Trading Metrics calculated at close of trading on 27-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
70,943.00 |
69,753.29 |
-1,189.71 |
-1.7% |
67,857.54 |
High |
71,432.24 |
71,526.47 |
94.23 |
0.1% |
69,996.00 |
Low |
69,407.62 |
68,456.42 |
-951.20 |
-1.4% |
60,923.59 |
Close |
69,741.05 |
68,924.06 |
-816.99 |
-1.2% |
63,554.91 |
Range |
2,024.62 |
3,070.05 |
1,045.43 |
51.6% |
9,072.41 |
ATR |
4,134.58 |
4,058.54 |
-76.04 |
-1.8% |
0.00 |
Volume |
30,378 |
34,964 |
4,586 |
15.1% |
136,641 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78,845.80 |
76,954.98 |
70,612.59 |
|
R3 |
75,775.75 |
73,884.93 |
69,768.32 |
|
R2 |
72,705.70 |
72,705.70 |
69,486.90 |
|
R1 |
70,814.88 |
70,814.88 |
69,205.48 |
70,225.27 |
PP |
69,635.65 |
69,635.65 |
69,635.65 |
69,340.84 |
S1 |
67,744.83 |
67,744.83 |
68,642.64 |
67,155.22 |
S2 |
66,565.60 |
66,565.60 |
68,361.22 |
|
S3 |
63,495.55 |
64,674.78 |
68,079.80 |
|
S4 |
60,425.50 |
61,604.73 |
67,235.53 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92,042.06 |
86,870.90 |
68,544.74 |
|
R3 |
82,969.65 |
77,798.49 |
66,049.82 |
|
R2 |
73,897.24 |
73,897.24 |
65,218.19 |
|
R1 |
68,726.08 |
68,726.08 |
64,386.55 |
66,775.46 |
PP |
64,824.83 |
64,824.83 |
64,824.83 |
63,849.52 |
S1 |
59,653.67 |
59,653.67 |
62,723.27 |
57,703.05 |
S2 |
55,752.42 |
55,752.42 |
61,891.63 |
|
S3 |
46,680.01 |
50,581.26 |
61,060.00 |
|
S4 |
37,607.60 |
41,508.85 |
58,565.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71,526.47 |
62,436.67 |
9,089.80 |
13.2% |
4,181.82 |
6.1% |
71% |
True |
False |
27,052 |
10 |
73,662.76 |
60,923.59 |
12,739.17 |
18.5% |
4,928.19 |
7.2% |
63% |
False |
False |
32,419 |
20 |
73,662.76 |
60,517.49 |
13,145.27 |
19.1% |
4,554.41 |
6.6% |
64% |
False |
False |
37,175 |
40 |
73,662.76 |
41,913.66 |
31,749.10 |
46.1% |
3,318.42 |
4.8% |
85% |
False |
False |
32,246 |
60 |
73,662.76 |
38,589.97 |
35,072.79 |
50.9% |
2,927.56 |
4.2% |
86% |
False |
False |
32,267 |
80 |
73,662.76 |
37,626.38 |
36,036.38 |
52.3% |
2,655.00 |
3.9% |
87% |
False |
False |
29,946 |
100 |
73,662.76 |
34,123.99 |
39,538.77 |
57.4% |
2,400.50 |
3.5% |
88% |
False |
False |
28,955 |
120 |
73,662.76 |
26,550.11 |
47,112.65 |
68.4% |
2,199.11 |
3.2% |
90% |
False |
False |
28,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84,574.18 |
2.618 |
79,563.86 |
1.618 |
76,493.81 |
1.000 |
74,596.52 |
0.618 |
73,423.76 |
HIGH |
71,526.47 |
0.618 |
70,353.71 |
0.500 |
69,991.45 |
0.382 |
69,629.18 |
LOW |
68,456.42 |
0.618 |
66,559.13 |
1.000 |
65,386.37 |
1.618 |
63,489.08 |
2.618 |
60,419.03 |
4.250 |
55,408.71 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
69,991.45 |
68,276.56 |
PP |
69,635.65 |
67,629.07 |
S1 |
69,279.86 |
66,981.57 |
|