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 |
16.18 |
16.21 |
0.03 |
0.2% |
15.55 |
High |
16.27 |
16.27 |
0.01 |
0.0% |
15.97 |
Low |
16.08 |
16.14 |
0.06 |
0.4% |
15.44 |
Close |
16.09 |
16.26 |
0.17 |
1.1% |
15.85 |
Range |
0.19 |
0.13 |
-0.06 |
-29.7% |
0.53 |
ATR |
0.22 |
0.22 |
0.00 |
-1.3% |
0.00 |
Volume |
3,271,239 |
2,485,100 |
-786,139 |
-24.0% |
13,251,400 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.61 |
16.57 |
16.33 |
|
R3 |
16.48 |
16.44 |
16.30 |
|
R2 |
16.35 |
16.35 |
16.28 |
|
R1 |
16.31 |
16.31 |
16.27 |
16.33 |
PP |
16.22 |
16.22 |
16.22 |
16.24 |
S1 |
16.18 |
16.18 |
16.25 |
16.20 |
S2 |
16.09 |
16.09 |
16.24 |
|
S3 |
15.96 |
16.05 |
16.22 |
|
S4 |
15.83 |
15.92 |
16.19 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17.34 |
17.13 |
16.14 |
|
R3 |
16.81 |
16.60 |
16.00 |
|
R2 |
16.28 |
16.28 |
15.95 |
|
R1 |
16.07 |
16.07 |
15.90 |
16.18 |
PP |
15.75 |
15.75 |
15.75 |
15.81 |
S1 |
15.54 |
15.54 |
15.80 |
15.65 |
S2 |
15.22 |
15.22 |
15.75 |
|
S3 |
14.69 |
15.01 |
15.70 |
|
S4 |
14.16 |
14.48 |
15.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
16.27 |
15.72 |
0.55 |
3.4% |
0.14 |
0.8% |
98% |
True |
False |
2,535,227 |
10 |
16.27 |
15.20 |
1.07 |
6.6% |
0.15 |
0.9% |
99% |
True |
False |
2,780,153 |
20 |
16.27 |
13.64 |
2.63 |
16.2% |
0.15 |
0.9% |
100% |
True |
False |
3,220,283 |
40 |
16.27 |
12.78 |
3.50 |
21.5% |
0.15 |
0.9% |
100% |
True |
False |
3,241,762 |
60 |
16.27 |
12.78 |
3.50 |
21.5% |
0.15 |
0.9% |
100% |
True |
False |
3,031,745 |
80 |
16.27 |
12.78 |
3.50 |
21.5% |
0.15 |
0.9% |
100% |
True |
False |
2,850,285 |
100 |
16.27 |
12.45 |
3.83 |
23.5% |
0.15 |
0.9% |
100% |
True |
False |
2,879,662 |
120 |
16.27 |
12.45 |
3.83 |
23.5% |
0.15 |
0.9% |
100% |
True |
False |
3,080,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16.82 |
2.618 |
16.61 |
1.618 |
16.48 |
1.000 |
16.40 |
0.618 |
16.35 |
HIGH |
16.27 |
0.618 |
16.22 |
0.500 |
16.21 |
0.382 |
16.19 |
LOW |
16.14 |
0.618 |
16.06 |
1.000 |
16.01 |
1.618 |
15.93 |
2.618 |
15.80 |
4.250 |
15.59 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
16.24 |
16.20 |
PP |
16.22 |
16.13 |
S1 |
16.21 |
16.07 |
|