 |
510.16 |
510.77 |
| PP |
509.88 |
509.88 |
509.88 |
509.44 |
| S1 |
508.07 |
508.07 |
509.50 |
507.19 |
| S2 |
506.31 |
506.31 |
509.17 |
|
| S3 |
502.73 |
504.49 |
508.85 |
|
| S4 |
499.15 |
500.91 |
507.86 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
539.55 |
533.95 |
514.92 |
|
| R3 |
530.29 |
524.69 |
512.38 |
|
| R2 |
521.04 |
521.04 |
511.53 |
|
| R1 |
515.43 |
515.43 |
510.68 |
513.61 |
| PP |
511.78 |
511.78 |
511.78 |
510.86 |
| S1 |
506.17 |
506.17 |
508.98 |
504.35 |
| S2 |
502.52 |
502.52 |
508.13 |
|
| S3 |
493.26 |
496.92 |
507.28 |
|
| S4 |
484.00 |
487.66 |
504.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
517.38 |
508.12 |
9.26 |
1.8% |
4.32 |
0.8% |
18% |
False |
True |
81,718,720 |
| 10 |
518.22 |
504.91 |
13.31 |
2.6% |
4.64 |
0.9% |
37% |
False |
False |
74,483,385 |
| 20 |
518.22 |
493.56 |
24.66 |
4.8% |
4.16 |
0.8% |
66% |
False |
False |
70,297,437 |
| 40 |
518.22 |
476.54 |
41.68 |
8.2% |
3.98 |
0.8% |
80% |
False |
False |
73,220,091 |
| 60 |
518.22 |
466.43 |
51.79 |
10.2% |
3.92 |
0.8% |
84% |
False |
False |
75,848,165 |
| 80 |
518.22 |
450.52 |
67.70 |
13.3% |
3.79 |
0.7% |
88% |
False |
False |
75,289,724 |
| 100 |
518.22 |
409.21 |
109.01 |
21.4% |
3.86 |
0.8% |
92% |
False |
False |
77,130,931 |
| 120 |
518.22 |
409.21 |
109.01 |
21.4% |
4.14 |
0.8% |
92% |
False |
False |
79,483,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
526.91 |
|
2.618 |
521.07 |
|
1.618 |
517.49 |
|
1.000 |
515.28 |
|
0.618 |
513.91 |
|
HIGH |
511.70 |
|
0.618 |
510.33 |
|
0.500 |
509.91 |
|
0.382 |
509.49 |
|
LOW |
508.12 |
|
0.618 |
505.91 |
|
1.000 |
504.54 |
|
1.618 |
502.33 |
|
2.618 |
498.75 |
|
4.250 |
492.92 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
509.91 |
512.71 |
| PP |
509.88 |
511.75 |
| S1 |
509.86 |
510.79 |
|