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 |
93.47 |
93.75 |
0.28 |
0.3% |
92.48 |
High |
94.33 |
95.35 |
1.02 |
1.1% |
95.18 |
Low |
93.22 |
93.59 |
0.37 |
0.4% |
91.95 |
Close |
93.42 |
95.15 |
1.73 |
1.9% |
93.79 |
Range |
1.11 |
1.76 |
0.65 |
58.8% |
3.23 |
ATR |
2.09 |
2.08 |
-0.01 |
-0.5% |
0.00 |
Volume |
2,750,000 |
3,656,900 |
906,900 |
33.0% |
13,829,233 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.98 |
99.33 |
96.12 |
|
R3 |
98.22 |
97.57 |
95.63 |
|
R2 |
96.46 |
96.46 |
95.47 |
|
R1 |
95.80 |
95.80 |
95.31 |
96.13 |
PP |
94.70 |
94.70 |
94.70 |
94.86 |
S1 |
94.04 |
94.04 |
94.99 |
94.37 |
S2 |
92.93 |
92.93 |
94.83 |
|
S3 |
91.17 |
92.28 |
94.67 |
|
S4 |
89.41 |
90.52 |
94.18 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.33 |
101.79 |
95.57 |
|
R3 |
100.10 |
98.56 |
94.68 |
|
R2 |
96.87 |
96.87 |
94.38 |
|
R1 |
95.33 |
95.33 |
94.09 |
96.10 |
PP |
93.64 |
93.64 |
93.64 |
94.03 |
S1 |
92.10 |
92.10 |
93.49 |
92.87 |
S2 |
90.41 |
90.41 |
93.20 |
|
S3 |
87.18 |
88.87 |
92.90 |
|
S4 |
83.95 |
85.64 |
92.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.35 |
92.96 |
2.39 |
2.5% |
1.52 |
1.6% |
92% |
True |
False |
3,017,760 |
10 |
95.35 |
91.95 |
3.40 |
3.6% |
1.73 |
1.8% |
94% |
True |
False |
2,968,614 |
20 |
95.35 |
83.61 |
11.74 |
12.3% |
1.94 |
2.0% |
98% |
True |
False |
3,789,907 |
40 |
95.35 |
77.11 |
18.24 |
19.2% |
2.20 |
2.3% |
99% |
True |
False |
4,337,472 |
60 |
95.35 |
71.67 |
23.68 |
24.9% |
2.03 |
2.1% |
99% |
True |
False |
3,937,105 |
80 |
95.35 |
66.86 |
28.49 |
29.9% |
1.98 |
2.1% |
99% |
True |
False |
4,183,578 |
100 |
95.35 |
63.88 |
31.47 |
33.1% |
1.85 |
1.9% |
99% |
True |
False |
4,138,014 |
120 |
95.35 |
60.57 |
34.78 |
36.6% |
1.91 |
2.0% |
99% |
True |
False |
4,266,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.84 |
2.618 |
99.97 |
1.618 |
98.20 |
1.000 |
97.11 |
0.618 |
96.44 |
HIGH |
95.35 |
0.618 |
94.68 |
0.500 |
94.47 |
0.382 |
94.26 |
LOW |
93.59 |
0.618 |
92.50 |
1.000 |
91.82 |
1.618 |
90.73 |
2.618 |
88.97 |
4.250 |
86.10 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
94.92 |
94.82 |
PP |
94.70 |
94.49 |
S1 |
94.47 |
94.16 |
|