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 |
5.01 |
5.04 |
0.03 |
0.6% |
5.00 |
High |
5.15 |
5.21 |
0.06 |
1.1% |
5.87 |
Low |
4.99 |
4.97 |
-0.02 |
-0.4% |
4.89 |
Close |
5.01 |
5.15 |
0.14 |
2.8% |
5.01 |
Range |
0.16 |
0.24 |
0.08 |
48.4% |
0.98 |
ATR |
0.31 |
0.30 |
0.00 |
-1.6% |
0.00 |
Volume |
3,124,198 |
2,990,300 |
-133,898 |
-4.3% |
29,713,203 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.82 |
5.72 |
5.28 |
|
R3 |
5.58 |
5.49 |
5.22 |
|
R2 |
5.35 |
5.35 |
5.19 |
|
R1 |
5.25 |
5.25 |
5.17 |
5.30 |
PP |
5.11 |
5.11 |
5.11 |
5.13 |
S1 |
5.01 |
5.01 |
5.13 |
5.06 |
S2 |
4.87 |
4.87 |
5.11 |
|
S3 |
4.63 |
4.77 |
5.08 |
|
S4 |
4.40 |
4.54 |
5.02 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.18 |
7.57 |
5.55 |
|
R3 |
7.21 |
6.60 |
5.28 |
|
R2 |
6.23 |
6.23 |
5.19 |
|
R1 |
5.62 |
5.62 |
5.10 |
5.93 |
PP |
5.26 |
5.26 |
5.26 |
5.41 |
S1 |
4.65 |
4.65 |
4.92 |
4.95 |
S2 |
4.28 |
4.28 |
4.83 |
|
S3 |
3.31 |
3.67 |
4.74 |
|
S4 |
2.33 |
2.70 |
4.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.21 |
4.84 |
0.37 |
7.1% |
0.21 |
4.0% |
84% |
True |
False |
2,986,199 |
10 |
5.87 |
4.84 |
1.03 |
19.9% |
0.32 |
6.2% |
30% |
False |
False |
3,015,416 |
20 |
5.87 |
4.82 |
1.05 |
20.4% |
0.30 |
5.8% |
32% |
False |
False |
3,794,660 |
40 |
6.02 |
4.82 |
1.21 |
23.4% |
0.29 |
5.6% |
28% |
False |
False |
3,327,167 |
60 |
6.04 |
4.82 |
1.23 |
23.8% |
0.31 |
6.0% |
27% |
False |
False |
3,238,433 |
80 |
6.35 |
4.82 |
1.54 |
29.8% |
0.31 |
6.1% |
22% |
False |
False |
3,146,945 |
100 |
6.35 |
4.82 |
1.54 |
29.8% |
0.31 |
5.9% |
22% |
False |
False |
3,040,060 |
120 |
7.75 |
4.82 |
2.94 |
57.0% |
0.34 |
6.7% |
11% |
False |
False |
3,302,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.22 |
2.618 |
5.83 |
1.618 |
5.59 |
1.000 |
5.45 |
0.618 |
5.35 |
HIGH |
5.21 |
0.618 |
5.12 |
0.500 |
5.09 |
0.382 |
5.06 |
LOW |
4.97 |
0.618 |
4.82 |
1.000 |
4.73 |
1.618 |
4.59 |
2.618 |
4.35 |
4.250 |
3.96 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5.13 |
5.13 |
PP |
5.11 |
5.11 |
S1 |
5.09 |
5.09 |
|