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 |
12.96 |
12.53 |
-0.43 |
-3.3% |
12.14 |
High |
12.96 |
13.07 |
0.11 |
0.8% |
13.06 |
Low |
12.43 |
12.52 |
0.09 |
0.7% |
11.98 |
Close |
12.44 |
13.06 |
0.62 |
5.0% |
12.91 |
Range |
0.53 |
0.55 |
0.02 |
3.8% |
1.08 |
ATR |
0.30 |
0.33 |
0.02 |
7.6% |
0.00 |
Volume |
67,140,200 |
53,555,700 |
-13,584,500 |
-20.2% |
451,898,400 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.53 |
14.35 |
13.36 |
|
R3 |
13.98 |
13.80 |
13.21 |
|
R2 |
13.43 |
13.43 |
13.16 |
|
R1 |
13.25 |
13.25 |
13.11 |
13.34 |
PP |
12.88 |
12.88 |
12.88 |
12.93 |
S1 |
12.70 |
12.70 |
13.01 |
12.79 |
S2 |
12.33 |
12.33 |
12.96 |
|
S3 |
11.78 |
12.15 |
12.91 |
|
S4 |
11.23 |
11.60 |
12.76 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.89 |
15.48 |
13.50 |
|
R3 |
14.81 |
14.40 |
13.21 |
|
R2 |
13.73 |
13.73 |
13.11 |
|
R1 |
13.32 |
13.32 |
13.01 |
13.53 |
PP |
12.65 |
12.65 |
12.65 |
12.75 |
S1 |
12.24 |
12.24 |
12.81 |
12.45 |
S2 |
11.57 |
11.57 |
12.71 |
|
S3 |
10.49 |
11.16 |
12.61 |
|
S4 |
9.41 |
10.08 |
12.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13.07 |
12.43 |
0.64 |
4.9% |
0.32 |
2.5% |
98% |
True |
False |
45,206,840 |
10 |
13.07 |
12.11 |
0.96 |
7.4% |
0.37 |
2.9% |
99% |
True |
False |
50,579,080 |
20 |
13.07 |
11.98 |
1.09 |
8.3% |
0.32 |
2.4% |
99% |
True |
False |
49,810,676 |
40 |
13.07 |
11.96 |
1.12 |
8.5% |
0.30 |
2.3% |
99% |
True |
False |
49,136,206 |
60 |
13.07 |
11.95 |
1.12 |
8.6% |
0.29 |
2.2% |
99% |
True |
False |
47,360,784 |
80 |
13.07 |
11.30 |
1.77 |
13.6% |
0.32 |
2.4% |
99% |
True |
False |
55,243,836 |
100 |
13.07 |
10.83 |
2.25 |
17.2% |
0.31 |
2.4% |
100% |
True |
False |
54,645,711 |
120 |
13.07 |
10.83 |
2.25 |
17.2% |
0.31 |
2.3% |
100% |
True |
False |
53,472,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.41 |
2.618 |
14.51 |
1.618 |
13.96 |
1.000 |
13.62 |
0.618 |
13.41 |
HIGH |
13.07 |
0.618 |
12.86 |
0.500 |
12.80 |
0.382 |
12.73 |
LOW |
12.52 |
0.618 |
12.18 |
1.000 |
11.97 |
1.618 |
11.63 |
2.618 |
11.08 |
4.250 |
10.18 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
12.97 |
12.96 |
PP |
12.88 |
12.85 |
S1 |
12.80 |
12.75 |
|