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 |
93.46 |
93.13 |
-0.33 |
-0.4% |
92.42 |
High |
93.72 |
95.20 |
1.48 |
1.6% |
95.34 |
Low |
92.74 |
93.13 |
0.39 |
0.4% |
91.90 |
Close |
92.78 |
95.16 |
2.38 |
2.6% |
93.97 |
Range |
0.98 |
2.07 |
1.09 |
111.2% |
3.44 |
ATR |
1.55 |
1.61 |
0.06 |
4.0% |
0.00 |
Volume |
1,525,200 |
1,262,200 |
-263,000 |
-17.2% |
14,644,200 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.71 |
100.00 |
96.30 |
|
R3 |
98.64 |
97.93 |
95.73 |
|
R2 |
96.57 |
96.57 |
95.54 |
|
R1 |
95.86 |
95.86 |
95.35 |
96.22 |
PP |
94.50 |
94.50 |
94.50 |
94.67 |
S1 |
93.79 |
93.79 |
94.97 |
94.15 |
S2 |
92.43 |
92.43 |
94.78 |
|
S3 |
90.36 |
91.72 |
94.59 |
|
S4 |
88.29 |
89.65 |
94.02 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.06 |
102.45 |
95.86 |
|
R3 |
100.62 |
99.01 |
94.92 |
|
R2 |
97.18 |
97.18 |
94.60 |
|
R1 |
95.57 |
95.57 |
94.29 |
96.38 |
PP |
93.74 |
93.74 |
93.74 |
94.14 |
S1 |
92.13 |
92.13 |
93.65 |
92.94 |
S2 |
90.30 |
90.30 |
93.34 |
|
S3 |
86.86 |
88.69 |
93.02 |
|
S4 |
83.42 |
85.25 |
92.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.20 |
92.74 |
2.46 |
2.6% |
1.50 |
1.6% |
98% |
True |
False |
1,536,400 |
10 |
95.34 |
92.74 |
2.60 |
2.7% |
1.43 |
1.5% |
93% |
False |
False |
1,373,200 |
20 |
96.06 |
91.86 |
4.20 |
4.4% |
1.66 |
1.7% |
79% |
False |
False |
2,168,570 |
40 |
96.06 |
87.42 |
8.64 |
9.1% |
1.61 |
1.7% |
90% |
False |
False |
1,863,177 |
60 |
96.06 |
84.43 |
11.63 |
12.2% |
1.55 |
1.6% |
92% |
False |
False |
1,674,984 |
80 |
96.06 |
84.43 |
11.63 |
12.2% |
1.66 |
1.7% |
92% |
False |
False |
1,728,212 |
100 |
96.06 |
84.43 |
11.63 |
12.2% |
1.59 |
1.7% |
92% |
False |
False |
1,649,791 |
120 |
96.06 |
84.43 |
11.63 |
12.2% |
1.59 |
1.7% |
92% |
False |
False |
1,607,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.00 |
2.618 |
100.62 |
1.618 |
98.55 |
1.000 |
97.27 |
0.618 |
96.48 |
HIGH |
95.20 |
0.618 |
94.41 |
0.500 |
94.17 |
0.382 |
93.92 |
LOW |
93.13 |
0.618 |
91.85 |
1.000 |
91.06 |
1.618 |
89.78 |
2.618 |
87.71 |
4.250 |
84.33 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
94.83 |
94.76 |
PP |
94.50 |
94.37 |
S1 |
94.17 |
93.97 |
|