Trading Metrics calculated at close of trading on 11-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,164.46 |
5,111.96 |
-52.50 |
-1.0% |
5,130.99 |
High |
5,189.05 |
5,124.66 |
-64.39 |
-1.2% |
5,189.05 |
Low |
5,117.50 |
5,091.14 |
-26.36 |
-0.5% |
5,056.82 |
Close |
5,123.69 |
5,117.94 |
-5.75 |
-0.1% |
5,123.69 |
Range |
71.55 |
33.52 |
-38.03 |
-53.2% |
132.23 |
ATR |
46.85 |
45.90 |
-0.95 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,211.81 |
5,198.39 |
5,136.38 |
|
R3 |
5,178.29 |
5,164.87 |
5,127.16 |
|
R2 |
5,144.77 |
5,144.77 |
5,124.09 |
|
R1 |
5,131.35 |
5,131.35 |
5,121.01 |
5,138.06 |
PP |
5,111.25 |
5,111.25 |
5,111.25 |
5,114.60 |
S1 |
5,097.83 |
5,097.83 |
5,114.87 |
5,104.54 |
S2 |
5,077.73 |
5,077.73 |
5,111.79 |
|
S3 |
5,044.21 |
5,064.31 |
5,108.72 |
|
S4 |
5,010.69 |
5,030.79 |
5,099.50 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,519.88 |
5,454.01 |
5,196.42 |
|
R3 |
5,387.65 |
5,321.78 |
5,160.05 |
|
R2 |
5,255.42 |
5,255.42 |
5,147.93 |
|
R1 |
5,189.55 |
5,189.55 |
5,135.81 |
5,156.37 |
PP |
5,123.19 |
5,123.19 |
5,123.19 |
5,106.60 |
S1 |
5,057.32 |
5,057.32 |
5,111.57 |
5,024.14 |
S2 |
4,990.96 |
4,990.96 |
5,099.45 |
|
S3 |
4,858.73 |
4,925.09 |
5,087.33 |
|
S4 |
4,726.50 |
4,792.86 |
5,050.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,189.05 |
5,056.82 |
132.23 |
2.6% |
46.87 |
0.9% |
46% |
False |
False |
|
10 |
5,189.05 |
5,056.82 |
132.23 |
2.6% |
38.82 |
0.8% |
46% |
False |
False |
|
20 |
5,189.05 |
4,920.31 |
268.74 |
5.3% |
38.94 |
0.8% |
74% |
False |
False |
|
40 |
5,189.05 |
4,714.82 |
474.23 |
9.3% |
37.21 |
0.7% |
85% |
False |
False |
|
60 |
5,189.05 |
4,643.23 |
545.82 |
10.7% |
37.48 |
0.7% |
87% |
False |
False |
|
80 |
5,189.05 |
4,458.97 |
730.08 |
14.3% |
35.57 |
0.7% |
90% |
False |
False |
|
100 |
5,189.05 |
4,103.78 |
1,085.27 |
21.2% |
37.98 |
0.7% |
93% |
False |
False |
|
120 |
5,189.05 |
4,103.78 |
1,085.27 |
21.2% |
40.21 |
0.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,267.12 |
2.618 |
5,212.42 |
1.618 |
5,178.90 |
1.000 |
5,158.18 |
0.618 |
5,145.38 |
HIGH |
5,124.66 |
0.618 |
5,111.86 |
0.500 |
5,107.90 |
0.382 |
5,103.94 |
LOW |
5,091.14 |
0.618 |
5,070.42 |
1.000 |
5,057.62 |
1.618 |
5,036.90 |
2.618 |
5,003.38 |
4.250 |
4,948.68 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,114.59 |
5,140.10 |
PP |
5,111.25 |
5,132.71 |
S1 |
5,107.90 |
5,125.33 |
|