Trading Metrics calculated at close of trading on 13-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,945.0 |
4,996.0 |
51.0 |
1.0% |
4,911.0 |
High |
4,996.0 |
5,019.0 |
23.0 |
0.5% |
4,996.0 |
Low |
4,921.0 |
4,980.0 |
59.0 |
1.2% |
4,871.0 |
Close |
4,987.0 |
5,004.0 |
17.0 |
0.3% |
4,967.0 |
Range |
75.0 |
39.0 |
-36.0 |
-48.0% |
125.0 |
ATR |
50.6 |
49.8 |
-0.8 |
-1.6% |
0.0 |
Volume |
1,819,487 |
1,111,802 |
-707,685 |
-38.9% |
4,462,297 |
|
Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,118.0 |
5,100.0 |
5,025.5 |
|
R3 |
5,079.0 |
5,061.0 |
5,014.7 |
|
R2 |
5,040.0 |
5,040.0 |
5,011.2 |
|
R1 |
5,022.0 |
5,022.0 |
5,007.6 |
5,031.0 |
PP |
5,001.0 |
5,001.0 |
5,001.0 |
5,005.5 |
S1 |
4,983.0 |
4,983.0 |
5,000.4 |
4,992.0 |
S2 |
4,962.0 |
4,962.0 |
4,996.9 |
|
S3 |
4,923.0 |
4,944.0 |
4,993.3 |
|
S4 |
4,884.0 |
4,905.0 |
4,982.6 |
|
|
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 |
5,019.0 |
4,894.0 |
125.0 |
2.5% |
61.2 |
1.2% |
88% |
True |
False |
1,483,782 |
10 |
5,019.0 |
4,871.0 |
148.0 |
3.0% |
51.0 |
1.0% |
90% |
True |
False |
1,126,631 |
20 |
5,019.0 |
4,689.0 |
330.0 |
6.6% |
44.2 |
0.9% |
95% |
True |
False |
889,713 |
40 |
5,019.0 |
4,402.0 |
617.0 |
12.3% |
46.3 |
0.9% |
98% |
True |
False |
806,382 |
60 |
5,019.0 |
4,402.0 |
617.0 |
12.3% |
47.7 |
1.0% |
98% |
True |
False |
753,664 |
80 |
5,019.0 |
4,335.0 |
684.0 |
13.7% |
43.3 |
0.9% |
98% |
True |
False |
625,858 |
100 |
5,019.0 |
4,034.0 |
985.0 |
19.7% |
43.4 |
0.9% |
98% |
True |
False |
501,079 |
120 |
5,019.0 |
4,034.0 |
985.0 |
19.7% |
43.2 |
0.9% |
98% |
True |
False |
417,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,184.8 |
2.618 |
5,121.1 |
1.618 |
5,082.1 |
1.000 |
5,058.0 |
0.618 |
5,043.1 |
HIGH |
5,019.0 |
0.618 |
5,004.1 |
0.500 |
4,999.5 |
0.382 |
4,994.9 |
LOW |
4,980.0 |
0.618 |
4,955.9 |
1.000 |
4,941.0 |
1.618 |
4,916.9 |
2.618 |
4,877.9 |
4.250 |
4,814.3 |
|
|
Fisher Pivots for day following 13-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,002.5 |
4,991.7 |
PP |
5,001.0 |
4,979.3 |
S1 |
4,999.5 |
4,967.0 |
|