Trading Metrics calculated at close of trading on 26-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,318.2600 |
3,632.8800 |
314.6200 |
9.5% |
3,626.4460 |
High |
3,645.5450 |
3,675.7290 |
30.1840 |
0.8% |
3,779.0420 |
Low |
3,254.5110 |
3,547.6490 |
293.1380 |
9.0% |
3,073.6660 |
Close |
3,632.8930 |
3,576.1910 |
-56.7020 |
-1.6% |
3,318.2600 |
Range |
391.0340 |
128.0800 |
-262.9540 |
-67.2% |
705.3760 |
ATR |
251.1184 |
242.3300 |
-8.7885 |
-3.5% |
0.0000 |
Volume |
2,189 |
173,549 |
171,360 |
7,828.2% |
945,773 |
|
Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,984.0963 |
3,908.2237 |
3,646.6350 |
|
R3 |
3,856.0163 |
3,780.1437 |
3,611.4130 |
|
R2 |
3,727.9363 |
3,727.9363 |
3,599.6723 |
|
R1 |
3,652.0637 |
3,652.0637 |
3,587.9317 |
3,625.9600 |
PP |
3,599.8563 |
3,599.8563 |
3,599.8563 |
3,586.8045 |
S1 |
3,523.9837 |
3,523.9837 |
3,564.4503 |
3,497.8800 |
S2 |
3,471.7763 |
3,471.7763 |
3,552.7097 |
|
S3 |
3,343.6963 |
3,395.9037 |
3,540.9690 |
|
S4 |
3,215.6163 |
3,267.8237 |
3,505.7470 |
|
|
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 |
3,675.7290 |
3,073.6660 |
602.0630 |
16.8% |
267.9754 |
7.5% |
83% |
True |
False |
144,838 |
10 |
4,076.5790 |
3,073.6660 |
1,002.9130 |
28.0% |
279.9934 |
7.8% |
50% |
False |
False |
198,079 |
20 |
4,090.3060 |
3,073.6660 |
1,016.6400 |
28.4% |
277.0359 |
7.7% |
49% |
False |
False |
226,520 |
40 |
4,090.3060 |
2,248.6180 |
1,841.6880 |
51.5% |
193.1438 |
5.4% |
72% |
False |
False |
196,844 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
55.3% |
172.4449 |
4.8% |
74% |
False |
False |
196,151 |
80 |
4,090.3060 |
2,022.0890 |
2,068.2170 |
57.8% |
157.5019 |
4.4% |
75% |
False |
False |
193,191 |
100 |
4,090.3060 |
1,779.1820 |
2,311.1240 |
64.6% |
145.1705 |
4.1% |
78% |
False |
False |
192,799 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
71.8% |
131.2042 |
3.7% |
80% |
False |
False |
184,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,220.0690 |
2.618 |
4,011.0424 |
1.618 |
3,882.9624 |
1.000 |
3,803.8090 |
0.618 |
3,754.8824 |
HIGH |
3,675.7290 |
0.618 |
3,626.8024 |
0.500 |
3,611.6890 |
0.382 |
3,596.5756 |
LOW |
3,547.6490 |
0.618 |
3,468.4956 |
1.000 |
3,419.5690 |
1.618 |
3,340.4156 |
2.618 |
3,212.3356 |
4.250 |
3,003.3090 |
|
|
Fisher Pivots for day following 26-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,611.6890 |
3,539.1673 |
PP |
3,599.8563 |
3,502.1437 |
S1 |
3,588.0237 |
3,465.1200 |
|