Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,913.7970 |
4,032.2450 |
118.4480 |
3.0% |
3,434.3170 |
High |
4,086.3030 |
4,090.3060 |
4.0030 |
0.1% |
3,995.3670 |
Low |
3,789.5650 |
3,838.7090 |
49.1440 |
1.3% |
3,233.2610 |
Close |
4,031.4120 |
3,949.5770 |
-81.8350 |
-2.0% |
3,914.2420 |
Range |
296.7380 |
251.5970 |
-45.1410 |
-15.2% |
762.1060 |
ATR |
199.8523 |
203.5483 |
3.6961 |
1.8% |
0.0000 |
Volume |
3,374 |
295,874 |
292,500 |
8,669.2% |
1,517,148 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,714.3217 |
4,583.5463 |
4,087.9554 |
|
R3 |
4,462.7247 |
4,331.9493 |
4,018.7662 |
|
R2 |
4,211.1277 |
4,211.1277 |
3,995.7031 |
|
R1 |
4,080.3523 |
4,080.3523 |
3,972.6401 |
4,019.9415 |
PP |
3,959.5307 |
3,959.5307 |
3,959.5307 |
3,929.3253 |
S1 |
3,828.7553 |
3,828.7553 |
3,926.5139 |
3,768.3445 |
S2 |
3,707.9337 |
3,707.9337 |
3,903.4509 |
|
S3 |
3,456.3367 |
3,577.1583 |
3,880.3878 |
|
S4 |
3,204.7397 |
3,325.5613 |
3,811.1987 |
|
|
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 |
4,090.3060 |
3,458.9070 |
631.3990 |
16.0% |
267.7366 |
6.8% |
78% |
True |
False |
241,768 |
10 |
4,090.3060 |
3,227.6000 |
862.7060 |
21.8% |
274.0784 |
6.9% |
84% |
True |
False |
254,961 |
20 |
4,090.3060 |
2,595.4460 |
1,494.8600 |
37.8% |
202.0852 |
5.1% |
91% |
True |
False |
232,376 |
40 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
48.6% |
149.0704 |
3.8% |
93% |
True |
False |
182,469 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
50.1% |
144.5110 |
3.7% |
93% |
True |
False |
195,589 |
80 |
4,090.3060 |
1,909.8580 |
2,180.4480 |
55.2% |
135.3645 |
3.4% |
94% |
True |
False |
190,668 |
100 |
4,090.3060 |
1,543.6780 |
2,546.6280 |
64.5% |
124.3687 |
3.1% |
94% |
True |
False |
190,970 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
65.0% |
111.7426 |
2.8% |
95% |
True |
False |
177,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,159.5933 |
2.618 |
4,748.9869 |
1.618 |
4,497.3899 |
1.000 |
4,341.9030 |
0.618 |
4,245.7929 |
HIGH |
4,090.3060 |
0.618 |
3,994.1959 |
0.500 |
3,964.5075 |
0.382 |
3,934.8191 |
LOW |
3,838.7090 |
0.618 |
3,683.2221 |
1.000 |
3,587.1120 |
1.618 |
3,431.6251 |
2.618 |
3,180.0281 |
4.250 |
2,769.4218 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,964.5075 |
3,946.3632 |
PP |
3,959.5307 |
3,943.1493 |
S1 |
3,954.5538 |
3,939.9355 |
|