| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
515.77 |
523.39 |
7.62 |
1.5% |
510.48 |
| High |
520.62 |
524.11 |
3.49 |
0.7% |
517.38 |
| Low |
515.08 |
521.91 |
6.83 |
1.3% |
508.12 |
| Close |
520.48 |
522.20 |
1.72 |
0.3% |
509.83 |
| Range |
5.54 |
2.20 |
-3.34 |
-60.3% |
9.26 |
| ATR |
4.95 |
4.85 |
-0.09 |
-1.9% |
0.00 |
| Volume |
69,594,500 |
60,256,100 |
-9,338,400 |
-13.4% |
408,593,600 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
529.34 |
527.97 |
523.41 |
|
| R3 |
527.14 |
525.77 |
522.81 |
|
| R2 |
524.94 |
524.94 |
522.60 |
|
| R1 |
523.57 |
523.57 |
522.40 |
523.16 |
| PP |
522.74 |
522.74 |
522.74 |
522.53 |
| S1 |
521.37 |
521.37 |
522.00 |
520.96 |
| S2 |
520.54 |
520.54 |
521.80 |
|
| S3 |
518.34 |
519.17 |
521.60 |
|
| S4 |
516.14 |
516.97 |
520.99 |
|
|
| 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 |
524.11 |
508.12 |
15.99 |
3.1% |
3.85 |
0.7% |
88% |
True |
False |
77,429,080 |
| 10 |
524.11 |
508.12 |
15.99 |
3.1% |
4.43 |
0.8% |
88% |
True |
False |
77,464,385 |
| 20 |
524.11 |
504.75 |
19.36 |
3.7% |
4.07 |
0.8% |
90% |
True |
False |
70,108,602 |
| 40 |
524.11 |
482.86 |
41.25 |
7.9% |
4.01 |
0.8% |
95% |
True |
False |
72,247,831 |
| 60 |
524.11 |
466.43 |
57.68 |
11.0% |
3.87 |
0.7% |
97% |
True |
False |
75,297,975 |
| 80 |
524.11 |
453.34 |
70.77 |
13.6% |
3.86 |
0.7% |
97% |
True |
False |
76,177,413 |
| 100 |
524.11 |
409.21 |
114.90 |
22.0% |
3.81 |
0.7% |
98% |
True |
False |
76,126,131 |
| 120 |
524.11 |
409.21 |
114.90 |
22.0% |
4.11 |
0.8% |
98% |
True |
False |
78,779,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
533.46 |
|
2.618 |
529.87 |
|
1.618 |
527.67 |
|
1.000 |
526.31 |
|
0.618 |
525.47 |
|
HIGH |
524.11 |
|
0.618 |
523.27 |
|
0.500 |
523.01 |
|
0.382 |
522.75 |
|
LOW |
521.91 |
|
0.618 |
520.55 |
|
1.000 |
519.71 |
|
1.618 |
518.35 |
|
2.618 |
516.15 |
|
4.250 |
512.56 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
523.01 |
520.67 |
| PP |
522.74 |
519.14 |
| S1 |
522.47 |
517.62 |
|