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 |
642.16 |
645.82 |
3.66 |
0.6% |
630.19 |
High |
644.11 |
649.97 |
5.87 |
0.9% |
659.12 |
Low |
638.96 |
640.49 |
1.53 |
0.2% |
625.59 |
Close |
640.05 |
648.74 |
8.69 |
1.4% |
643.74 |
Range |
5.15 |
9.48 |
4.34 |
84.3% |
33.53 |
ATR |
13.63 |
13.37 |
-0.27 |
-1.9% |
0.00 |
Volume |
1,002,069 |
1,119,900 |
117,831 |
11.8% |
7,007,626 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
674.84 |
671.27 |
653.95 |
|
R3 |
665.36 |
661.79 |
651.35 |
|
R2 |
655.88 |
655.88 |
650.48 |
|
R1 |
652.31 |
652.31 |
649.61 |
654.10 |
PP |
646.40 |
646.40 |
646.40 |
647.29 |
S1 |
642.83 |
642.83 |
647.87 |
644.62 |
S2 |
636.92 |
636.92 |
647.00 |
|
S3 |
627.44 |
633.35 |
646.13 |
|
S4 |
617.96 |
623.87 |
643.53 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
743.41 |
727.10 |
662.18 |
|
R3 |
709.88 |
693.57 |
652.96 |
|
R2 |
676.35 |
676.35 |
649.89 |
|
R1 |
660.04 |
660.04 |
646.81 |
668.20 |
PP |
642.82 |
642.82 |
642.82 |
646.89 |
S1 |
626.51 |
626.51 |
640.67 |
634.67 |
S2 |
609.29 |
609.29 |
637.59 |
|
S3 |
575.76 |
592.98 |
634.52 |
|
S4 |
542.23 |
559.45 |
625.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
659.12 |
631.92 |
27.20 |
4.2% |
10.89 |
1.7% |
62% |
False |
False |
1,065,699 |
10 |
660.00 |
621.04 |
38.96 |
6.0% |
12.33 |
1.9% |
71% |
False |
False |
1,442,549 |
20 |
671.01 |
621.04 |
49.97 |
7.7% |
13.07 |
2.0% |
55% |
False |
False |
1,211,713 |
40 |
671.01 |
621.04 |
49.97 |
7.7% |
12.95 |
2.0% |
55% |
False |
False |
1,245,438 |
60 |
671.01 |
585.81 |
85.20 |
13.1% |
12.22 |
1.9% |
74% |
False |
False |
1,219,482 |
80 |
671.01 |
560.68 |
110.33 |
17.0% |
11.67 |
1.8% |
80% |
False |
False |
1,237,427 |
100 |
671.01 |
489.55 |
181.46 |
28.0% |
11.42 |
1.8% |
88% |
False |
False |
1,273,444 |
120 |
671.01 |
473.56 |
197.45 |
30.4% |
11.62 |
1.8% |
89% |
False |
False |
1,296,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
690.26 |
2.618 |
674.79 |
1.618 |
665.31 |
1.000 |
659.45 |
0.618 |
655.83 |
HIGH |
649.97 |
0.618 |
646.35 |
0.500 |
645.23 |
0.382 |
644.11 |
LOW |
640.49 |
0.618 |
634.63 |
1.000 |
631.01 |
1.618 |
625.15 |
2.618 |
615.67 |
4.250 |
600.20 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
647.57 |
646.14 |
PP |
646.40 |
643.54 |
S1 |
645.23 |
640.95 |
|