| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,176.30 |
2,171.59 |
-4.71 |
-0.2% |
2,156.50 |
| High |
2,179.28 |
2,198.59 |
19.31 |
0.9% |
2,210.97 |
| Low |
2,164.60 |
2,168.69 |
4.09 |
0.2% |
2,146.66 |
| Close |
2,171.52 |
2,178.01 |
6.49 |
0.3% |
2,165.50 |
| Range |
14.68 |
29.90 |
15.22 |
103.7% |
64.31 |
| ATR |
22.74 |
23.25 |
0.51 |
2.2% |
0.00 |
| Volume |
5,271 |
5,406 |
135 |
2.6% |
26,718 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,271.46 |
2,254.64 |
2,194.46 |
|
| R3 |
2,241.56 |
2,224.74 |
2,186.23 |
|
| R2 |
2,211.66 |
2,211.66 |
2,183.49 |
|
| R1 |
2,194.84 |
2,194.84 |
2,180.75 |
2,203.25 |
| PP |
2,181.76 |
2,181.76 |
2,181.76 |
2,185.97 |
| S1 |
2,164.94 |
2,164.94 |
2,175.27 |
2,173.35 |
| S2 |
2,151.86 |
2,151.86 |
2,172.53 |
|
| S3 |
2,121.96 |
2,135.04 |
2,169.79 |
|
| S4 |
2,092.06 |
2,105.14 |
2,161.57 |
|
|
| 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 |
2,151.06 |
59.91 |
2.8% |
29.56 |
1.4% |
45% |
False |
False |
5,279 |
| 10 |
2,210.97 |
2,146.66 |
64.31 |
3.0% |
23.49 |
1.1% |
49% |
False |
False |
5,398 |
| 20 |
2,210.97 |
2,025.08 |
185.89 |
8.5% |
25.09 |
1.2% |
82% |
False |
False |
5,390 |
| 40 |
2,210.97 |
1,986.16 |
224.81 |
10.3% |
21.55 |
1.0% |
85% |
False |
False |
5,508 |
| 60 |
2,210.97 |
1,986.16 |
224.81 |
10.3% |
21.13 |
1.0% |
85% |
False |
False |
5,478 |
| 80 |
2,210.97 |
1,973.95 |
237.02 |
10.9% |
22.66 |
1.0% |
86% |
False |
False |
5,459 |
| 100 |
2,210.97 |
1,933.24 |
277.73 |
12.8% |
21.94 |
1.0% |
88% |
False |
False |
5,490 |
| 120 |
2,210.97 |
1,812.39 |
398.58 |
18.3% |
22.08 |
1.0% |
92% |
False |
False |
5,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,325.67 |
|
2.618 |
2,276.87 |
|
1.618 |
2,246.97 |
|
1.000 |
2,228.49 |
|
0.618 |
2,217.07 |
|
HIGH |
2,198.59 |
|
0.618 |
2,187.17 |
|
0.500 |
2,183.64 |
|
0.382 |
2,180.11 |
|
LOW |
2,168.69 |
|
0.618 |
2,150.21 |
|
1.000 |
2,138.79 |
|
1.618 |
2,120.31 |
|
2.618 |
2,090.41 |
|
4.250 |
2,041.62 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,183.64 |
2,179.01 |
| PP |
2,181.76 |
2,178.67 |
| S1 |
2,179.89 |
2,178.34 |
|