Trading Metrics calculated at close of trading on 21-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,282.4870 |
3,463.4220 |
180.9350 |
5.5% |
3,913.7970 |
High |
3,485.2370 |
3,579.0520 |
93.8150 |
2.7% |
4,090.3060 |
Low |
3,073.6660 |
3,418.5060 |
344.8400 |
11.2% |
3,591.8790 |
Close |
3,463.4220 |
3,460.5530 |
-2.8690 |
-0.1% |
3,626.4460 |
Range |
411.5710 |
160.5460 |
-251.0250 |
-61.0% |
498.4270 |
ATR |
245.8081 |
239.7180 |
-6.0902 |
-2.5% |
0.0000 |
Volume |
5,234 |
295,523 |
290,289 |
5,546.2% |
1,158,530 |
|
Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,967.6750 |
3,874.6600 |
3,548.8533 |
|
R3 |
3,807.1290 |
3,714.1140 |
3,504.7032 |
|
R2 |
3,646.5830 |
3,646.5830 |
3,489.9864 |
|
R1 |
3,553.5680 |
3,553.5680 |
3,475.2697 |
3,519.8025 |
PP |
3,486.0370 |
3,486.0370 |
3,486.0370 |
3,469.1543 |
S1 |
3,393.0220 |
3,393.0220 |
3,445.8363 |
3,359.2565 |
S2 |
3,325.4910 |
3,325.4910 |
3,431.1196 |
|
S3 |
3,164.9450 |
3,232.4760 |
3,416.4029 |
|
S4 |
3,004.3990 |
3,071.9300 |
3,372.2527 |
|
|
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 |
3,921.1430 |
3,073.6660 |
847.4770 |
24.5% |
321.0860 |
9.3% |
46% |
False |
False |
206,156 |
10 |
4,090.3060 |
3,073.6660 |
1,016.6400 |
29.4% |
274.0371 |
7.9% |
38% |
False |
False |
212,839 |
20 |
4,090.3060 |
2,907.2840 |
1,183.0220 |
34.2% |
262.5430 |
7.6% |
47% |
False |
False |
227,746 |
40 |
4,090.3060 |
2,177.6670 |
1,912.6390 |
55.3% |
179.4113 |
5.2% |
67% |
False |
False |
193,436 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
57.2% |
165.8116 |
4.8% |
68% |
False |
False |
202,233 |
80 |
4,090.3060 |
1,986.4300 |
2,103.8760 |
60.8% |
150.9202 |
4.4% |
70% |
False |
False |
191,807 |
100 |
4,090.3060 |
1,751.1680 |
2,339.1380 |
67.6% |
139.1032 |
4.0% |
73% |
False |
False |
191,849 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
74.2% |
126.1616 |
3.6% |
75% |
False |
False |
183,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,261.3725 |
2.618 |
3,999.3614 |
1.618 |
3,838.8154 |
1.000 |
3,739.5980 |
0.618 |
3,678.2694 |
HIGH |
3,579.0520 |
0.618 |
3,517.7234 |
0.500 |
3,498.7790 |
0.382 |
3,479.8346 |
LOW |
3,418.5060 |
0.618 |
3,319.2886 |
1.000 |
3,257.9600 |
1.618 |
3,158.7426 |
2.618 |
2,998.1966 |
4.250 |
2,736.1855 |
|
|
Fisher Pivots for day following 21-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,498.7790 |
3,415.8217 |
PP |
3,486.0370 |
3,371.0903 |
S1 |
3,473.2950 |
3,326.3590 |
|