Trading Metrics calculated at close of trading on 20-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,506.4960 |
3,282.4870 |
-224.0090 |
-6.4% |
3,913.7970 |
High |
3,545.7820 |
3,485.2370 |
-60.5450 |
-1.7% |
4,090.3060 |
Low |
3,203.4400 |
3,073.6660 |
-129.7740 |
-4.1% |
3,591.8790 |
Close |
3,282.4870 |
3,463.4220 |
180.9350 |
5.5% |
3,626.4460 |
Range |
342.3420 |
411.5710 |
69.2290 |
20.2% |
498.4270 |
ATR |
233.0571 |
245.8081 |
12.7510 |
5.5% |
0.0000 |
Volume |
395,469 |
5,234 |
-390,235 |
-98.7% |
1,158,530 |
|
Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,575.4880 |
4,431.0260 |
3,689.7861 |
|
R3 |
4,163.9170 |
4,019.4550 |
3,576.6040 |
|
R2 |
3,752.3460 |
3,752.3460 |
3,538.8767 |
|
R1 |
3,607.8840 |
3,607.8840 |
3,501.1493 |
3,680.1150 |
PP |
3,340.7750 |
3,340.7750 |
3,340.7750 |
3,376.8905 |
S1 |
3,196.3130 |
3,196.3130 |
3,425.6947 |
3,268.5440 |
S2 |
2,929.2040 |
2,929.2040 |
3,387.9673 |
|
S3 |
2,517.6330 |
2,784.7420 |
3,350.2400 |
|
S4 |
2,106.0620 |
2,373.1710 |
3,237.0580 |
|
|
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 |
4,012.5620 |
3,073.6660 |
938.8960 |
27.1% |
345.2948 |
10.0% |
42% |
False |
True |
206,154 |
10 |
4,090.3060 |
3,073.6660 |
1,016.6400 |
29.4% |
277.3530 |
8.0% |
38% |
False |
True |
206,056 |
20 |
4,090.3060 |
2,907.2840 |
1,183.0220 |
34.2% |
260.7118 |
7.5% |
47% |
False |
False |
226,027 |
40 |
4,090.3060 |
2,177.6670 |
1,912.6390 |
55.2% |
176.9790 |
5.1% |
67% |
False |
False |
189,854 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
57.1% |
164.9837 |
4.8% |
68% |
False |
False |
202,125 |
80 |
4,090.3060 |
1,986.4300 |
2,103.8760 |
60.7% |
149.8137 |
4.3% |
70% |
False |
False |
190,667 |
100 |
4,090.3060 |
1,751.1680 |
2,339.1380 |
67.5% |
138.5091 |
4.0% |
73% |
False |
False |
191,611 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
74.1% |
125.4455 |
3.6% |
76% |
False |
False |
183,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,234.4138 |
2.618 |
4,562.7299 |
1.618 |
4,151.1589 |
1.000 |
3,896.8080 |
0.618 |
3,739.5879 |
HIGH |
3,485.2370 |
0.618 |
3,328.0169 |
0.500 |
3,279.4515 |
0.382 |
3,230.8861 |
LOW |
3,073.6660 |
0.618 |
2,819.3151 |
1.000 |
2,662.0950 |
1.618 |
2,407.7441 |
2.618 |
1,996.1731 |
4.250 |
1,324.4893 |
|
|
Fisher Pivots for day following 20-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,402.0985 |
3,451.0660 |
PP |
3,340.7750 |
3,438.7100 |
S1 |
3,279.4515 |
3,426.3540 |
|