Trading Metrics calculated at close of trading on 19-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,626.4460 |
3,506.4960 |
-119.9500 |
-3.3% |
3,913.7970 |
High |
3,779.0420 |
3,545.7820 |
-233.2600 |
-6.2% |
4,090.3060 |
Low |
3,417.3350 |
3,203.4400 |
-213.8950 |
-6.3% |
3,591.8790 |
Close |
3,507.0120 |
3,282.4870 |
-224.5250 |
-6.4% |
3,626.4460 |
Range |
361.7070 |
342.3420 |
-19.3650 |
-5.4% |
498.4270 |
ATR |
224.6506 |
233.0571 |
8.4065 |
3.7% |
0.0000 |
Volume |
1,849 |
395,469 |
393,620 |
21,288.3% |
1,158,530 |
|
Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,370.9290 |
4,169.0500 |
3,470.7751 |
|
R3 |
4,028.5870 |
3,826.7080 |
3,376.6311 |
|
R2 |
3,686.2450 |
3,686.2450 |
3,345.2497 |
|
R1 |
3,484.3660 |
3,484.3660 |
3,313.8684 |
3,414.1345 |
PP |
3,343.9030 |
3,343.9030 |
3,343.9030 |
3,308.7873 |
S1 |
3,142.0240 |
3,142.0240 |
3,251.1057 |
3,071.7925 |
S2 |
3,001.5610 |
3,001.5610 |
3,219.7243 |
|
S3 |
2,659.2190 |
2,799.6820 |
3,188.3430 |
|
S4 |
2,316.8770 |
2,457.3400 |
3,094.1989 |
|
|
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 |
4,076.5790 |
3,203.4400 |
873.1390 |
26.6% |
292.0114 |
8.9% |
9% |
False |
True |
251,320 |
10 |
4,090.3060 |
3,203.4400 |
886.8660 |
27.0% |
279.8740 |
8.5% |
9% |
False |
True |
246,544 |
20 |
4,090.3060 |
2,872.0840 |
1,218.2220 |
37.1% |
247.3062 |
7.5% |
34% |
False |
False |
239,200 |
40 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
58.5% |
171.1470 |
5.2% |
58% |
False |
False |
197,453 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
60.3% |
159.8089 |
4.9% |
59% |
False |
False |
205,664 |
80 |
4,090.3060 |
1,932.7500 |
2,157.5560 |
65.7% |
146.6561 |
4.5% |
63% |
False |
False |
193,951 |
100 |
4,090.3060 |
1,751.1680 |
2,339.1380 |
71.3% |
134.9372 |
4.1% |
65% |
False |
False |
194,202 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
78.2% |
122.4216 |
3.7% |
69% |
False |
False |
184,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,000.7355 |
2.618 |
4,442.0334 |
1.618 |
4,099.6914 |
1.000 |
3,888.1240 |
0.618 |
3,757.3494 |
HIGH |
3,545.7820 |
0.618 |
3,415.0074 |
0.500 |
3,374.6110 |
0.382 |
3,334.2146 |
LOW |
3,203.4400 |
0.618 |
2,991.8726 |
1.000 |
2,861.0980 |
1.618 |
2,649.5306 |
2.618 |
2,307.1886 |
4.250 |
1,748.4865 |
|
|
Fisher Pivots for day following 19-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,374.6110 |
3,562.2915 |
PP |
3,343.9030 |
3,469.0233 |
S1 |
3,313.1950 |
3,375.7552 |
|