Trading Metrics calculated at close of trading on 11-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,874.6710 |
3,913.7970 |
39.1260 |
1.0% |
3,434.3170 |
High |
3,995.3670 |
4,086.3030 |
90.9360 |
2.3% |
3,995.3670 |
Low |
3,835.5050 |
3,789.5650 |
-45.9400 |
-1.2% |
3,233.2610 |
Close |
3,914.2420 |
4,031.4120 |
117.1700 |
3.0% |
3,914.2420 |
Range |
159.8620 |
296.7380 |
136.8760 |
85.6% |
762.1060 |
ATR |
192.3995 |
199.8523 |
7.4527 |
3.9% |
0.0000 |
Volume |
271,789 |
3,374 |
-268,415 |
-98.8% |
1,517,148 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,859.3073 |
4,742.0977 |
4,194.6179 |
|
R3 |
4,562.5693 |
4,445.3597 |
4,113.0150 |
|
R2 |
4,265.8313 |
4,265.8313 |
4,085.8140 |
|
R1 |
4,148.6217 |
4,148.6217 |
4,058.6130 |
4,207.2265 |
PP |
3,969.0933 |
3,969.0933 |
3,969.0933 |
3,998.3958 |
S1 |
3,851.8837 |
3,851.8837 |
4,004.2110 |
3,910.4885 |
S2 |
3,672.3553 |
3,672.3553 |
3,977.0100 |
|
S3 |
3,375.6173 |
3,555.1457 |
3,949.8091 |
|
S4 |
3,078.8793 |
3,258.4077 |
3,868.2061 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,000.6080 |
5,719.5310 |
4,333.4003 |
|
R3 |
5,238.5020 |
4,957.4250 |
4,123.8212 |
|
R2 |
4,476.3960 |
4,476.3960 |
4,053.9614 |
|
R1 |
4,195.3190 |
4,195.3190 |
3,984.1017 |
4,335.8575 |
PP |
3,714.2900 |
3,714.2900 |
3,714.2900 |
3,784.5593 |
S1 |
3,433.2130 |
3,433.2130 |
3,844.3823 |
3,573.7515 |
S2 |
2,952.1840 |
2,952.1840 |
3,774.5226 |
|
S3 |
2,190.0780 |
2,671.1070 |
3,704.6629 |
|
S4 |
1,427.9720 |
1,909.0010 |
3,495.0837 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,086.3030 |
3,233.2610 |
853.0420 |
21.2% |
334.8018 |
8.3% |
94% |
True |
False |
303,549 |
10 |
4,086.3030 |
3,171.1750 |
915.1280 |
22.7% |
259.6384 |
6.4% |
94% |
True |
False |
254,111 |
20 |
4,086.3030 |
2,474.1830 |
1,612.1200 |
40.0% |
198.4283 |
4.9% |
97% |
True |
False |
217,678 |
40 |
4,086.3030 |
2,170.7140 |
1,915.5890 |
47.5% |
148.1042 |
3.7% |
97% |
True |
False |
175,167 |
60 |
4,086.3030 |
2,111.1450 |
1,975.1580 |
49.0% |
142.3019 |
3.5% |
97% |
True |
False |
194,161 |
80 |
4,086.3030 |
1,909.8580 |
2,176.4450 |
54.0% |
133.7689 |
3.3% |
97% |
True |
False |
190,307 |
100 |
4,086.3030 |
1,543.6780 |
2,542.6250 |
63.1% |
122.3632 |
3.0% |
98% |
True |
False |
189,351 |
120 |
4,086.3030 |
1,523.0770 |
2,563.2260 |
63.6% |
109.9169 |
2.7% |
98% |
True |
False |
176,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,347.4395 |
2.618 |
4,863.1631 |
1.618 |
4,566.4251 |
1.000 |
4,383.0410 |
0.618 |
4,269.6871 |
HIGH |
4,086.3030 |
0.618 |
3,972.9491 |
0.500 |
3,937.9340 |
0.382 |
3,902.9189 |
LOW |
3,789.5650 |
0.618 |
3,606.1809 |
1.000 |
3,492.8270 |
1.618 |
3,309.4429 |
2.618 |
3,012.7049 |
4.250 |
2,528.4285 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,000.2527 |
3,992.0107 |
PP |
3,969.0933 |
3,952.6093 |
S1 |
3,937.9340 |
3,913.2080 |
|