| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,186.66 |
2,182.74 |
-3.92 |
-0.2% |
2,083.10 |
| High |
2,186.66 |
2,184.25 |
-2.41 |
-0.1% |
2,193.44 |
| Low |
2,176.84 |
2,152.51 |
-24.33 |
-1.1% |
2,079.74 |
| Close |
2,182.75 |
2,158.43 |
-24.32 |
-1.1% |
2,178.78 |
| Range |
9.82 |
31.74 |
21.92 |
223.2% |
113.70 |
| ATR |
21.55 |
22.27 |
0.73 |
3.4% |
0.00 |
| Volume |
4,653 |
5,384 |
731 |
15.7% |
26,776 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,260.28 |
2,241.10 |
2,175.89 |
|
| R3 |
2,228.54 |
2,209.36 |
2,167.16 |
|
| R2 |
2,196.80 |
2,196.80 |
2,164.25 |
|
| R1 |
2,177.62 |
2,177.62 |
2,161.34 |
2,171.34 |
| PP |
2,165.06 |
2,165.06 |
2,165.06 |
2,161.93 |
| S1 |
2,145.88 |
2,145.88 |
2,155.52 |
2,139.60 |
| S2 |
2,133.32 |
2,133.32 |
2,152.61 |
|
| S3 |
2,101.58 |
2,114.14 |
2,149.70 |
|
| S4 |
2,069.84 |
2,082.40 |
2,140.97 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,491.75 |
2,448.97 |
2,241.32 |
|
| R3 |
2,378.05 |
2,335.27 |
2,210.05 |
|
| R2 |
2,264.35 |
2,264.35 |
2,199.63 |
|
| R1 |
2,221.57 |
2,221.57 |
2,189.20 |
2,242.96 |
| PP |
2,150.65 |
2,150.65 |
2,150.65 |
2,161.35 |
| S1 |
2,107.87 |
2,107.87 |
2,168.36 |
2,129.26 |
| S2 |
2,036.95 |
2,036.95 |
2,157.94 |
|
| S3 |
1,923.25 |
1,994.17 |
2,147.51 |
|
| S4 |
1,809.55 |
1,880.47 |
2,116.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,193.44 |
2,124.31 |
69.13 |
3.2% |
24.52 |
1.1% |
49% |
False |
False |
5,212 |
| 10 |
2,193.44 |
2,025.08 |
168.36 |
7.8% |
26.68 |
1.2% |
79% |
False |
False |
5,381 |
| 20 |
2,193.44 |
1,986.16 |
207.28 |
9.6% |
21.58 |
1.0% |
83% |
False |
False |
5,540 |
| 40 |
2,193.44 |
1,986.16 |
207.28 |
9.6% |
20.25 |
0.9% |
83% |
False |
False |
5,520 |
| 60 |
2,193.44 |
1,986.16 |
207.28 |
9.6% |
20.53 |
1.0% |
83% |
False |
False |
5,490 |
| 80 |
2,193.44 |
1,957.18 |
236.26 |
10.9% |
22.11 |
1.0% |
85% |
False |
False |
5,477 |
| 100 |
2,193.44 |
1,923.20 |
270.24 |
12.5% |
21.92 |
1.0% |
87% |
False |
False |
5,493 |
| 120 |
2,193.44 |
1,812.39 |
381.05 |
17.7% |
21.68 |
1.0% |
91% |
False |
False |
5,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,319.15 |
|
2.618 |
2,267.35 |
|
1.618 |
2,235.61 |
|
1.000 |
2,215.99 |
|
0.618 |
2,203.87 |
|
HIGH |
2,184.25 |
|
0.618 |
2,172.13 |
|
0.500 |
2,168.38 |
|
0.382 |
2,164.63 |
|
LOW |
2,152.51 |
|
0.618 |
2,132.89 |
|
1.000 |
2,120.77 |
|
1.618 |
2,101.15 |
|
2.618 |
2,069.41 |
|
4.250 |
2,017.62 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,168.38 |
2,172.98 |
| PP |
2,165.06 |
2,168.13 |
| S1 |
2,161.75 |
2,163.28 |
|