Trading Metrics calculated at close of trading on 28-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
12.29 |
12.40 |
0.11 |
0.9% |
12.27 |
High |
12.40 |
12.53 |
0.13 |
1.0% |
12.53 |
Low |
12.24 |
12.36 |
0.12 |
0.9% |
12.09 |
Close |
12.40 |
12.45 |
0.05 |
0.4% |
12.45 |
Range |
0.16 |
0.18 |
0.02 |
9.4% |
0.44 |
ATR |
0.22 |
0.21 |
0.00 |
-1.4% |
0.00 |
Volume |
905,400 |
1,403,400 |
498,000 |
55.0% |
7,856,800 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.97 |
12.89 |
12.55 |
|
R3 |
12.80 |
12.71 |
12.50 |
|
R2 |
12.62 |
12.62 |
12.48 |
|
R1 |
12.54 |
12.54 |
12.47 |
12.58 |
PP |
12.45 |
12.45 |
12.45 |
12.47 |
S1 |
12.36 |
12.36 |
12.43 |
12.40 |
S2 |
12.27 |
12.27 |
12.42 |
|
S3 |
12.10 |
12.19 |
12.40 |
|
S4 |
11.92 |
12.01 |
12.35 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.68 |
13.50 |
12.69 |
|
R3 |
13.24 |
13.06 |
12.57 |
|
R2 |
12.80 |
12.80 |
12.53 |
|
R1 |
12.62 |
12.62 |
12.49 |
12.71 |
PP |
12.36 |
12.36 |
12.36 |
12.40 |
S1 |
12.18 |
12.18 |
12.41 |
12.27 |
S2 |
11.92 |
11.92 |
12.37 |
|
S3 |
11.48 |
11.74 |
12.33 |
|
S4 |
11.04 |
11.30 |
12.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.53 |
12.09 |
0.44 |
3.5% |
0.22 |
1.8% |
82% |
True |
False |
1,340,820 |
10 |
12.53 |
12.09 |
0.44 |
3.5% |
0.21 |
1.7% |
82% |
True |
False |
1,788,508 |
20 |
12.73 |
12.09 |
0.64 |
5.1% |
0.23 |
1.9% |
56% |
False |
False |
1,634,705 |
40 |
12.78 |
12.09 |
0.69 |
5.5% |
0.19 |
1.6% |
53% |
False |
False |
1,300,041 |
60 |
12.78 |
11.86 |
0.92 |
7.3% |
0.20 |
1.6% |
64% |
False |
False |
1,226,007 |
80 |
12.78 |
11.79 |
0.99 |
7.9% |
0.23 |
1.8% |
67% |
False |
False |
1,266,492 |
100 |
13.13 |
11.79 |
1.34 |
10.7% |
0.24 |
1.9% |
49% |
False |
False |
1,305,134 |
120 |
13.13 |
11.79 |
1.34 |
10.7% |
0.24 |
1.9% |
49% |
False |
False |
1,228,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.27 |
2.618 |
12.99 |
1.618 |
12.81 |
1.000 |
12.71 |
0.618 |
12.64 |
HIGH |
12.53 |
0.618 |
12.46 |
0.500 |
12.44 |
0.382 |
12.42 |
LOW |
12.36 |
0.618 |
12.25 |
1.000 |
12.18 |
1.618 |
12.07 |
2.618 |
11.90 |
4.250 |
11.61 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
12.45 |
12.40 |
PP |
12.45 |
12.36 |
S1 |
12.44 |
12.31 |
|