Trading Metrics calculated at close of trading on 14-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,950.3850 |
3,993.1100 |
42.7250 |
1.1% |
3,434.3170 |
High |
4,076.5790 |
4,012.5620 |
-64.0170 |
-1.6% |
3,995.3670 |
Low |
3,931.4250 |
3,730.9720 |
-200.4530 |
-5.1% |
3,233.2610 |
Close |
3,993.1100 |
3,845.8000 |
-147.3100 |
-3.7% |
3,914.2420 |
Range |
145.1540 |
281.5900 |
136.4360 |
94.0% |
762.1060 |
ATR |
199.3773 |
205.2496 |
5.8723 |
2.9% |
0.0000 |
Volume |
231,060 |
295,517 |
64,457 |
27.9% |
1,517,148 |
|
Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,707.8813 |
4,558.4307 |
4,000.6745 |
|
R3 |
4,426.2913 |
4,276.8407 |
3,923.2373 |
|
R2 |
4,144.7013 |
4,144.7013 |
3,897.4248 |
|
R1 |
3,995.2507 |
3,995.2507 |
3,871.6124 |
3,929.1810 |
PP |
3,863.1113 |
3,863.1113 |
3,863.1113 |
3,830.0765 |
S1 |
3,713.6607 |
3,713.6607 |
3,819.9876 |
3,647.5910 |
S2 |
3,581.5213 |
3,581.5213 |
3,794.1752 |
|
S3 |
3,299.9313 |
3,432.0707 |
3,768.3628 |
|
S4 |
3,018.3413 |
3,150.4807 |
3,690.9255 |
|
|
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 |
3,730.9720 |
359.3340 |
9.3% |
226.9882 |
5.9% |
32% |
False |
True |
219,522 |
10 |
4,090.3060 |
3,233.2610 |
857.0450 |
22.3% |
271.8594 |
7.1% |
71% |
False |
False |
234,485 |
20 |
4,090.3060 |
2,761.2530 |
1,329.0530 |
34.6% |
210.8262 |
5.5% |
82% |
False |
False |
237,344 |
40 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
49.9% |
154.8394 |
4.0% |
87% |
False |
False |
188,430 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
51.5% |
148.6759 |
3.9% |
88% |
False |
False |
200,989 |
80 |
4,090.3060 |
1,909.8580 |
2,180.4480 |
56.7% |
137.6177 |
3.6% |
89% |
False |
False |
190,385 |
100 |
4,090.3060 |
1,562.2540 |
2,528.0520 |
65.7% |
128.0578 |
3.3% |
90% |
False |
False |
193,928 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
66.8% |
114.4591 |
3.0% |
90% |
False |
False |
179,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,209.3195 |
2.618 |
4,749.7646 |
1.618 |
4,468.1746 |
1.000 |
4,294.1520 |
0.618 |
4,186.5846 |
HIGH |
4,012.5620 |
0.618 |
3,904.9946 |
0.500 |
3,871.7670 |
0.382 |
3,838.5394 |
LOW |
3,730.9720 |
0.618 |
3,556.9494 |
1.000 |
3,449.3820 |
1.618 |
3,275.3594 |
2.618 |
2,993.7694 |
4.250 |
2,534.2145 |
|
|
Fisher Pivots for day following 14-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,871.7670 |
3,910.6390 |
PP |
3,863.1113 |
3,889.0260 |
S1 |
3,854.4557 |
3,867.4130 |
|