Trading Metrics calculated at close of trading on 18-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,845.8000 |
3,626.4460 |
-219.3540 |
-5.7% |
3,913.7970 |
High |
3,921.1430 |
3,779.0420 |
-142.1010 |
-3.6% |
4,090.3060 |
Low |
3,591.8790 |
3,417.3350 |
-174.5440 |
-4.9% |
3,591.8790 |
Close |
3,626.4460 |
3,507.0120 |
-119.4340 |
-3.3% |
3,626.4460 |
Range |
329.2640 |
361.7070 |
32.4430 |
9.9% |
498.4270 |
ATR |
214.1078 |
224.6506 |
10.5428 |
4.9% |
0.0000 |
Volume |
332,705 |
1,849 |
-330,856 |
-99.4% |
1,158,530 |
|
Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,652.9173 |
4,441.6717 |
3,705.9509 |
|
R3 |
4,291.2103 |
4,079.9647 |
3,606.4814 |
|
R2 |
3,929.5033 |
3,929.5033 |
3,573.3250 |
|
R1 |
3,718.2577 |
3,718.2577 |
3,540.1685 |
3,643.0270 |
PP |
3,567.7963 |
3,567.7963 |
3,567.7963 |
3,530.1810 |
S1 |
3,356.5507 |
3,356.5507 |
3,473.8555 |
3,281.3200 |
S2 |
3,206.0893 |
3,206.0893 |
3,440.6991 |
|
S3 |
2,844.3823 |
2,994.8437 |
3,407.5426 |
|
S4 |
2,482.6753 |
2,633.1367 |
3,308.0732 |
|
|
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 |
3,417.3350 |
672.9710 |
19.2% |
273.8624 |
7.8% |
13% |
False |
True |
231,401 |
10 |
4,090.3060 |
3,233.2610 |
857.0450 |
24.4% |
304.3321 |
8.7% |
32% |
False |
False |
267,475 |
20 |
4,090.3060 |
2,872.0840 |
1,218.2220 |
34.7% |
236.1278 |
6.7% |
52% |
False |
False |
233,312 |
40 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
54.7% |
167.0052 |
4.8% |
70% |
False |
False |
187,567 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
56.4% |
155.8388 |
4.4% |
71% |
False |
False |
203,220 |
80 |
4,090.3060 |
1,932.7500 |
2,157.5560 |
61.5% |
143.3950 |
4.1% |
73% |
False |
False |
191,741 |
100 |
4,090.3060 |
1,704.8370 |
2,385.4690 |
68.0% |
133.0047 |
3.8% |
76% |
False |
False |
195,236 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
73.2% |
119.7125 |
3.4% |
77% |
False |
False |
181,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,316.2968 |
2.618 |
4,725.9909 |
1.618 |
4,364.2839 |
1.000 |
4,140.7490 |
0.618 |
4,002.5769 |
HIGH |
3,779.0420 |
0.618 |
3,640.8699 |
0.500 |
3,598.1885 |
0.382 |
3,555.5071 |
LOW |
3,417.3350 |
0.618 |
3,193.8001 |
1.000 |
3,055.6280 |
1.618 |
2,832.0931 |
2.618 |
2,470.3861 |
4.250 |
1,880.0803 |
|
|
Fisher Pivots for day following 18-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,598.1885 |
3,714.9485 |
PP |
3,567.7963 |
3,645.6363 |
S1 |
3,537.4042 |
3,576.3242 |
|