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 |
95.66 |
94.56 |
-1.10 |
-1.1% |
88.67 |
High |
96.33 |
94.64 |
-1.70 |
-1.8% |
97.95 |
Low |
93.34 |
91.73 |
-1.61 |
-1.7% |
87.62 |
Close |
94.58 |
93.05 |
-1.53 |
-1.6% |
93.05 |
Range |
2.99 |
2.91 |
-0.09 |
-2.8% |
10.33 |
ATR |
3.08 |
3.07 |
-0.01 |
-0.4% |
0.00 |
Volume |
2,762,500 |
3,296,289 |
533,789 |
19.3% |
15,240,789 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.85 |
100.36 |
94.65 |
|
R3 |
98.95 |
97.45 |
93.85 |
|
R2 |
96.04 |
96.04 |
93.58 |
|
R1 |
94.55 |
94.55 |
93.32 |
93.84 |
PP |
93.14 |
93.14 |
93.14 |
92.79 |
S1 |
91.64 |
91.64 |
92.78 |
90.94 |
S2 |
90.23 |
90.23 |
92.52 |
|
S3 |
87.33 |
88.74 |
92.25 |
|
S4 |
84.42 |
85.83 |
91.45 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.86 |
118.79 |
98.73 |
|
R3 |
113.53 |
108.46 |
95.89 |
|
R2 |
103.20 |
103.20 |
94.94 |
|
R1 |
98.13 |
98.13 |
94.00 |
100.67 |
PP |
92.87 |
92.87 |
92.87 |
94.14 |
S1 |
87.80 |
87.80 |
92.10 |
90.34 |
S2 |
82.54 |
82.54 |
91.16 |
|
S3 |
72.21 |
77.47 |
90.21 |
|
S4 |
61.88 |
67.14 |
87.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.95 |
87.62 |
10.33 |
11.1% |
2.89 |
3.1% |
53% |
False |
False |
3,538,977 |
10 |
97.95 |
84.21 |
13.74 |
14.8% |
2.86 |
3.1% |
64% |
False |
False |
3,075,409 |
20 |
97.95 |
84.21 |
13.74 |
14.8% |
2.50 |
2.7% |
64% |
False |
False |
3,317,449 |
40 |
101.26 |
84.21 |
17.05 |
18.3% |
2.79 |
3.0% |
52% |
False |
False |
3,339,544 |
60 |
101.26 |
83.95 |
17.31 |
18.6% |
2.50 |
2.7% |
53% |
False |
False |
2,859,782 |
80 |
101.26 |
83.95 |
17.31 |
18.6% |
2.38 |
2.6% |
53% |
False |
False |
2,715,498 |
100 |
101.26 |
81.88 |
19.38 |
20.8% |
2.44 |
2.6% |
58% |
False |
False |
2,825,351 |
120 |
101.26 |
79.39 |
21.87 |
23.5% |
2.35 |
2.5% |
62% |
False |
False |
2,678,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.98 |
2.618 |
102.24 |
1.618 |
99.34 |
1.000 |
97.54 |
0.618 |
96.43 |
HIGH |
94.64 |
0.618 |
93.53 |
0.500 |
93.18 |
0.382 |
92.84 |
LOW |
91.73 |
0.618 |
89.93 |
1.000 |
88.83 |
1.618 |
87.03 |
2.618 |
84.12 |
4.250 |
79.38 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
93.18 |
94.84 |
PP |
93.14 |
94.24 |
S1 |
93.09 |
93.65 |
|