Trading Metrics calculated at close of trading on 25-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,475.6560 |
3,318.2600 |
-157.3960 |
-4.5% |
3,626.4460 |
High |
3,536.1100 |
3,645.5450 |
109.4350 |
3.1% |
3,779.0420 |
Low |
3,287.4640 |
3,254.5110 |
-32.9530 |
-1.0% |
3,073.6660 |
Close |
3,318.2600 |
3,632.8930 |
314.6330 |
9.5% |
3,318.2600 |
Range |
248.6460 |
391.0340 |
142.3880 |
57.3% |
705.3760 |
ATR |
240.3557 |
251.1184 |
10.7627 |
4.5% |
0.0000 |
Volume |
247,698 |
2,189 |
-245,509 |
-99.1% |
945,773 |
|
Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,684.0850 |
4,549.5230 |
3,847.9617 |
|
R3 |
4,293.0510 |
4,158.4890 |
3,740.4274 |
|
R2 |
3,902.0170 |
3,902.0170 |
3,704.5826 |
|
R1 |
3,767.4550 |
3,767.4550 |
3,668.7378 |
3,834.7360 |
PP |
3,510.9830 |
3,510.9830 |
3,510.9830 |
3,544.6235 |
S1 |
3,376.4210 |
3,376.4210 |
3,597.0482 |
3,443.7020 |
S2 |
3,119.9490 |
3,119.9490 |
3,561.2034 |
|
S3 |
2,728.9150 |
2,985.3870 |
3,525.3587 |
|
S4 |
2,337.8810 |
2,594.3530 |
3,417.8243 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,506.4507 |
5,117.7313 |
3,706.2168 |
|
R3 |
4,801.0747 |
4,412.3553 |
3,512.2384 |
|
R2 |
4,095.6987 |
4,095.6987 |
3,447.5789 |
|
R1 |
3,706.9793 |
3,706.9793 |
3,382.9195 |
3,548.6510 |
PP |
3,390.3227 |
3,390.3227 |
3,390.3227 |
3,311.1585 |
S1 |
3,001.6033 |
3,001.6033 |
3,253.6005 |
2,843.2750 |
S2 |
2,684.9467 |
2,684.9467 |
3,188.9411 |
|
S3 |
1,979.5707 |
2,296.2273 |
3,124.2816 |
|
S4 |
1,274.1947 |
1,590.8513 |
2,930.3032 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,645.5450 |
3,073.6660 |
571.8790 |
15.7% |
310.8278 |
8.6% |
98% |
True |
False |
189,222 |
10 |
4,090.3060 |
3,073.6660 |
1,016.6400 |
28.0% |
292.3451 |
8.0% |
55% |
False |
False |
210,311 |
20 |
4,090.3060 |
3,073.6660 |
1,016.6400 |
28.0% |
275.9918 |
7.6% |
55% |
False |
False |
232,211 |
40 |
4,090.3060 |
2,239.1960 |
1,851.1100 |
51.0% |
191.7361 |
5.3% |
75% |
False |
False |
192,533 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
54.5% |
172.1008 |
4.7% |
77% |
False |
False |
198,968 |
80 |
4,090.3060 |
2,020.2850 |
2,070.0210 |
57.0% |
156.5587 |
4.3% |
78% |
False |
False |
192,595 |
100 |
4,090.3060 |
1,779.1820 |
2,311.1240 |
63.6% |
144.2540 |
4.0% |
80% |
False |
False |
192,536 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
70.7% |
130.3557 |
3.6% |
82% |
False |
False |
184,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,307.4395 |
2.618 |
4,669.2720 |
1.618 |
4,278.2380 |
1.000 |
4,036.5790 |
0.618 |
3,887.2040 |
HIGH |
3,645.5450 |
0.618 |
3,496.1700 |
0.500 |
3,450.0280 |
0.382 |
3,403.8860 |
LOW |
3,254.5110 |
0.618 |
3,012.8520 |
1.000 |
2,863.4770 |
1.618 |
2,621.8180 |
2.618 |
2,230.7840 |
4.250 |
1,592.6165 |
|
|
Fisher Pivots for day following 25-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,571.9380 |
3,571.9380 |
PP |
3,510.9830 |
3,510.9830 |
S1 |
3,450.0280 |
3,450.0280 |
|