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 |
133.46 |
134.85 |
1.39 |
1.0% |
129.92 |
High |
136.36 |
135.33 |
-1.03 |
-0.8% |
135.53 |
Low |
133.12 |
128.30 |
-4.82 |
-3.6% |
129.26 |
Close |
134.19 |
131.77 |
-2.42 |
-1.8% |
132.13 |
Range |
3.25 |
7.03 |
3.79 |
116.6% |
6.27 |
ATR |
2.77 |
3.08 |
0.30 |
11.0% |
0.00 |
Volume |
4,621,400 |
3,161,100 |
-1,460,300 |
-31.6% |
11,420,542 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.89 |
149.36 |
135.64 |
|
R3 |
145.86 |
142.33 |
133.70 |
|
R2 |
138.83 |
138.83 |
133.06 |
|
R1 |
135.30 |
135.30 |
132.41 |
133.55 |
PP |
131.80 |
131.80 |
131.80 |
130.93 |
S1 |
128.27 |
128.27 |
131.13 |
126.52 |
S2 |
124.77 |
124.77 |
130.48 |
|
S3 |
117.74 |
121.24 |
129.84 |
|
S4 |
110.71 |
114.21 |
127.90 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.12 |
147.89 |
135.58 |
|
R3 |
144.85 |
141.62 |
133.85 |
|
R2 |
138.58 |
138.58 |
133.28 |
|
R1 |
135.35 |
135.35 |
132.70 |
136.97 |
PP |
132.31 |
132.31 |
132.31 |
133.11 |
S1 |
129.08 |
129.08 |
131.56 |
130.70 |
S2 |
126.04 |
126.04 |
130.98 |
|
S3 |
119.77 |
122.81 |
130.41 |
|
S4 |
113.50 |
116.54 |
128.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
136.36 |
128.30 |
8.06 |
6.1% |
3.53 |
2.7% |
43% |
False |
True |
3,212,248 |
10 |
136.36 |
128.30 |
8.06 |
6.1% |
2.94 |
2.2% |
43% |
False |
True |
2,625,987 |
20 |
140.38 |
127.59 |
12.79 |
9.7% |
2.70 |
2.0% |
33% |
False |
False |
2,506,383 |
40 |
141.78 |
127.59 |
14.19 |
10.8% |
2.83 |
2.1% |
29% |
False |
False |
2,477,230 |
60 |
141.78 |
124.93 |
16.85 |
12.8% |
2.79 |
2.1% |
41% |
False |
False |
2,320,363 |
80 |
141.78 |
115.95 |
25.83 |
19.6% |
2.91 |
2.2% |
61% |
False |
False |
2,317,047 |
100 |
141.78 |
106.84 |
34.94 |
26.5% |
2.74 |
2.1% |
71% |
False |
False |
2,146,233 |
120 |
141.78 |
101.97 |
39.80 |
30.2% |
2.76 |
2.1% |
75% |
False |
False |
2,097,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
165.21 |
2.618 |
153.73 |
1.618 |
146.70 |
1.000 |
142.36 |
0.618 |
139.67 |
HIGH |
135.33 |
0.618 |
132.64 |
0.500 |
131.82 |
0.382 |
130.99 |
LOW |
128.30 |
0.618 |
123.96 |
1.000 |
121.27 |
1.618 |
116.93 |
2.618 |
109.90 |
4.250 |
98.42 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
131.82 |
132.33 |
PP |
131.80 |
132.14 |
S1 |
131.79 |
131.96 |
|