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 |
1,953.00 |
1,943.00 |
-10.00 |
-0.5% |
1,605.00 |
High |
1,999.99 |
1,989.00 |
-10.99 |
-0.5% |
1,999.99 |
Low |
1,842.00 |
1,645.52 |
-196.49 |
-10.7% |
1,594.42 |
Close |
1,919.16 |
1,734.14 |
-185.02 |
-9.6% |
1,734.14 |
Range |
157.99 |
343.49 |
185.50 |
117.4% |
405.57 |
ATR |
182.25 |
193.77 |
11.52 |
6.3% |
0.00 |
Volume |
2,622,600 |
4,210,850 |
1,588,250 |
60.6% |
19,389,050 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,820.01 |
2,620.56 |
1,923.06 |
|
R3 |
2,476.52 |
2,277.07 |
1,828.60 |
|
R2 |
2,133.04 |
2,133.04 |
1,797.11 |
|
R1 |
1,933.59 |
1,933.59 |
1,765.63 |
1,861.57 |
PP |
1,789.55 |
1,789.55 |
1,789.55 |
1,753.54 |
S1 |
1,590.10 |
1,590.10 |
1,702.65 |
1,518.09 |
S2 |
1,446.07 |
1,446.07 |
1,671.17 |
|
S3 |
1,102.58 |
1,246.62 |
1,639.68 |
|
S4 |
759.10 |
903.13 |
1,545.22 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,992.89 |
2,769.09 |
1,957.20 |
|
R3 |
2,587.32 |
2,363.52 |
1,845.67 |
|
R2 |
2,181.75 |
2,181.75 |
1,808.49 |
|
R1 |
1,957.95 |
1,957.95 |
1,771.32 |
2,069.85 |
PP |
1,776.18 |
1,776.18 |
1,776.18 |
1,832.14 |
S1 |
1,552.38 |
1,552.38 |
1,696.96 |
1,664.28 |
S2 |
1,370.61 |
1,370.61 |
1,659.79 |
|
S3 |
965.04 |
1,146.81 |
1,622.61 |
|
S4 |
559.47 |
741.24 |
1,511.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,999.99 |
1,594.42 |
405.57 |
23.4% |
203.14 |
11.7% |
34% |
False |
False |
3,101,010 |
10 |
1,999.99 |
1,490.00 |
509.99 |
29.4% |
175.06 |
10.1% |
48% |
False |
False |
2,987,405 |
20 |
1,999.99 |
1,230.12 |
769.87 |
44.4% |
201.23 |
11.6% |
65% |
False |
False |
3,670,552 |
40 |
1,999.99 |
960.44 |
1,039.55 |
59.9% |
178.09 |
10.3% |
74% |
False |
False |
3,754,682 |
60 |
1,999.99 |
664.26 |
1,335.73 |
77.0% |
138.61 |
8.0% |
80% |
False |
False |
3,117,639 |
80 |
1,999.99 |
467.49 |
1,532.50 |
88.4% |
113.04 |
6.5% |
83% |
False |
False |
2,669,672 |
100 |
1,999.99 |
438.74 |
1,561.25 |
90.0% |
95.73 |
5.5% |
83% |
False |
False |
2,359,351 |
120 |
1,999.99 |
438.74 |
1,561.25 |
90.0% |
86.74 |
5.0% |
83% |
False |
False |
2,276,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,448.81 |
2.618 |
2,888.24 |
1.618 |
2,544.76 |
1.000 |
2,332.49 |
0.618 |
2,201.27 |
HIGH |
1,989.00 |
0.618 |
1,857.79 |
0.500 |
1,817.26 |
0.382 |
1,776.73 |
LOW |
1,645.52 |
0.618 |
1,433.24 |
1.000 |
1,302.03 |
1.618 |
1,089.76 |
2.618 |
746.27 |
4.250 |
185.70 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
1,817.26 |
1,822.75 |
PP |
1,789.55 |
1,793.22 |
S1 |
1,761.85 |
1,763.68 |
|