| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,160.22 |
2,157.58 |
-2.64 |
-0.1% |
2,186.66 |
| High |
2,162.56 |
2,186.80 |
24.24 |
1.1% |
2,186.66 |
| Low |
2,149.44 |
2,151.06 |
1.62 |
0.1% |
2,152.51 |
| Close |
2,157.59 |
2,185.97 |
28.38 |
1.3% |
2,156.18 |
| Range |
13.12 |
35.74 |
22.62 |
172.4% |
34.15 |
| ATR |
20.67 |
21.75 |
1.08 |
5.2% |
0.00 |
| Volume |
5,562 |
5,430 |
-132 |
-2.4% |
26,628 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,281.83 |
2,269.64 |
2,205.63 |
|
| R3 |
2,246.09 |
2,233.90 |
2,195.80 |
|
| R2 |
2,210.35 |
2,210.35 |
2,192.52 |
|
| R1 |
2,198.16 |
2,198.16 |
2,189.25 |
2,204.26 |
| PP |
2,174.61 |
2,174.61 |
2,174.61 |
2,177.66 |
| S1 |
2,162.42 |
2,162.42 |
2,182.69 |
2,168.52 |
| S2 |
2,138.87 |
2,138.87 |
2,179.42 |
|
| S3 |
2,103.13 |
2,126.68 |
2,176.14 |
|
| S4 |
2,067.39 |
2,090.94 |
2,166.31 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.57 |
2,246.02 |
2,174.96 |
|
| R3 |
2,233.42 |
2,211.87 |
2,165.57 |
|
| R2 |
2,199.27 |
2,199.27 |
2,162.44 |
|
| R1 |
2,177.72 |
2,177.72 |
2,159.31 |
2,171.42 |
| PP |
2,165.12 |
2,165.12 |
2,165.12 |
2,161.97 |
| S1 |
2,143.57 |
2,143.57 |
2,153.05 |
2,137.27 |
| S2 |
2,130.97 |
2,130.97 |
2,149.92 |
|
| S3 |
2,096.82 |
2,109.42 |
2,146.79 |
|
| S4 |
2,062.67 |
2,075.27 |
2,137.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,186.80 |
2,146.66 |
40.14 |
1.8% |
20.35 |
0.9% |
98% |
True |
False |
5,507 |
| 10 |
2,193.44 |
2,145.06 |
48.38 |
2.2% |
21.97 |
1.0% |
85% |
False |
False |
5,368 |
| 20 |
2,193.44 |
2,016.41 |
177.03 |
8.1% |
22.39 |
1.0% |
96% |
False |
False |
5,477 |
| 40 |
2,193.44 |
1,986.16 |
207.28 |
9.5% |
20.30 |
0.9% |
96% |
False |
False |
5,533 |
| 60 |
2,193.44 |
1,986.16 |
207.28 |
9.5% |
20.63 |
0.9% |
96% |
False |
False |
5,497 |
| 80 |
2,193.44 |
1,973.95 |
219.49 |
10.0% |
22.10 |
1.0% |
97% |
False |
False |
5,466 |
| 100 |
2,193.44 |
1,933.24 |
260.20 |
11.9% |
21.70 |
1.0% |
97% |
False |
False |
5,500 |
| 120 |
2,193.44 |
1,812.39 |
381.05 |
17.4% |
21.86 |
1.0% |
98% |
False |
False |
5,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,338.70 |
|
2.618 |
2,280.37 |
|
1.618 |
2,244.63 |
|
1.000 |
2,222.54 |
|
0.618 |
2,208.89 |
|
HIGH |
2,186.80 |
|
0.618 |
2,173.15 |
|
0.500 |
2,168.93 |
|
0.382 |
2,164.71 |
|
LOW |
2,151.06 |
|
0.618 |
2,128.97 |
|
1.000 |
2,115.32 |
|
1.618 |
2,093.23 |
|
2.618 |
2,057.49 |
|
4.250 |
1,999.17 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,180.29 |
2,179.56 |
| PP |
2,174.61 |
2,173.14 |
| S1 |
2,168.93 |
2,166.73 |
|