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 |
8.05 |
8.26 |
0.21 |
2.6% |
8.50 |
High |
8.55 |
8.44 |
-0.11 |
-1.3% |
8.56 |
Low |
7.93 |
8.17 |
0.24 |
3.0% |
7.40 |
Close |
8.22 |
8.29 |
0.07 |
0.9% |
7.90 |
Range |
0.62 |
0.27 |
-0.35 |
-57.0% |
1.16 |
ATR |
0.59 |
0.57 |
-0.02 |
-3.9% |
0.00 |
Volume |
2,855,800 |
1,105,400 |
-1,750,400 |
-61.3% |
21,396,822 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.09 |
8.96 |
8.44 |
|
R3 |
8.83 |
8.69 |
8.36 |
|
R2 |
8.56 |
8.56 |
8.34 |
|
R1 |
8.43 |
8.43 |
8.31 |
8.50 |
PP |
8.30 |
8.30 |
8.30 |
8.33 |
S1 |
8.16 |
8.16 |
8.27 |
8.23 |
S2 |
8.03 |
8.03 |
8.24 |
|
S3 |
7.77 |
7.90 |
8.22 |
|
S4 |
7.50 |
7.63 |
8.14 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.43 |
10.83 |
8.54 |
|
R3 |
10.27 |
9.67 |
8.22 |
|
R2 |
9.11 |
9.11 |
8.11 |
|
R1 |
8.51 |
8.51 |
8.01 |
8.23 |
PP |
7.95 |
7.95 |
7.95 |
7.82 |
S1 |
7.35 |
7.35 |
7.79 |
7.07 |
S2 |
6.79 |
6.79 |
7.69 |
|
S3 |
5.63 |
6.19 |
7.58 |
|
S4 |
4.47 |
5.03 |
7.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8.55 |
7.81 |
0.74 |
8.9% |
0.36 |
4.3% |
65% |
False |
False |
1,591,044 |
10 |
8.55 |
7.40 |
1.15 |
13.8% |
0.41 |
4.9% |
78% |
False |
False |
1,730,672 |
20 |
8.93 |
7.40 |
1.53 |
18.5% |
0.53 |
6.4% |
58% |
False |
False |
2,370,096 |
40 |
12.12 |
7.22 |
4.90 |
59.1% |
0.82 |
9.9% |
22% |
False |
False |
6,306,284 |
60 |
12.12 |
6.38 |
5.74 |
69.2% |
0.72 |
8.7% |
33% |
False |
False |
5,305,145 |
80 |
12.12 |
5.98 |
6.14 |
74.1% |
0.64 |
7.7% |
38% |
False |
False |
4,499,012 |
100 |
12.12 |
5.98 |
6.14 |
74.1% |
0.60 |
7.2% |
38% |
False |
False |
4,010,460 |
120 |
12.12 |
5.98 |
6.14 |
74.1% |
0.59 |
7.1% |
38% |
False |
False |
3,743,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9.56 |
2.618 |
9.13 |
1.618 |
8.86 |
1.000 |
8.70 |
0.618 |
8.60 |
HIGH |
8.44 |
0.618 |
8.33 |
0.500 |
8.30 |
0.382 |
8.27 |
LOW |
8.17 |
0.618 |
8.01 |
1.000 |
7.91 |
1.618 |
7.74 |
2.618 |
7.48 |
4.250 |
7.04 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
8.30 |
8.25 |
PP |
8.30 |
8.22 |
S1 |
8.29 |
8.18 |
|