| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,171.59 |
2,178.08 |
6.49 |
0.3% |
2,156.50 |
| High |
2,198.59 |
2,196.93 |
-1.66 |
-0.1% |
2,210.97 |
| Low |
2,168.69 |
2,174.69 |
6.00 |
0.3% |
2,146.66 |
| Close |
2,178.01 |
2,194.82 |
16.81 |
0.8% |
2,165.50 |
| Range |
29.90 |
22.24 |
-7.66 |
-25.6% |
64.31 |
| ATR |
23.25 |
23.18 |
-0.07 |
-0.3% |
0.00 |
| Volume |
5,406 |
5,428 |
22 |
0.4% |
26,718 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.53 |
2,247.42 |
2,207.05 |
|
| R3 |
2,233.29 |
2,225.18 |
2,200.94 |
|
| R2 |
2,211.05 |
2,211.05 |
2,198.90 |
|
| R1 |
2,202.94 |
2,202.94 |
2,196.86 |
2,207.00 |
| PP |
2,188.81 |
2,188.81 |
2,188.81 |
2,190.84 |
| S1 |
2,180.70 |
2,180.70 |
2,192.78 |
2,184.76 |
| S2 |
2,166.57 |
2,166.57 |
2,190.74 |
|
| S3 |
2,144.33 |
2,158.46 |
2,188.70 |
|
| S4 |
2,122.09 |
2,136.22 |
2,182.59 |
|
|
| 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 |
2,159.42 |
51.55 |
2.3% |
26.86 |
1.2% |
69% |
False |
False |
5,279 |
| 10 |
2,210.97 |
2,146.66 |
64.31 |
2.9% |
23.60 |
1.1% |
75% |
False |
False |
5,393 |
| 20 |
2,210.97 |
2,028.75 |
182.22 |
8.3% |
25.63 |
1.2% |
91% |
False |
False |
5,373 |
| 40 |
2,210.97 |
1,986.16 |
224.81 |
10.2% |
21.68 |
1.0% |
93% |
False |
False |
5,503 |
| 60 |
2,210.97 |
1,986.16 |
224.81 |
10.2% |
21.26 |
1.0% |
93% |
False |
False |
5,476 |
| 80 |
2,210.97 |
1,973.95 |
237.02 |
10.8% |
22.78 |
1.0% |
93% |
False |
False |
5,458 |
| 100 |
2,210.97 |
1,933.24 |
277.73 |
12.7% |
21.98 |
1.0% |
94% |
False |
False |
5,489 |
| 120 |
2,210.97 |
1,812.39 |
398.58 |
18.2% |
22.17 |
1.0% |
96% |
False |
False |
5,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,291.45 |
|
2.618 |
2,255.15 |
|
1.618 |
2,232.91 |
|
1.000 |
2,219.17 |
|
0.618 |
2,210.67 |
|
HIGH |
2,196.93 |
|
0.618 |
2,188.43 |
|
0.500 |
2,185.81 |
|
0.382 |
2,183.19 |
|
LOW |
2,174.69 |
|
0.618 |
2,160.95 |
|
1.000 |
2,152.45 |
|
1.618 |
2,138.71 |
|
2.618 |
2,116.47 |
|
4.250 |
2,080.17 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,191.82 |
2,190.41 |
| PP |
2,188.81 |
2,186.00 |
| S1 |
2,185.81 |
2,181.60 |
|