Trading Metrics calculated at close of trading on 27-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,632.8800 |
3,576.6720 |
-56.2080 |
-1.5% |
3,626.4460 |
High |
3,675.7290 |
3,656.1230 |
-19.6060 |
-0.5% |
3,779.0420 |
Low |
3,547.6490 |
3,462.4020 |
-85.2470 |
-2.4% |
3,073.6660 |
Close |
3,576.1910 |
3,509.2900 |
-66.9010 |
-1.9% |
3,318.2600 |
Range |
128.0800 |
193.7210 |
65.6410 |
51.3% |
705.3760 |
ATR |
242.3300 |
238.8579 |
-3.4721 |
-1.4% |
0.0000 |
Volume |
173,549 |
190,796 |
17,247 |
9.9% |
945,773 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,123.7680 |
4,010.2500 |
3,615.8366 |
|
R3 |
3,930.0470 |
3,816.5290 |
3,562.5633 |
|
R2 |
3,736.3260 |
3,736.3260 |
3,544.8055 |
|
R1 |
3,622.8080 |
3,622.8080 |
3,527.0478 |
3,582.7065 |
PP |
3,542.6050 |
3,542.6050 |
3,542.6050 |
3,522.5543 |
S1 |
3,429.0870 |
3,429.0870 |
3,491.5322 |
3,388.9855 |
S2 |
3,348.8840 |
3,348.8840 |
3,473.7745 |
|
S3 |
3,155.1630 |
3,235.3660 |
3,456.0167 |
|
S4 |
2,961.4420 |
3,041.6450 |
3,402.7435 |
|
|
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 |
3,254.5110 |
421.2180 |
12.0% |
224.4054 |
6.4% |
60% |
False |
False |
181,951 |
10 |
4,012.5620 |
3,073.6660 |
938.8960 |
26.8% |
284.8501 |
8.1% |
46% |
False |
False |
194,052 |
20 |
4,090.3060 |
3,073.6660 |
1,016.6400 |
29.0% |
273.9243 |
7.8% |
43% |
False |
False |
215,898 |
40 |
4,090.3060 |
2,248.6180 |
1,841.6880 |
52.5% |
195.7990 |
5.6% |
68% |
False |
False |
198,320 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
56.4% |
173.9259 |
5.0% |
71% |
False |
False |
195,195 |
80 |
4,090.3060 |
2,041.3210 |
2,048.9850 |
58.4% |
159.5496 |
4.5% |
72% |
False |
False |
194,210 |
100 |
4,090.3060 |
1,779.1820 |
2,311.1240 |
65.9% |
146.3913 |
4.2% |
75% |
False |
False |
192,411 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
73.2% |
132.5684 |
3.8% |
77% |
False |
False |
184,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,479.4373 |
2.618 |
4,163.2846 |
1.618 |
3,969.5636 |
1.000 |
3,849.8440 |
0.618 |
3,775.8426 |
HIGH |
3,656.1230 |
0.618 |
3,582.1216 |
0.500 |
3,559.2625 |
0.382 |
3,536.4034 |
LOW |
3,462.4020 |
0.618 |
3,342.6824 |
1.000 |
3,268.6810 |
1.618 |
3,148.9614 |
2.618 |
2,955.2404 |
4.250 |
2,639.0878 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,559.2625 |
3,494.5667 |
PP |
3,542.6050 |
3,479.8433 |
S1 |
3,525.9475 |
3,465.1200 |
|