Trading Metrics calculated at close of trading on 27-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
83.28 |
82.87 |
-0.41 |
-0.5% |
85.58 |
High |
83.40 |
83.82 |
0.42 |
0.5% |
85.95 |
Low |
81.79 |
82.87 |
1.08 |
1.3% |
82.03 |
Close |
82.09 |
83.39 |
1.30 |
1.6% |
83.35 |
Range |
1.61 |
0.95 |
-0.66 |
-41.0% |
3.92 |
ATR |
1.98 |
1.96 |
-0.02 |
-0.9% |
0.00 |
Volume |
817,300 |
95,693 |
-721,607 |
-88.3% |
4,836,300 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.21 |
85.75 |
83.91 |
|
R3 |
85.26 |
84.80 |
83.65 |
|
R2 |
84.31 |
84.31 |
83.56 |
|
R1 |
83.85 |
83.85 |
83.48 |
84.08 |
PP |
83.36 |
83.36 |
83.36 |
83.48 |
S1 |
82.90 |
82.90 |
83.30 |
83.13 |
S2 |
82.41 |
82.41 |
83.22 |
|
S3 |
81.46 |
81.95 |
83.13 |
|
S4 |
80.51 |
81.00 |
82.87 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.54 |
93.36 |
85.51 |
|
R3 |
91.62 |
89.44 |
84.43 |
|
R2 |
87.70 |
87.70 |
84.07 |
|
R1 |
85.52 |
85.52 |
83.71 |
84.65 |
PP |
83.78 |
83.78 |
83.78 |
83.34 |
S1 |
81.60 |
81.60 |
82.99 |
80.73 |
S2 |
79.86 |
79.86 |
82.63 |
|
S3 |
75.94 |
77.68 |
82.27 |
|
S4 |
72.02 |
73.76 |
81.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.90 |
81.79 |
3.11 |
3.7% |
1.50 |
1.8% |
51% |
False |
False |
677,798 |
10 |
87.97 |
81.79 |
6.18 |
7.4% |
1.81 |
2.2% |
26% |
False |
False |
1,043,813 |
20 |
88.03 |
79.37 |
8.66 |
10.4% |
1.78 |
2.1% |
46% |
False |
False |
948,851 |
40 |
88.03 |
74.99 |
13.04 |
15.6% |
1.94 |
2.3% |
64% |
False |
False |
800,224 |
60 |
88.03 |
71.25 |
16.78 |
20.1% |
1.80 |
2.2% |
72% |
False |
False |
733,767 |
80 |
88.03 |
67.85 |
20.18 |
24.2% |
1.73 |
2.1% |
77% |
False |
False |
708,211 |
100 |
88.03 |
65.80 |
22.23 |
26.7% |
1.74 |
2.1% |
79% |
False |
False |
690,470 |
120 |
88.03 |
62.28 |
25.75 |
30.9% |
1.75 |
2.1% |
82% |
False |
False |
694,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.86 |
2.618 |
86.31 |
1.618 |
85.36 |
1.000 |
84.77 |
0.618 |
84.41 |
HIGH |
83.82 |
0.618 |
83.46 |
0.500 |
83.35 |
0.382 |
83.23 |
LOW |
82.87 |
0.618 |
82.28 |
1.000 |
81.92 |
1.618 |
81.33 |
2.618 |
80.38 |
4.250 |
78.83 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
83.38 |
83.28 |
PP |
83.36 |
83.18 |
S1 |
83.35 |
83.07 |
|