| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,157.58 |
2,186.00 |
28.42 |
1.3% |
2,186.66 |
| High |
2,186.80 |
2,210.97 |
24.17 |
1.1% |
2,186.66 |
| Low |
2,151.06 |
2,169.36 |
18.30 |
0.9% |
2,152.51 |
| Close |
2,185.97 |
2,181.19 |
-4.78 |
-0.2% |
2,156.18 |
| Range |
35.74 |
41.61 |
5.87 |
16.4% |
34.15 |
| ATR |
21.75 |
23.17 |
1.42 |
6.5% |
0.00 |
| Volume |
5,430 |
5,004 |
-426 |
-7.8% |
26,628 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,312.00 |
2,288.21 |
2,204.08 |
|
| R3 |
2,270.39 |
2,246.60 |
2,192.63 |
|
| R2 |
2,228.78 |
2,228.78 |
2,188.82 |
|
| R1 |
2,204.99 |
2,204.99 |
2,185.00 |
2,196.08 |
| PP |
2,187.17 |
2,187.17 |
2,187.17 |
2,182.72 |
| S1 |
2,163.38 |
2,163.38 |
2,177.38 |
2,154.47 |
| S2 |
2,145.56 |
2,145.56 |
2,173.56 |
|
| S3 |
2,103.95 |
2,121.77 |
2,169.75 |
|
| S4 |
2,062.34 |
2,080.16 |
2,158.30 |
|
|
| 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 |
2,210.97 |
2,146.66 |
64.31 |
2.9% |
24.36 |
1.1% |
54% |
True |
False |
5,397 |
| 10 |
2,210.97 |
2,146.66 |
64.31 |
2.9% |
24.47 |
1.1% |
54% |
True |
False |
5,335 |
| 20 |
2,210.97 |
2,016.41 |
194.56 |
8.9% |
23.80 |
1.1% |
85% |
True |
False |
5,445 |
| 40 |
2,210.97 |
1,986.16 |
224.81 |
10.3% |
20.76 |
1.0% |
87% |
True |
False |
5,521 |
| 60 |
2,210.97 |
1,986.16 |
224.81 |
10.3% |
20.92 |
1.0% |
87% |
True |
False |
5,491 |
| 80 |
2,210.97 |
1,973.95 |
237.02 |
10.9% |
22.48 |
1.0% |
87% |
True |
False |
5,463 |
| 100 |
2,210.97 |
1,933.24 |
277.73 |
12.7% |
21.93 |
1.0% |
89% |
True |
False |
5,495 |
| 120 |
2,210.97 |
1,812.39 |
398.58 |
18.3% |
22.05 |
1.0% |
93% |
True |
False |
5,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,387.81 |
|
2.618 |
2,319.90 |
|
1.618 |
2,278.29 |
|
1.000 |
2,252.58 |
|
0.618 |
2,236.68 |
|
HIGH |
2,210.97 |
|
0.618 |
2,195.07 |
|
0.500 |
2,190.17 |
|
0.382 |
2,185.26 |
|
LOW |
2,169.36 |
|
0.618 |
2,143.65 |
|
1.000 |
2,127.75 |
|
1.618 |
2,102.04 |
|
2.618 |
2,060.43 |
|
4.250 |
1,992.52 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,190.17 |
2,180.86 |
| PP |
2,187.17 |
2,180.53 |
| S1 |
2,184.18 |
2,180.21 |
|