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 |
86.30 |
86.01 |
-0.29 |
-0.3% |
81.18 |
High |
87.40 |
87.21 |
-0.19 |
-0.2% |
87.03 |
Low |
85.63 |
85.71 |
0.08 |
0.1% |
78.89 |
Close |
85.75 |
86.98 |
1.23 |
1.4% |
85.53 |
Range |
1.77 |
1.50 |
-0.27 |
-15.3% |
8.14 |
ATR |
2.20 |
2.15 |
-0.05 |
-2.3% |
0.00 |
Volume |
1,640,000 |
1,637,900 |
-2,100 |
-0.1% |
7,977,400 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.13 |
90.56 |
87.81 |
|
R3 |
89.63 |
89.06 |
87.39 |
|
R2 |
88.13 |
88.13 |
87.26 |
|
R1 |
87.56 |
87.56 |
87.12 |
87.85 |
PP |
86.63 |
86.63 |
86.63 |
86.78 |
S1 |
86.06 |
86.06 |
86.84 |
86.35 |
S2 |
85.13 |
85.13 |
86.71 |
|
S3 |
83.63 |
84.56 |
86.57 |
|
S4 |
82.13 |
83.06 |
86.16 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.22 |
105.01 |
90.00 |
|
R3 |
100.09 |
96.88 |
87.77 |
|
R2 |
91.95 |
91.95 |
87.02 |
|
R1 |
88.74 |
88.74 |
86.28 |
90.35 |
PP |
83.82 |
83.82 |
83.82 |
84.62 |
S1 |
80.61 |
80.61 |
84.78 |
82.21 |
S2 |
75.68 |
75.68 |
84.04 |
|
S3 |
67.55 |
72.47 |
83.29 |
|
S4 |
59.41 |
64.34 |
81.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
87.40 |
83.85 |
3.55 |
4.1% |
1.92 |
2.2% |
88% |
False |
False |
1,450,734 |
10 |
87.40 |
78.89 |
8.51 |
9.8% |
2.06 |
2.4% |
95% |
False |
False |
1,516,267 |
20 |
87.40 |
76.92 |
10.48 |
12.0% |
1.97 |
2.3% |
96% |
False |
False |
1,439,264 |
40 |
87.40 |
69.61 |
17.79 |
20.5% |
2.01 |
2.3% |
98% |
False |
False |
1,509,679 |
60 |
87.40 |
66.86 |
20.54 |
23.6% |
2.06 |
2.4% |
98% |
False |
False |
1,635,952 |
80 |
87.40 |
63.26 |
24.14 |
27.8% |
2.18 |
2.5% |
98% |
False |
False |
1,865,273 |
100 |
87.40 |
61.73 |
25.67 |
29.5% |
2.13 |
2.4% |
98% |
False |
False |
1,837,358 |
120 |
87.40 |
59.66 |
27.74 |
31.9% |
2.10 |
2.4% |
98% |
False |
False |
1,875,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.59 |
2.618 |
91.14 |
1.618 |
89.64 |
1.000 |
88.71 |
0.618 |
88.14 |
HIGH |
87.21 |
0.618 |
86.64 |
0.500 |
86.46 |
0.382 |
86.28 |
LOW |
85.71 |
0.618 |
84.78 |
1.000 |
84.21 |
1.618 |
83.28 |
2.618 |
81.78 |
4.250 |
79.34 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
86.81 |
86.76 |
PP |
86.63 |
86.54 |
S1 |
86.46 |
86.32 |
|