Trading Metrics calculated at close of trading on 20-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
67,288.80 |
63,787.86 |
-3,500.94 |
-5.2% |
68,629.85 |
High |
68,041.19 |
67,526.66 |
-514.53 |
-0.8% |
73,662.76 |
Low |
62,410.69 |
60,923.59 |
-1,487.10 |
-2.4% |
66,179.80 |
Close |
63,787.86 |
67,156.39 |
3,368.53 |
5.3% |
67,863.08 |
Range |
5,630.50 |
6,603.07 |
972.57 |
17.3% |
7,482.96 |
ATR |
3,822.29 |
4,020.92 |
198.63 |
5.2% |
0.00 |
Volume |
66,156 |
648 |
-65,508 |
-99.0% |
212,317 |
|
Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85,011.42 |
82,686.98 |
70,788.08 |
|
R3 |
78,408.35 |
76,083.91 |
68,972.23 |
|
R2 |
71,805.28 |
71,805.28 |
68,366.95 |
|
R1 |
69,480.84 |
69,480.84 |
67,761.67 |
70,643.06 |
PP |
65,202.21 |
65,202.21 |
65,202.21 |
65,783.33 |
S1 |
62,877.77 |
62,877.77 |
66,551.11 |
64,039.99 |
S2 |
58,599.14 |
58,599.14 |
65,945.83 |
|
S3 |
51,996.07 |
56,274.70 |
65,340.55 |
|
S4 |
45,393.00 |
49,671.63 |
63,524.70 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91,684.09 |
87,256.55 |
71,978.71 |
|
R3 |
84,201.13 |
79,773.59 |
69,920.89 |
|
R2 |
76,718.17 |
76,718.17 |
69,234.96 |
|
R1 |
72,290.63 |
72,290.63 |
68,549.02 |
70,762.92 |
PP |
69,235.21 |
69,235.21 |
69,235.21 |
68,471.36 |
S1 |
64,807.67 |
64,807.67 |
67,177.14 |
63,279.96 |
S2 |
61,752.25 |
61,752.25 |
66,491.20 |
|
S3 |
54,269.29 |
57,324.71 |
65,805.27 |
|
S4 |
46,786.33 |
49,841.75 |
63,747.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73,662.76 |
60,923.59 |
12,739.17 |
19.0% |
5,674.57 |
8.4% |
49% |
False |
True |
37,787 |
10 |
73,662.76 |
60,923.59 |
12,739.17 |
19.0% |
4,576.83 |
6.8% |
49% |
False |
True |
37,151 |
20 |
73,662.76 |
50,587.78 |
23,074.98 |
34.4% |
4,326.05 |
6.4% |
72% |
False |
False |
39,218 |
40 |
73,662.76 |
39,120.39 |
34,542.37 |
51.4% |
2,967.91 |
4.4% |
81% |
False |
False |
31,646 |
60 |
73,662.76 |
38,589.97 |
35,072.79 |
52.2% |
2,701.08 |
4.0% |
81% |
False |
False |
32,017 |
80 |
73,662.76 |
36,735.75 |
36,927.01 |
55.0% |
2,459.50 |
3.7% |
82% |
False |
False |
29,587 |
100 |
73,662.76 |
33,412.15 |
40,250.61 |
59.9% |
2,241.29 |
3.3% |
84% |
False |
False |
28,715 |
120 |
73,662.76 |
26,234.13 |
47,428.63 |
70.6% |
2,062.18 |
3.1% |
86% |
False |
False |
28,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95,589.71 |
2.618 |
84,813.50 |
1.618 |
78,210.43 |
1.000 |
74,129.73 |
0.618 |
71,607.36 |
HIGH |
67,526.66 |
0.618 |
65,004.29 |
0.500 |
64,225.13 |
0.382 |
63,445.96 |
LOW |
60,923.59 |
0.618 |
56,842.89 |
1.000 |
54,320.52 |
1.618 |
50,239.82 |
2.618 |
43,636.75 |
4.250 |
32,860.54 |
|
|
Fisher Pivots for day following 20-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
66,179.30 |
66,590.86 |
PP |
65,202.21 |
66,025.33 |
S1 |
64,225.13 |
65,459.80 |
|