| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,186.00 |
2,181.21 |
-4.79 |
-0.2% |
2,156.50 |
| High |
2,210.97 |
2,185.30 |
-25.67 |
-1.2% |
2,210.97 |
| Low |
2,169.36 |
2,159.42 |
-9.94 |
-0.5% |
2,146.66 |
| Close |
2,181.19 |
2,165.50 |
-15.69 |
-0.7% |
2,165.50 |
| Range |
41.61 |
25.88 |
-15.73 |
-37.8% |
64.31 |
| ATR |
23.17 |
23.36 |
0.19 |
0.8% |
0.00 |
| Volume |
5,004 |
5,288 |
284 |
5.7% |
26,718 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,247.71 |
2,232.49 |
2,179.73 |
|
| R3 |
2,221.83 |
2,206.61 |
2,172.62 |
|
| R2 |
2,195.95 |
2,195.95 |
2,170.24 |
|
| R1 |
2,180.73 |
2,180.73 |
2,167.87 |
2,175.40 |
| PP |
2,170.07 |
2,170.07 |
2,170.07 |
2,167.41 |
| S1 |
2,154.85 |
2,154.85 |
2,163.13 |
2,149.52 |
| S2 |
2,144.19 |
2,144.19 |
2,160.76 |
|
| S3 |
2,118.31 |
2,128.97 |
2,158.38 |
|
| S4 |
2,092.43 |
2,103.09 |
2,151.27 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.31 |
2,330.71 |
2,200.87 |
|
| R3 |
2,303.00 |
2,266.40 |
2,183.19 |
|
| R2 |
2,238.69 |
2,238.69 |
2,177.29 |
|
| R1 |
2,202.09 |
2,202.09 |
2,171.40 |
2,220.39 |
| PP |
2,174.38 |
2,174.38 |
2,174.38 |
2,183.53 |
| S1 |
2,137.78 |
2,137.78 |
2,159.60 |
2,156.08 |
| S2 |
2,110.07 |
2,110.07 |
2,153.71 |
|
| S3 |
2,045.76 |
2,073.47 |
2,147.81 |
|
| S4 |
1,981.45 |
2,009.16 |
2,130.13 |
|
|
| 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 |
3.0% |
26.38 |
1.2% |
29% |
False |
False |
5,343 |
| 10 |
2,210.97 |
2,146.66 |
64.31 |
3.0% |
23.19 |
1.1% |
29% |
False |
False |
5,334 |
| 20 |
2,210.97 |
2,025.08 |
185.89 |
8.6% |
23.87 |
1.1% |
76% |
False |
False |
5,427 |
| 40 |
2,210.97 |
1,986.16 |
224.81 |
10.4% |
21.15 |
1.0% |
80% |
False |
False |
5,516 |
| 60 |
2,210.97 |
1,986.16 |
224.81 |
10.4% |
21.11 |
1.0% |
80% |
False |
False |
5,484 |
| 80 |
2,210.97 |
1,973.95 |
237.02 |
10.9% |
22.63 |
1.0% |
81% |
False |
False |
5,462 |
| 100 |
2,210.97 |
1,933.24 |
277.73 |
12.8% |
21.90 |
1.0% |
84% |
False |
False |
5,493 |
| 120 |
2,210.97 |
1,812.39 |
398.58 |
18.4% |
22.00 |
1.0% |
89% |
False |
False |
5,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,295.29 |
|
2.618 |
2,253.05 |
|
1.618 |
2,227.17 |
|
1.000 |
2,211.18 |
|
0.618 |
2,201.29 |
|
HIGH |
2,185.30 |
|
0.618 |
2,175.41 |
|
0.500 |
2,172.36 |
|
0.382 |
2,169.31 |
|
LOW |
2,159.42 |
|
0.618 |
2,143.43 |
|
1.000 |
2,133.54 |
|
1.618 |
2,117.55 |
|
2.618 |
2,091.67 |
|
4.250 |
2,049.43 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,172.36 |
2,181.02 |
| PP |
2,170.07 |
2,175.84 |
| S1 |
2,167.79 |
2,170.67 |
|