Trading Metrics calculated at close of trading on 19-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,154.77 |
5,139.09 |
-15.68 |
-0.3% |
5,111.96 |
High |
5,175.60 |
5,180.31 |
4.71 |
0.1% |
5,179.87 |
Low |
5,145.84 |
5,131.59 |
-14.25 |
-0.3% |
5,091.14 |
Close |
5,149.42 |
5,178.51 |
29.09 |
0.6% |
5,117.09 |
Range |
29.76 |
48.72 |
18.96 |
63.7% |
88.73 |
ATR |
47.22 |
47.33 |
0.11 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,309.63 |
5,292.79 |
5,205.31 |
|
R3 |
5,260.91 |
5,244.07 |
5,191.91 |
|
R2 |
5,212.19 |
5,212.19 |
5,187.44 |
|
R1 |
5,195.35 |
5,195.35 |
5,182.98 |
5,203.77 |
PP |
5,163.47 |
5,163.47 |
5,163.47 |
5,167.68 |
S1 |
5,146.63 |
5,146.63 |
5,174.04 |
5,155.05 |
S2 |
5,114.75 |
5,114.75 |
5,169.58 |
|
S3 |
5,066.03 |
5,097.91 |
5,165.11 |
|
S4 |
5,017.31 |
5,049.19 |
5,151.71 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,395.56 |
5,345.05 |
5,165.89 |
|
R3 |
5,306.83 |
5,256.32 |
5,141.49 |
|
R2 |
5,218.10 |
5,218.10 |
5,133.36 |
|
R1 |
5,167.59 |
5,167.59 |
5,125.22 |
5,192.85 |
PP |
5,129.37 |
5,129.37 |
5,129.37 |
5,141.99 |
S1 |
5,078.86 |
5,078.86 |
5,108.96 |
5,104.12 |
S2 |
5,040.64 |
5,040.64 |
5,100.82 |
|
S3 |
4,951.91 |
4,990.13 |
5,092.69 |
|
S4 |
4,863.18 |
4,901.40 |
5,068.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,180.31 |
5,104.35 |
75.96 |
1.5% |
38.36 |
0.7% |
98% |
True |
False |
|
10 |
5,189.05 |
5,091.14 |
97.91 |
1.9% |
43.33 |
0.8% |
89% |
False |
False |
|
20 |
5,189.05 |
4,946.00 |
243.05 |
4.7% |
39.79 |
0.8% |
96% |
False |
False |
|
40 |
5,189.05 |
4,844.37 |
344.68 |
6.7% |
38.05 |
0.7% |
97% |
False |
False |
|
60 |
5,189.05 |
4,682.11 |
506.94 |
9.8% |
37.41 |
0.7% |
98% |
False |
False |
|
80 |
5,189.05 |
4,537.24 |
651.81 |
12.6% |
36.48 |
0.7% |
98% |
False |
False |
|
100 |
5,189.05 |
4,103.78 |
1,085.27 |
21.0% |
37.09 |
0.7% |
99% |
False |
False |
|
120 |
5,189.05 |
4,103.78 |
1,085.27 |
21.0% |
40.16 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,387.37 |
2.618 |
5,307.86 |
1.618 |
5,259.14 |
1.000 |
5,229.03 |
0.618 |
5,210.42 |
HIGH |
5,180.31 |
0.618 |
5,161.70 |
0.500 |
5,155.95 |
0.382 |
5,150.20 |
LOW |
5,131.59 |
0.618 |
5,101.48 |
1.000 |
5,082.87 |
1.618 |
5,052.76 |
2.618 |
5,004.04 |
4.250 |
4,924.53 |
|
|
Fisher Pivots for day following 19-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,170.99 |
5,166.45 |
PP |
5,163.47 |
5,154.39 |
S1 |
5,155.95 |
5,142.33 |
|