Trading Metrics calculated at close of trading on 13-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,134.30 |
5,173.49 |
39.19 |
0.8% |
5,130.99 |
High |
5,179.87 |
5,179.14 |
-0.73 |
0.0% |
5,189.05 |
Low |
5,115.04 |
5,151.88 |
36.84 |
0.7% |
5,056.82 |
Close |
5,175.27 |
5,165.31 |
-9.96 |
-0.2% |
5,123.69 |
Range |
64.83 |
27.26 |
-37.57 |
-58.0% |
132.23 |
ATR |
47.25 |
45.82 |
-1.43 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,247.22 |
5,233.53 |
5,180.30 |
|
R3 |
5,219.96 |
5,206.27 |
5,172.81 |
|
R2 |
5,192.70 |
5,192.70 |
5,170.31 |
|
R1 |
5,179.01 |
5,179.01 |
5,167.81 |
5,172.23 |
PP |
5,165.44 |
5,165.44 |
5,165.44 |
5,162.05 |
S1 |
5,151.75 |
5,151.75 |
5,162.81 |
5,144.97 |
S2 |
5,138.18 |
5,138.18 |
5,160.31 |
|
S3 |
5,110.92 |
5,124.49 |
5,157.81 |
|
S4 |
5,083.66 |
5,097.23 |
5,150.32 |
|
|
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% |
46.59 |
0.9% |
76% |
False |
False |
|
10 |
5,189.05 |
5,056.82 |
132.23 |
2.6% |
43.79 |
0.8% |
82% |
False |
False |
|
20 |
5,189.05 |
4,946.00 |
243.05 |
4.7% |
39.42 |
0.8% |
90% |
False |
False |
|
40 |
5,189.05 |
4,714.82 |
474.23 |
9.2% |
37.80 |
0.7% |
95% |
False |
False |
|
60 |
5,189.05 |
4,682.11 |
506.94 |
9.8% |
37.17 |
0.7% |
95% |
False |
False |
|
80 |
5,189.05 |
4,487.83 |
701.22 |
13.6% |
35.78 |
0.7% |
97% |
False |
False |
|
100 |
5,189.05 |
4,103.78 |
1,085.27 |
21.0% |
37.74 |
0.7% |
98% |
False |
False |
|
120 |
5,189.05 |
4,103.78 |
1,085.27 |
21.0% |
40.20 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,295.00 |
2.618 |
5,250.51 |
1.618 |
5,223.25 |
1.000 |
5,206.40 |
0.618 |
5,195.99 |
HIGH |
5,179.14 |
0.618 |
5,168.73 |
0.500 |
5,165.51 |
0.382 |
5,162.29 |
LOW |
5,151.88 |
0.618 |
5,135.03 |
1.000 |
5,124.62 |
1.618 |
5,107.77 |
2.618 |
5,080.51 |
4.250 |
5,036.03 |
|
|
Fisher Pivots for day following 13-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,165.51 |
5,155.38 |
PP |
5,165.44 |
5,145.44 |
S1 |
5,165.38 |
5,135.51 |
|