Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,943.0 |
4,945.0 |
2.0 |
0.0% |
4,911.0 |
High |
4,951.0 |
4,996.0 |
45.0 |
0.9% |
4,996.0 |
Low |
4,915.0 |
4,921.0 |
6.0 |
0.1% |
4,871.0 |
Close |
4,933.0 |
4,987.0 |
54.0 |
1.1% |
4,967.0 |
Range |
36.0 |
75.0 |
39.0 |
108.3% |
125.0 |
ATR |
48.7 |
50.6 |
1.9 |
3.9% |
0.0 |
Volume |
2,131,027 |
1,819,487 |
-311,540 |
-14.6% |
4,462,297 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,193.0 |
5,165.0 |
5,028.3 |
|
R3 |
5,118.0 |
5,090.0 |
5,007.6 |
|
R2 |
5,043.0 |
5,043.0 |
5,000.8 |
|
R1 |
5,015.0 |
5,015.0 |
4,993.9 |
5,029.0 |
PP |
4,968.0 |
4,968.0 |
4,968.0 |
4,975.0 |
S1 |
4,940.0 |
4,940.0 |
4,980.1 |
4,954.0 |
S2 |
4,893.0 |
4,893.0 |
4,973.3 |
|
S3 |
4,818.0 |
4,865.0 |
4,966.4 |
|
S4 |
4,743.0 |
4,790.0 |
4,945.8 |
|
|
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 |
4,883.0 |
113.0 |
2.3% |
64.0 |
1.3% |
92% |
True |
False |
1,425,327 |
10 |
4,996.0 |
4,871.0 |
125.0 |
2.5% |
48.6 |
1.0% |
93% |
True |
False |
1,074,750 |
20 |
4,996.0 |
4,671.0 |
325.0 |
6.5% |
46.3 |
0.9% |
97% |
True |
False |
881,046 |
40 |
4,996.0 |
4,402.0 |
594.0 |
11.9% |
46.3 |
0.9% |
98% |
True |
False |
797,263 |
60 |
4,996.0 |
4,402.0 |
594.0 |
11.9% |
47.9 |
1.0% |
98% |
True |
False |
751,644 |
80 |
4,996.0 |
4,270.0 |
726.0 |
14.6% |
43.8 |
0.9% |
99% |
True |
False |
611,964 |
100 |
4,996.0 |
4,034.0 |
962.0 |
19.3% |
43.4 |
0.9% |
99% |
True |
False |
489,962 |
120 |
4,996.0 |
4,034.0 |
962.0 |
19.3% |
43.1 |
0.9% |
99% |
True |
False |
408,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,314.8 |
2.618 |
5,192.4 |
1.618 |
5,117.4 |
1.000 |
5,071.0 |
0.618 |
5,042.4 |
HIGH |
4,996.0 |
0.618 |
4,967.4 |
0.500 |
4,958.5 |
0.382 |
4,949.7 |
LOW |
4,921.0 |
0.618 |
4,874.7 |
1.000 |
4,846.0 |
1.618 |
4,799.7 |
2.618 |
4,724.7 |
4.250 |
4,602.3 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,977.5 |
4,976.5 |
PP |
4,968.0 |
4,966.0 |
S1 |
4,958.5 |
4,955.5 |
|