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 |
10.28 |
10.30 |
0.02 |
0.2% |
10.95 |
High |
10.51 |
10.62 |
0.11 |
1.0% |
11.37 |
Low |
10.22 |
10.28 |
0.06 |
0.6% |
10.05 |
Close |
10.48 |
10.40 |
-0.08 |
-0.8% |
10.28 |
Range |
0.29 |
0.34 |
0.05 |
17.2% |
1.32 |
ATR |
0.43 |
0.42 |
-0.01 |
-1.4% |
0.00 |
Volume |
88,311,300 |
103,062,400 |
14,751,100 |
16.7% |
698,907,200 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.45 |
11.27 |
10.59 |
|
R3 |
11.11 |
10.93 |
10.49 |
|
R2 |
10.77 |
10.77 |
10.46 |
|
R1 |
10.59 |
10.59 |
10.43 |
10.68 |
PP |
10.43 |
10.43 |
10.43 |
10.48 |
S1 |
10.25 |
10.25 |
10.37 |
10.34 |
S2 |
10.09 |
10.09 |
10.34 |
|
S3 |
9.75 |
9.91 |
10.31 |
|
S4 |
9.41 |
9.57 |
10.21 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.53 |
13.72 |
11.01 |
|
R3 |
13.21 |
12.40 |
10.64 |
|
R2 |
11.89 |
11.89 |
10.52 |
|
R1 |
11.08 |
11.08 |
10.40 |
10.83 |
PP |
10.57 |
10.57 |
10.57 |
10.44 |
S1 |
9.76 |
9.76 |
10.16 |
9.51 |
S2 |
9.25 |
9.25 |
10.04 |
|
S3 |
7.93 |
8.44 |
9.92 |
|
S4 |
6.61 |
7.12 |
9.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10.62 |
10.05 |
0.57 |
5.5% |
0.27 |
2.6% |
61% |
True |
False |
100,820,988 |
10 |
11.46 |
10.05 |
1.41 |
13.6% |
0.33 |
3.2% |
25% |
False |
False |
128,927,609 |
20 |
11.46 |
10.05 |
1.41 |
13.6% |
0.38 |
3.6% |
25% |
False |
False |
142,093,316 |
40 |
12.80 |
10.05 |
2.75 |
26.4% |
0.37 |
3.6% |
13% |
False |
False |
136,333,984 |
60 |
14.96 |
10.05 |
4.91 |
47.2% |
0.40 |
3.8% |
7% |
False |
False |
133,113,175 |
80 |
16.80 |
10.05 |
6.75 |
64.9% |
0.41 |
3.9% |
5% |
False |
False |
125,830,356 |
100 |
20.04 |
10.05 |
9.99 |
96.0% |
0.43 |
4.1% |
4% |
False |
False |
122,973,300 |
120 |
23.34 |
10.05 |
13.29 |
127.8% |
0.52 |
5.0% |
3% |
False |
False |
126,458,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.07 |
2.618 |
11.51 |
1.618 |
11.17 |
1.000 |
10.96 |
0.618 |
10.83 |
HIGH |
10.62 |
0.618 |
10.49 |
0.500 |
10.45 |
0.382 |
10.41 |
LOW |
10.28 |
0.618 |
10.07 |
1.000 |
9.94 |
1.618 |
9.73 |
2.618 |
9.39 |
4.250 |
8.84 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
10.45 |
10.42 |
PP |
10.43 |
10.41 |
S1 |
10.42 |
10.41 |
|