Trading Metrics calculated at close of trading on 11-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,982.0 |
4,943.0 |
-39.0 |
-0.8% |
4,911.0 |
High |
4,996.0 |
4,951.0 |
-45.0 |
-0.9% |
4,996.0 |
Low |
4,941.0 |
4,915.0 |
-26.0 |
-0.5% |
4,871.0 |
Close |
4,967.0 |
4,933.0 |
-34.0 |
-0.7% |
4,967.0 |
Range |
55.0 |
36.0 |
-19.0 |
-34.5% |
125.0 |
ATR |
48.5 |
48.7 |
0.3 |
0.5% |
0.0 |
Volume |
1,225,887 |
2,131,027 |
905,140 |
73.8% |
4,462,297 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,041.0 |
5,023.0 |
4,952.8 |
|
R3 |
5,005.0 |
4,987.0 |
4,942.9 |
|
R2 |
4,969.0 |
4,969.0 |
4,939.6 |
|
R1 |
4,951.0 |
4,951.0 |
4,936.3 |
4,942.0 |
PP |
4,933.0 |
4,933.0 |
4,933.0 |
4,928.5 |
S1 |
4,915.0 |
4,915.0 |
4,929.7 |
4,906.0 |
S2 |
4,897.0 |
4,897.0 |
4,926.4 |
|
S3 |
4,861.0 |
4,879.0 |
4,923.1 |
|
S4 |
4,825.0 |
4,843.0 |
4,913.2 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,319.7 |
5,268.3 |
5,035.8 |
|
R3 |
5,194.7 |
5,143.3 |
5,001.4 |
|
R2 |
5,069.7 |
5,069.7 |
4,989.9 |
|
R1 |
5,018.3 |
5,018.3 |
4,978.5 |
5,044.0 |
PP |
4,944.7 |
4,944.7 |
4,944.7 |
4,957.5 |
S1 |
4,893.3 |
4,893.3 |
4,955.5 |
4,919.0 |
S2 |
4,819.7 |
4,819.7 |
4,944.1 |
|
S3 |
4,694.7 |
4,768.3 |
4,932.6 |
|
S4 |
4,569.7 |
4,643.3 |
4,898.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,996.0 |
4,871.0 |
125.0 |
2.5% |
58.8 |
1.2% |
50% |
False |
False |
1,202,052 |
10 |
4,996.0 |
4,862.0 |
134.0 |
2.7% |
44.9 |
0.9% |
53% |
False |
False |
950,457 |
20 |
4,996.0 |
4,671.0 |
325.0 |
6.6% |
43.9 |
0.9% |
81% |
False |
False |
823,302 |
40 |
4,996.0 |
4,402.0 |
594.0 |
12.0% |
45.4 |
0.9% |
89% |
False |
False |
769,503 |
60 |
4,996.0 |
4,402.0 |
594.0 |
12.0% |
47.1 |
1.0% |
89% |
False |
False |
743,500 |
80 |
4,996.0 |
4,251.0 |
745.0 |
15.1% |
43.1 |
0.9% |
92% |
False |
False |
589,221 |
100 |
4,996.0 |
4,034.0 |
962.0 |
19.5% |
43.0 |
0.9% |
93% |
False |
False |
471,827 |
120 |
4,996.0 |
4,034.0 |
962.0 |
19.5% |
42.8 |
0.9% |
93% |
False |
False |
393,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,104.0 |
2.618 |
5,045.2 |
1.618 |
5,009.2 |
1.000 |
4,987.0 |
0.618 |
4,973.2 |
HIGH |
4,951.0 |
0.618 |
4,937.2 |
0.500 |
4,933.0 |
0.382 |
4,928.8 |
LOW |
4,915.0 |
0.618 |
4,892.8 |
1.000 |
4,879.0 |
1.618 |
4,856.8 |
2.618 |
4,820.8 |
4.250 |
4,762.0 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,933.0 |
4,945.0 |
PP |
4,933.0 |
4,941.0 |
S1 |
4,933.0 |
4,937.0 |
|