Trading Metrics calculated at close of trading on 14-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,996.0 |
5,006.0 |
10.0 |
0.2% |
4,911.0 |
High |
5,019.0 |
5,033.0 |
14.0 |
0.3% |
4,996.0 |
Low |
4,980.0 |
4,973.0 |
-7.0 |
-0.1% |
4,871.0 |
Close |
5,004.0 |
4,994.0 |
-10.0 |
-0.2% |
4,967.0 |
Range |
39.0 |
60.0 |
21.0 |
53.8% |
125.0 |
ATR |
49.8 |
50.5 |
0.7 |
1.5% |
0.0 |
Volume |
1,111,802 |
717,391 |
-394,411 |
-35.5% |
4,462,297 |
|
Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,180.0 |
5,147.0 |
5,027.0 |
|
R3 |
5,120.0 |
5,087.0 |
5,010.5 |
|
R2 |
5,060.0 |
5,060.0 |
5,005.0 |
|
R1 |
5,027.0 |
5,027.0 |
4,999.5 |
5,013.5 |
PP |
5,000.0 |
5,000.0 |
5,000.0 |
4,993.3 |
S1 |
4,967.0 |
4,967.0 |
4,988.5 |
4,953.5 |
S2 |
4,940.0 |
4,940.0 |
4,983.0 |
|
S3 |
4,880.0 |
4,907.0 |
4,977.5 |
|
S4 |
4,820.0 |
4,847.0 |
4,961.0 |
|
|
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 |
5,033.0 |
4,915.0 |
118.0 |
2.4% |
53.0 |
1.1% |
67% |
True |
False |
1,401,118 |
10 |
5,033.0 |
4,871.0 |
162.0 |
3.2% |
53.5 |
1.1% |
76% |
True |
False |
1,102,238 |
20 |
5,033.0 |
4,734.0 |
299.0 |
6.0% |
44.5 |
0.9% |
87% |
True |
False |
895,912 |
40 |
5,033.0 |
4,415.0 |
618.0 |
12.4% |
46.4 |
0.9% |
94% |
True |
False |
802,390 |
60 |
5,033.0 |
4,402.0 |
631.0 |
12.6% |
47.3 |
0.9% |
94% |
True |
False |
747,338 |
80 |
5,033.0 |
4,335.0 |
698.0 |
14.0% |
43.8 |
0.9% |
94% |
True |
False |
634,824 |
100 |
5,033.0 |
4,034.0 |
999.0 |
20.0% |
43.3 |
0.9% |
96% |
True |
False |
508,192 |
120 |
5,033.0 |
4,034.0 |
999.0 |
20.0% |
43.6 |
0.9% |
96% |
True |
False |
423,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,288.0 |
2.618 |
5,190.1 |
1.618 |
5,130.1 |
1.000 |
5,093.0 |
0.618 |
5,070.1 |
HIGH |
5,033.0 |
0.618 |
5,010.1 |
0.500 |
5,003.0 |
0.382 |
4,995.9 |
LOW |
4,973.0 |
0.618 |
4,935.9 |
1.000 |
4,913.0 |
1.618 |
4,875.9 |
2.618 |
4,815.9 |
4.250 |
4,718.0 |
|
|
Fisher Pivots for day following 14-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,003.0 |
4,988.3 |
PP |
5,000.0 |
4,982.7 |
S1 |
4,997.0 |
4,977.0 |
|