| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,178.08 |
2,194.80 |
16.72 |
0.8% |
2,176.30 |
| High |
2,196.93 |
2,231.01 |
34.08 |
1.6% |
2,231.01 |
| Low |
2,174.69 |
2,188.17 |
13.48 |
0.6% |
2,164.60 |
| Close |
2,194.82 |
2,231.01 |
36.19 |
1.6% |
2,231.01 |
| Range |
22.24 |
42.84 |
20.60 |
92.6% |
66.41 |
| ATR |
23.18 |
24.58 |
1.40 |
6.1% |
0.00 |
| Volume |
5,428 |
5,178 |
-250 |
-4.6% |
21,283 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,345.25 |
2,330.97 |
2,254.57 |
|
| R3 |
2,302.41 |
2,288.13 |
2,242.79 |
|
| R2 |
2,259.57 |
2,259.57 |
2,238.86 |
|
| R1 |
2,245.29 |
2,245.29 |
2,234.94 |
2,252.43 |
| PP |
2,216.73 |
2,216.73 |
2,216.73 |
2,220.30 |
| S1 |
2,202.45 |
2,202.45 |
2,227.08 |
2,209.59 |
| S2 |
2,173.89 |
2,173.89 |
2,223.16 |
|
| S3 |
2,131.05 |
2,159.61 |
2,219.23 |
|
| S4 |
2,088.21 |
2,116.77 |
2,207.45 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,408.10 |
2,385.97 |
2,267.54 |
|
| R3 |
2,341.69 |
2,319.56 |
2,249.27 |
|
| R2 |
2,275.28 |
2,275.28 |
2,243.19 |
|
| R1 |
2,253.15 |
2,253.15 |
2,237.10 |
2,264.22 |
| PP |
2,208.87 |
2,208.87 |
2,208.87 |
2,214.41 |
| S1 |
2,186.74 |
2,186.74 |
2,224.92 |
2,197.81 |
| S2 |
2,142.46 |
2,142.46 |
2,218.83 |
|
| S3 |
2,076.05 |
2,120.33 |
2,212.75 |
|
| S4 |
2,009.64 |
2,053.92 |
2,194.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,231.01 |
2,159.42 |
71.59 |
3.2% |
27.11 |
1.2% |
100% |
True |
False |
5,314 |
| 10 |
2,231.01 |
2,146.66 |
84.35 |
3.8% |
25.74 |
1.2% |
100% |
True |
False |
5,355 |
| 20 |
2,231.01 |
2,039.52 |
191.49 |
8.6% |
26.73 |
1.2% |
100% |
True |
False |
5,345 |
| 40 |
2,231.01 |
1,986.16 |
244.85 |
11.0% |
22.21 |
1.0% |
100% |
True |
False |
5,496 |
| 60 |
2,231.01 |
1,986.16 |
244.85 |
11.0% |
21.64 |
1.0% |
100% |
True |
False |
5,474 |
| 80 |
2,231.01 |
1,973.95 |
257.06 |
11.5% |
22.85 |
1.0% |
100% |
True |
False |
5,456 |
| 100 |
2,231.01 |
1,933.24 |
297.77 |
13.3% |
22.31 |
1.0% |
100% |
True |
False |
5,483 |
| 120 |
2,231.01 |
1,812.39 |
418.62 |
18.8% |
22.41 |
1.0% |
100% |
True |
False |
5,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,413.08 |
|
2.618 |
2,343.17 |
|
1.618 |
2,300.33 |
|
1.000 |
2,273.85 |
|
0.618 |
2,257.49 |
|
HIGH |
2,231.01 |
|
0.618 |
2,214.65 |
|
0.500 |
2,209.59 |
|
0.382 |
2,204.53 |
|
LOW |
2,188.17 |
|
0.618 |
2,161.69 |
|
1.000 |
2,145.33 |
|
1.618 |
2,118.85 |
|
2.618 |
2,076.01 |
|
4.250 |
2,006.10 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,223.87 |
2,220.62 |
| PP |
2,216.73 |
2,210.24 |
| S1 |
2,209.59 |
2,199.85 |
|