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 |
112.73 |
110.70 |
-2.03 |
-1.8% |
108.85 |
High |
113.45 |
120.08 |
6.63 |
5.8% |
118.56 |
Low |
109.25 |
110.70 |
1.45 |
1.3% |
106.49 |
Close |
109.35 |
119.80 |
10.45 |
9.6% |
114.61 |
Range |
4.20 |
9.38 |
5.18 |
123.3% |
12.07 |
ATR |
5.75 |
6.10 |
0.36 |
6.2% |
0.00 |
Volume |
2,551,200 |
4,947,000 |
2,395,800 |
93.9% |
20,941,320 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.00 |
141.78 |
124.96 |
|
R3 |
135.62 |
132.40 |
122.38 |
|
R2 |
126.24 |
126.24 |
121.52 |
|
R1 |
123.02 |
123.02 |
120.66 |
124.63 |
PP |
116.86 |
116.86 |
116.86 |
117.67 |
S1 |
113.64 |
113.64 |
118.94 |
115.25 |
S2 |
107.48 |
107.48 |
118.08 |
|
S3 |
98.10 |
104.26 |
117.22 |
|
S4 |
88.72 |
94.88 |
114.64 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.44 |
144.10 |
121.25 |
|
R3 |
137.37 |
132.03 |
117.93 |
|
R2 |
125.30 |
125.30 |
116.82 |
|
R1 |
119.95 |
119.95 |
115.72 |
122.62 |
PP |
113.22 |
113.22 |
113.22 |
114.56 |
S1 |
107.88 |
107.88 |
113.50 |
110.55 |
S2 |
101.15 |
101.15 |
112.40 |
|
S3 |
89.07 |
95.80 |
111.29 |
|
S4 |
77.00 |
83.73 |
107.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120.08 |
109.25 |
10.83 |
9.0% |
5.26 |
4.4% |
97% |
True |
False |
3,159,760 |
10 |
120.08 |
106.49 |
13.59 |
11.3% |
4.82 |
4.0% |
98% |
True |
False |
2,782,282 |
20 |
133.66 |
106.49 |
27.17 |
22.7% |
5.69 |
4.7% |
49% |
False |
False |
3,441,296 |
40 |
135.40 |
106.49 |
28.91 |
24.1% |
5.86 |
4.9% |
46% |
False |
False |
3,260,251 |
60 |
138.21 |
106.49 |
31.72 |
26.5% |
5.96 |
5.0% |
42% |
False |
False |
3,541,444 |
80 |
138.21 |
93.52 |
44.69 |
37.3% |
6.04 |
5.0% |
59% |
False |
False |
4,199,905 |
100 |
138.21 |
93.52 |
44.69 |
37.3% |
5.96 |
5.0% |
59% |
False |
False |
4,214,844 |
120 |
138.35 |
93.52 |
44.83 |
37.4% |
5.78 |
4.8% |
59% |
False |
False |
4,105,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.95 |
2.618 |
144.64 |
1.618 |
135.26 |
1.000 |
129.46 |
0.618 |
125.88 |
HIGH |
120.08 |
0.618 |
116.50 |
0.500 |
115.39 |
0.382 |
114.28 |
LOW |
110.70 |
0.618 |
104.90 |
1.000 |
101.32 |
1.618 |
95.52 |
2.618 |
86.14 |
4.250 |
70.84 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
118.33 |
118.09 |
PP |
116.86 |
116.38 |
S1 |
115.39 |
114.67 |
|