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 |
19.03 |
18.79 |
-0.24 |
-1.3% |
17.36 |
High |
19.40 |
19.94 |
0.54 |
2.8% |
20.26 |
Low |
18.60 |
18.75 |
0.16 |
0.8% |
16.79 |
Close |
18.62 |
19.92 |
1.30 |
7.0% |
19.04 |
Range |
0.81 |
1.19 |
0.39 |
47.8% |
3.47 |
ATR |
0.97 |
0.99 |
0.03 |
2.6% |
0.00 |
Volume |
3,668,200 |
4,045,000 |
376,800 |
10.3% |
55,866,251 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23.11 |
22.70 |
20.57 |
|
R3 |
21.92 |
21.51 |
20.25 |
|
R2 |
20.73 |
20.73 |
20.14 |
|
R1 |
20.32 |
20.32 |
20.03 |
20.53 |
PP |
19.54 |
19.54 |
19.54 |
19.64 |
S1 |
19.13 |
19.13 |
19.81 |
19.34 |
S2 |
18.35 |
18.35 |
19.70 |
|
S3 |
17.16 |
17.94 |
19.59 |
|
S4 |
15.97 |
16.75 |
19.27 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29.10 |
27.54 |
20.95 |
|
R3 |
25.63 |
24.07 |
19.99 |
|
R2 |
22.16 |
22.16 |
19.68 |
|
R1 |
20.60 |
20.60 |
19.36 |
21.38 |
PP |
18.69 |
18.69 |
18.69 |
19.08 |
S1 |
17.13 |
17.13 |
18.72 |
17.91 |
S2 |
15.22 |
15.22 |
18.40 |
|
S3 |
11.75 |
13.66 |
18.09 |
|
S4 |
8.28 |
10.19 |
17.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20.06 |
18.60 |
1.47 |
7.4% |
0.94 |
4.7% |
90% |
False |
False |
3,784,697 |
10 |
20.26 |
16.82 |
3.44 |
17.2% |
1.14 |
5.7% |
90% |
False |
False |
4,432,435 |
20 |
20.26 |
16.79 |
3.47 |
17.4% |
0.97 |
4.9% |
90% |
False |
False |
4,789,692 |
40 |
21.91 |
16.79 |
5.13 |
25.7% |
0.93 |
4.6% |
61% |
False |
False |
5,552,076 |
60 |
21.91 |
16.79 |
5.13 |
25.7% |
0.79 |
4.0% |
61% |
False |
False |
4,761,419 |
80 |
21.91 |
16.79 |
5.13 |
25.7% |
0.77 |
3.8% |
61% |
False |
False |
4,613,790 |
100 |
21.91 |
16.79 |
5.13 |
25.7% |
0.75 |
3.7% |
61% |
False |
False |
4,609,872 |
120 |
21.91 |
16.63 |
5.28 |
26.5% |
0.74 |
3.7% |
62% |
False |
False |
4,560,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25.00 |
2.618 |
23.06 |
1.618 |
21.87 |
1.000 |
21.13 |
0.618 |
20.68 |
HIGH |
19.94 |
0.618 |
19.49 |
0.500 |
19.35 |
0.382 |
19.20 |
LOW |
18.75 |
0.618 |
18.01 |
1.000 |
17.56 |
1.618 |
16.82 |
2.618 |
15.63 |
4.250 |
13.69 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
19.73 |
19.70 |
PP |
19.54 |
19.49 |
S1 |
19.35 |
19.27 |
|