Trading Metrics calculated at close of trading on 13-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,032.2450 |
3,950.3850 |
-81.8600 |
-2.0% |
3,434.3170 |
High |
4,090.3060 |
4,076.5790 |
-13.7270 |
-0.3% |
3,995.3670 |
Low |
3,838.7090 |
3,931.4250 |
92.7160 |
2.4% |
3,233.2610 |
Close |
3,949.5770 |
3,993.1100 |
43.5330 |
1.1% |
3,914.2420 |
Range |
251.5970 |
145.1540 |
-106.4430 |
-42.3% |
762.1060 |
ATR |
203.5483 |
199.3773 |
-4.1710 |
-2.0% |
0.0000 |
Volume |
295,874 |
231,060 |
-64,814 |
-21.9% |
1,517,148 |
|
Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,435.8333 |
4,359.6257 |
4,072.9447 |
|
R3 |
4,290.6793 |
4,214.4717 |
4,033.0274 |
|
R2 |
4,145.5253 |
4,145.5253 |
4,019.7216 |
|
R1 |
4,069.3177 |
4,069.3177 |
4,006.4158 |
4,107.4215 |
PP |
4,000.3713 |
4,000.3713 |
4,000.3713 |
4,019.4233 |
S1 |
3,924.1637 |
3,924.1637 |
3,979.8042 |
3,962.2675 |
S2 |
3,855.2173 |
3,855.2173 |
3,966.4984 |
|
S3 |
3,710.0633 |
3,779.0097 |
3,953.1927 |
|
S4 |
3,564.9093 |
3,633.8557 |
3,913.2753 |
|
|
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 |
3,740.1130 |
350.1930 |
8.8% |
209.4112 |
5.2% |
72% |
False |
False |
205,958 |
10 |
4,090.3060 |
3,233.2610 |
857.0450 |
21.5% |
262.9985 |
6.6% |
89% |
False |
False |
237,744 |
20 |
4,090.3060 |
2,620.6180 |
1,469.6880 |
36.8% |
204.9728 |
5.1% |
93% |
False |
False |
232,635 |
40 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
48.1% |
150.0646 |
3.8% |
95% |
False |
False |
184,663 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
49.6% |
145.7710 |
3.7% |
95% |
False |
False |
196,093 |
80 |
4,090.3060 |
1,909.8580 |
2,180.4480 |
54.6% |
135.9922 |
3.4% |
96% |
False |
False |
190,498 |
100 |
4,090.3060 |
1,543.6780 |
2,546.6280 |
63.8% |
125.5522 |
3.1% |
96% |
False |
False |
192,217 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
64.3% |
112.6143 |
2.8% |
96% |
False |
False |
178,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,693.4835 |
2.618 |
4,456.5922 |
1.618 |
4,311.4382 |
1.000 |
4,221.7330 |
0.618 |
4,166.2842 |
HIGH |
4,076.5790 |
0.618 |
4,021.1302 |
0.500 |
4,004.0020 |
0.382 |
3,986.8738 |
LOW |
3,931.4250 |
0.618 |
3,841.7198 |
1.000 |
3,786.2710 |
1.618 |
3,696.5658 |
2.618 |
3,551.4118 |
4.250 |
3,314.5205 |
|
|
Fisher Pivots for day following 13-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,004.0020 |
3,975.3852 |
PP |
4,000.3713 |
3,957.6603 |
S1 |
3,996.7407 |
3,939.9355 |
|