Trading Metrics calculated at close of trading on 28-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,576.6720 |
3,509.2520 |
-67.4200 |
-1.9% |
3,318.2600 |
High |
3,656.1230 |
3,608.6730 |
-47.4500 |
-1.3% |
3,675.7290 |
Low |
3,462.4020 |
3,476.7010 |
14.2990 |
0.4% |
3,254.5110 |
Close |
3,509.2900 |
3,562.3680 |
53.0780 |
1.5% |
3,562.3680 |
Range |
193.7210 |
131.9720 |
-61.7490 |
-31.9% |
421.2180 |
ATR |
238.8579 |
231.2232 |
-7.6347 |
-3.2% |
0.0000 |
Volume |
190,796 |
138,766 |
-52,030 |
-27.3% |
505,300 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,945.1633 |
3,885.7377 |
3,634.9526 |
|
R3 |
3,813.1913 |
3,753.7657 |
3,598.6603 |
|
R2 |
3,681.2193 |
3,681.2193 |
3,586.5629 |
|
R1 |
3,621.7937 |
3,621.7937 |
3,574.4654 |
3,651.5065 |
PP |
3,549.2473 |
3,549.2473 |
3,549.2473 |
3,564.1038 |
S1 |
3,489.8217 |
3,489.8217 |
3,550.2706 |
3,519.5345 |
S2 |
3,417.2753 |
3,417.2753 |
3,538.1731 |
|
S3 |
3,285.3033 |
3,357.8497 |
3,526.0757 |
|
S4 |
3,153.3313 |
3,225.8777 |
3,489.7834 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,761.1900 |
4,582.9970 |
3,794.0379 |
|
R3 |
4,339.9720 |
4,161.7790 |
3,678.2030 |
|
R2 |
3,918.7540 |
3,918.7540 |
3,639.5913 |
|
R1 |
3,740.5610 |
3,740.5610 |
3,600.9797 |
3,829.6575 |
PP |
3,497.5360 |
3,497.5360 |
3,497.5360 |
3,542.0843 |
S1 |
3,319.3430 |
3,319.3430 |
3,523.7564 |
3,408.4395 |
S2 |
3,076.3180 |
3,076.3180 |
3,485.1447 |
|
S3 |
2,655.1000 |
2,898.1250 |
3,446.5331 |
|
S4 |
2,233.8820 |
2,476.9070 |
3,330.6981 |
|
|
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 |
11.8% |
218.6906 |
6.1% |
73% |
False |
False |
150,599 |
10 |
3,921.1430 |
3,073.6660 |
847.4770 |
23.8% |
269.8883 |
7.6% |
58% |
False |
False |
178,377 |
20 |
4,090.3060 |
3,073.6660 |
1,016.6400 |
28.5% |
270.8739 |
7.6% |
48% |
False |
False |
206,431 |
40 |
4,090.3060 |
2,248.6180 |
1,841.6880 |
51.7% |
196.3316 |
5.5% |
71% |
False |
False |
198,249 |
60 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
55.6% |
174.3366 |
4.9% |
73% |
False |
False |
193,488 |
80 |
4,090.3060 |
2,083.3560 |
2,006.9500 |
56.3% |
160.3375 |
4.5% |
74% |
False |
False |
192,969 |
100 |
4,090.3060 |
1,779.1820 |
2,311.1240 |
64.9% |
146.8329 |
4.1% |
77% |
False |
False |
191,594 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
72.1% |
133.2948 |
3.7% |
79% |
False |
False |
184,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,169.5540 |
2.618 |
3,954.1757 |
1.618 |
3,822.2037 |
1.000 |
3,740.6450 |
0.618 |
3,690.2317 |
HIGH |
3,608.6730 |
0.618 |
3,558.2597 |
0.500 |
3,542.6870 |
0.382 |
3,527.1143 |
LOW |
3,476.7010 |
0.618 |
3,395.1423 |
1.000 |
3,344.7290 |
1.618 |
3,263.1703 |
2.618 |
3,131.1983 |
4.250 |
2,915.8200 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,555.8077 |
3,569.0655 |
PP |
3,549.2473 |
3,566.8330 |
S1 |
3,542.6870 |
3,564.6005 |
|