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 |
110.49 |
112.00 |
1.51 |
1.4% |
115.35 |
High |
111.90 |
113.70 |
1.80 |
1.6% |
115.76 |
Low |
109.93 |
111.94 |
2.01 |
1.8% |
110.54 |
Close |
111.50 |
113.48 |
1.98 |
1.8% |
110.57 |
Range |
1.97 |
1.76 |
-0.21 |
-10.7% |
5.22 |
ATR |
2.10 |
2.11 |
0.01 |
0.3% |
0.00 |
Volume |
7,770,800 |
7,533,300 |
-237,500 |
-3.1% |
44,717,800 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.32 |
117.66 |
114.45 |
|
R3 |
116.56 |
115.90 |
113.96 |
|
R2 |
114.80 |
114.80 |
113.80 |
|
R1 |
114.14 |
114.14 |
113.64 |
114.47 |
PP |
113.04 |
113.04 |
113.04 |
113.21 |
S1 |
112.38 |
112.38 |
113.32 |
112.71 |
S2 |
111.28 |
111.28 |
113.16 |
|
S3 |
109.52 |
110.62 |
113.00 |
|
S4 |
107.76 |
108.86 |
112.51 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.94 |
124.47 |
113.44 |
|
R3 |
122.72 |
119.25 |
112.00 |
|
R2 |
117.51 |
117.51 |
111.53 |
|
R1 |
114.04 |
114.04 |
111.05 |
113.17 |
PP |
112.29 |
112.29 |
112.29 |
111.85 |
S1 |
108.82 |
108.82 |
110.09 |
107.95 |
S2 |
107.08 |
107.08 |
109.61 |
|
S3 |
101.86 |
103.61 |
109.14 |
|
S4 |
96.64 |
98.39 |
107.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113.70 |
109.11 |
4.59 |
4.0% |
1.60 |
1.4% |
95% |
True |
False |
7,407,360 |
10 |
120.34 |
109.11 |
11.23 |
9.9% |
2.21 |
1.9% |
39% |
False |
False |
9,401,210 |
20 |
121.64 |
109.11 |
12.53 |
11.0% |
1.96 |
1.7% |
35% |
False |
False |
6,602,365 |
40 |
121.64 |
109.11 |
12.53 |
11.0% |
1.92 |
1.7% |
35% |
False |
False |
5,980,573 |
60 |
121.64 |
109.11 |
12.53 |
11.0% |
1.80 |
1.6% |
35% |
False |
False |
5,731,201 |
80 |
121.64 |
103.88 |
17.76 |
15.7% |
1.68 |
1.5% |
54% |
False |
False |
5,511,011 |
100 |
121.64 |
92.43 |
29.21 |
25.7% |
1.66 |
1.5% |
72% |
False |
False |
5,555,013 |
120 |
121.64 |
89.67 |
31.97 |
28.2% |
1.78 |
1.6% |
74% |
False |
False |
5,860,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121.18 |
2.618 |
118.31 |
1.618 |
116.55 |
1.000 |
115.46 |
0.618 |
114.79 |
HIGH |
113.70 |
0.618 |
113.03 |
0.500 |
112.82 |
0.382 |
112.61 |
LOW |
111.94 |
0.618 |
110.85 |
1.000 |
110.18 |
1.618 |
109.09 |
2.618 |
107.33 |
4.250 |
104.46 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
113.26 |
112.79 |
PP |
113.04 |
112.10 |
S1 |
112.82 |
111.41 |
|