Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,111.96 |
5,134.30 |
22.34 |
0.4% |
5,130.99 |
High |
5,124.66 |
5,179.87 |
55.21 |
1.1% |
5,189.05 |
Low |
5,091.14 |
5,115.04 |
23.90 |
0.5% |
5,056.82 |
Close |
5,117.94 |
5,175.27 |
57.33 |
1.1% |
5,123.69 |
Range |
33.52 |
64.83 |
31.31 |
93.4% |
132.23 |
ATR |
45.90 |
47.25 |
1.35 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,351.22 |
5,328.07 |
5,210.93 |
|
R3 |
5,286.39 |
5,263.24 |
5,193.10 |
|
R2 |
5,221.56 |
5,221.56 |
5,187.16 |
|
R1 |
5,198.41 |
5,198.41 |
5,181.21 |
5,209.99 |
PP |
5,156.73 |
5,156.73 |
5,156.73 |
5,162.51 |
S1 |
5,133.58 |
5,133.58 |
5,169.33 |
5,145.16 |
S2 |
5,091.90 |
5,091.90 |
5,163.38 |
|
S3 |
5,027.07 |
5,068.75 |
5,157.44 |
|
S4 |
4,962.24 |
5,003.92 |
5,139.61 |
|
|
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 |
5,091.14 |
97.91 |
1.9% |
48.29 |
0.9% |
86% |
False |
False |
|
10 |
5,189.05 |
5,056.82 |
132.23 |
2.6% |
42.97 |
0.8% |
90% |
False |
False |
|
20 |
5,189.05 |
4,920.31 |
268.74 |
5.2% |
40.60 |
0.8% |
95% |
False |
False |
|
40 |
5,189.05 |
4,714.82 |
474.23 |
9.2% |
38.00 |
0.7% |
97% |
False |
False |
|
60 |
5,189.05 |
4,682.11 |
506.94 |
9.8% |
37.45 |
0.7% |
97% |
False |
False |
|
80 |
5,189.05 |
4,487.83 |
701.22 |
13.5% |
35.76 |
0.7% |
98% |
False |
False |
|
100 |
5,189.05 |
4,103.78 |
1,085.27 |
21.0% |
38.07 |
0.7% |
99% |
False |
False |
|
120 |
5,189.05 |
4,103.78 |
1,085.27 |
21.0% |
40.47 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,455.40 |
2.618 |
5,349.59 |
1.618 |
5,284.76 |
1.000 |
5,244.70 |
0.618 |
5,219.93 |
HIGH |
5,179.87 |
0.618 |
5,155.10 |
0.500 |
5,147.46 |
0.382 |
5,139.81 |
LOW |
5,115.04 |
0.618 |
5,074.98 |
1.000 |
5,050.21 |
1.618 |
5,010.15 |
2.618 |
4,945.32 |
4.250 |
4,839.51 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,166.00 |
5,163.55 |
PP |
5,156.73 |
5,151.82 |
S1 |
5,147.46 |
5,140.10 |
|