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 |
10.18 |
9.94 |
-0.24 |
-2.4% |
10.30 |
High |
10.25 |
9.99 |
-0.26 |
-2.5% |
10.40 |
Low |
9.95 |
9.74 |
-0.22 |
-2.2% |
9.74 |
Close |
9.96 |
9.77 |
-0.20 |
-2.0% |
9.77 |
Range |
0.30 |
0.25 |
-0.05 |
-15.3% |
0.67 |
ATR |
0.33 |
0.33 |
-0.01 |
-1.8% |
0.00 |
Volume |
4,146,200 |
2,202,059 |
-1,944,141 |
-46.9% |
9,046,559 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.58 |
10.42 |
9.90 |
|
R3 |
10.33 |
10.17 |
9.83 |
|
R2 |
10.08 |
10.08 |
9.81 |
|
R1 |
9.92 |
9.92 |
9.79 |
9.88 |
PP |
9.83 |
9.83 |
9.83 |
9.81 |
S1 |
9.67 |
9.67 |
9.74 |
9.63 |
S2 |
9.58 |
9.58 |
9.72 |
|
S3 |
9.33 |
9.42 |
9.70 |
|
S4 |
9.08 |
9.17 |
9.63 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.96 |
11.53 |
10.13 |
|
R3 |
11.30 |
10.86 |
9.95 |
|
R2 |
10.63 |
10.63 |
9.89 |
|
R1 |
10.20 |
10.20 |
9.83 |
10.08 |
PP |
9.97 |
9.97 |
9.97 |
9.91 |
S1 |
9.53 |
9.53 |
9.70 |
9.42 |
S2 |
9.30 |
9.30 |
9.64 |
|
S3 |
8.64 |
8.87 |
9.58 |
|
S4 |
7.97 |
8.20 |
9.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10.40 |
9.74 |
0.67 |
6.8% |
0.27 |
2.7% |
5% |
False |
True |
2,199,171 |
10 |
11.26 |
9.74 |
1.53 |
15.6% |
0.29 |
3.0% |
2% |
False |
True |
2,859,575 |
20 |
11.51 |
9.74 |
1.78 |
18.2% |
0.29 |
3.0% |
2% |
False |
True |
2,638,772 |
40 |
13.16 |
9.74 |
3.43 |
35.1% |
0.33 |
3.3% |
1% |
False |
True |
2,598,560 |
60 |
14.56 |
9.74 |
4.83 |
49.4% |
0.35 |
3.6% |
1% |
False |
True |
2,787,389 |
80 |
16.12 |
9.74 |
6.39 |
65.4% |
0.36 |
3.7% |
0% |
False |
True |
2,494,021 |
100 |
19.51 |
9.74 |
9.78 |
100.1% |
0.37 |
3.8% |
0% |
False |
True |
2,315,065 |
120 |
23.77 |
9.74 |
14.03 |
143.7% |
0.46 |
4.7% |
0% |
False |
True |
2,321,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11.05 |
2.618 |
10.64 |
1.618 |
10.39 |
1.000 |
10.24 |
0.618 |
10.14 |
HIGH |
9.99 |
0.618 |
9.89 |
0.500 |
9.86 |
0.382 |
9.83 |
LOW |
9.74 |
0.618 |
9.58 |
1.000 |
9.49 |
1.618 |
9.33 |
2.618 |
9.08 |
4.250 |
8.67 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
9.86 |
10.07 |
PP |
9.83 |
9.97 |
S1 |
9.80 |
9.87 |
|