Trading Metrics calculated at close of trading on 15-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,993.1100 |
3,845.8000 |
-147.3100 |
-3.7% |
3,913.7970 |
High |
4,012.5620 |
3,921.1430 |
-91.4190 |
-2.3% |
4,090.3060 |
Low |
3,730.9720 |
3,591.8790 |
-139.0930 |
-3.7% |
3,591.8790 |
Close |
3,845.8000 |
3,626.4460 |
-219.3540 |
-5.7% |
3,626.4460 |
Range |
281.5900 |
329.2640 |
47.6740 |
16.9% |
498.4270 |
ATR |
205.2496 |
214.1078 |
8.8582 |
4.3% |
0.0000 |
Volume |
295,517 |
332,705 |
37,188 |
12.6% |
1,158,530 |
|
Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,700.9480 |
4,492.9610 |
3,807.5412 |
|
R3 |
4,371.6840 |
4,163.6970 |
3,716.9936 |
|
R2 |
4,042.4200 |
4,042.4200 |
3,686.8111 |
|
R1 |
3,834.4330 |
3,834.4330 |
3,656.6285 |
3,773.7945 |
PP |
3,713.1560 |
3,713.1560 |
3,713.1560 |
3,682.8368 |
S1 |
3,505.1690 |
3,505.1690 |
3,596.2635 |
3,444.5305 |
S2 |
3,383.8920 |
3,383.8920 |
3,566.0809 |
|
S3 |
3,054.6280 |
3,175.9050 |
3,535.8984 |
|
S4 |
2,725.3640 |
2,846.6410 |
3,445.3508 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,264.8247 |
4,944.0623 |
3,900.5809 |
|
R3 |
4,766.3977 |
4,445.6353 |
3,763.5134 |
|
R2 |
4,267.9707 |
4,267.9707 |
3,717.8243 |
|
R1 |
3,947.2083 |
3,947.2083 |
3,672.1351 |
3,858.3760 |
PP |
3,769.5437 |
3,769.5437 |
3,769.5437 |
3,725.1275 |
S1 |
3,448.7813 |
3,448.7813 |
3,580.7569 |
3,359.9490 |
S2 |
3,271.1167 |
3,271.1167 |
3,535.0677 |
|
S3 |
2,772.6897 |
2,950.3543 |
3,489.3786 |
|
S4 |
2,274.2627 |
2,451.9273 |
3,352.3112 |
|
|
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 |
3,591.8790 |
498.4270 |
13.7% |
260.8686 |
7.2% |
7% |
False |
True |
231,706 |
10 |
4,090.3060 |
3,233.2610 |
857.0450 |
23.6% |
290.8511 |
8.0% |
46% |
False |
False |
267,567 |
20 |
4,090.3060 |
2,761.2530 |
1,329.0530 |
36.6% |
222.8646 |
6.1% |
65% |
False |
False |
242,695 |
40 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
52.9% |
160.1200 |
4.4% |
76% |
False |
False |
191,825 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
54.6% |
151.7829 |
4.2% |
77% |
False |
False |
206,504 |
80 |
4,090.3060 |
1,919.5750 |
2,170.7310 |
59.9% |
140.7171 |
3.9% |
79% |
False |
False |
191,753 |
100 |
4,090.3060 |
1,593.2460 |
2,497.0600 |
68.9% |
130.6774 |
3.6% |
81% |
False |
False |
195,244 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
70.8% |
117.0109 |
3.2% |
82% |
False |
False |
181,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,320.5150 |
2.618 |
4,783.1562 |
1.618 |
4,453.8922 |
1.000 |
4,250.4070 |
0.618 |
4,124.6282 |
HIGH |
3,921.1430 |
0.618 |
3,795.3642 |
0.500 |
3,756.5110 |
0.382 |
3,717.6578 |
LOW |
3,591.8790 |
0.618 |
3,388.3938 |
1.000 |
3,262.6150 |
1.618 |
3,059.1298 |
2.618 |
2,729.8658 |
4.250 |
2,192.5070 |
|
|
Fisher Pivots for day following 15-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,756.5110 |
3,834.2290 |
PP |
3,713.1560 |
3,764.9680 |
S1 |
3,669.8010 |
3,695.7070 |
|