Trading Metrics calculated at close of trading on 18-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
113.99 |
115.32 |
1.33 |
1.2% |
113.65 |
High |
116.64 |
116.67 |
0.03 |
0.0% |
116.67 |
Low |
113.99 |
115.01 |
1.02 |
0.9% |
113.28 |
Close |
115.16 |
116.40 |
1.24 |
1.1% |
115.16 |
Range |
2.65 |
1.66 |
-1.00 |
-37.5% |
3.40 |
ATR |
2.38 |
2.33 |
-0.05 |
-2.2% |
0.00 |
Volume |
1,086,100 |
651,100 |
-435,000 |
-40.1% |
5,835,465 |
|
Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.99 |
120.35 |
117.31 |
|
R3 |
119.34 |
118.70 |
116.86 |
|
R2 |
117.68 |
117.68 |
116.70 |
|
R1 |
117.04 |
117.04 |
116.55 |
117.36 |
PP |
116.03 |
116.03 |
116.03 |
116.19 |
S1 |
115.39 |
115.39 |
116.25 |
115.71 |
S2 |
114.37 |
114.37 |
116.10 |
|
S3 |
112.72 |
113.73 |
115.94 |
|
S4 |
111.06 |
112.08 |
115.49 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.22 |
123.59 |
117.03 |
|
R3 |
121.83 |
120.19 |
116.09 |
|
R2 |
118.43 |
118.43 |
115.78 |
|
R1 |
116.80 |
116.80 |
115.47 |
117.61 |
PP |
115.04 |
115.04 |
115.04 |
115.44 |
S1 |
113.40 |
113.40 |
114.85 |
114.22 |
S2 |
111.64 |
111.64 |
114.54 |
|
S3 |
108.25 |
110.01 |
114.23 |
|
S4 |
104.85 |
106.61 |
113.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116.67 |
113.78 |
2.89 |
2.5% |
2.36 |
2.0% |
91% |
True |
False |
735,033 |
10 |
116.67 |
113.28 |
3.40 |
2.9% |
2.24 |
1.9% |
92% |
False |
False |
585,216 |
20 |
116.67 |
108.25 |
8.42 |
7.2% |
2.46 |
2.1% |
97% |
False |
False |
562,113 |
40 |
116.67 |
106.73 |
9.94 |
8.5% |
2.12 |
1.8% |
97% |
False |
False |
562,693 |
60 |
116.67 |
106.73 |
9.94 |
8.5% |
2.11 |
1.8% |
97% |
False |
False |
556,951 |
80 |
116.67 |
103.62 |
13.06 |
11.2% |
2.47 |
2.1% |
98% |
False |
False |
586,955 |
100 |
116.67 |
102.67 |
14.00 |
12.0% |
2.39 |
2.1% |
98% |
False |
False |
536,938 |
120 |
116.67 |
102.67 |
14.00 |
12.0% |
2.30 |
2.0% |
98% |
False |
False |
508,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123.70 |
2.618 |
121.00 |
1.618 |
119.34 |
1.000 |
118.32 |
0.618 |
117.69 |
HIGH |
116.67 |
0.618 |
116.03 |
0.500 |
115.84 |
0.382 |
115.64 |
LOW |
115.01 |
0.618 |
113.99 |
1.000 |
113.36 |
1.618 |
112.33 |
2.618 |
110.68 |
4.250 |
107.98 |
|
|
Fisher Pivots for day following 18-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
116.21 |
116.04 |
PP |
116.03 |
115.69 |
S1 |
115.84 |
115.33 |
|