Trading Metrics calculated at close of trading on 15-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,006.0 |
4,989.0 |
-17.0 |
-0.3% |
4,943.0 |
High |
5,033.0 |
5,021.0 |
-12.0 |
-0.2% |
5,033.0 |
Low |
4,973.0 |
4,984.0 |
11.0 |
0.2% |
4,915.0 |
Close |
4,994.0 |
5,016.9 |
22.9 |
0.5% |
5,016.9 |
Range |
60.0 |
37.0 |
-23.0 |
-38.3% |
118.0 |
ATR |
50.5 |
49.5 |
-1.0 |
-1.9% |
0.0 |
Volume |
717,391 |
77,668 |
-639,723 |
-89.2% |
5,857,375 |
|
Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,118.3 |
5,104.6 |
5,037.3 |
|
R3 |
5,081.3 |
5,067.6 |
5,027.1 |
|
R2 |
5,044.3 |
5,044.3 |
5,023.7 |
|
R1 |
5,030.6 |
5,030.6 |
5,020.3 |
5,037.5 |
PP |
5,007.3 |
5,007.3 |
5,007.3 |
5,010.7 |
S1 |
4,993.6 |
4,993.6 |
5,013.5 |
5,000.5 |
S2 |
4,970.3 |
4,970.3 |
5,010.1 |
|
S3 |
4,933.3 |
4,956.6 |
5,006.7 |
|
S4 |
4,896.3 |
4,919.6 |
4,996.6 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,342.3 |
5,297.6 |
5,081.8 |
|
R3 |
5,224.3 |
5,179.6 |
5,049.4 |
|
R2 |
5,106.3 |
5,106.3 |
5,038.6 |
|
R1 |
5,061.6 |
5,061.6 |
5,027.7 |
5,084.0 |
PP |
4,988.3 |
4,988.3 |
4,988.3 |
4,999.5 |
S1 |
4,943.6 |
4,943.6 |
5,006.1 |
4,966.0 |
S2 |
4,870.3 |
4,870.3 |
4,995.3 |
|
S3 |
4,752.3 |
4,825.6 |
4,984.5 |
|
S4 |
4,634.3 |
4,707.6 |
4,952.0 |
|
|
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% |
49.4 |
1.0% |
86% |
False |
False |
1,171,475 |
10 |
5,033.0 |
4,871.0 |
162.0 |
3.2% |
53.1 |
1.1% |
90% |
False |
False |
1,031,967 |
20 |
5,033.0 |
4,760.0 |
273.0 |
5.4% |
44.1 |
0.9% |
94% |
False |
False |
865,947 |
40 |
5,033.0 |
4,457.0 |
576.0 |
11.5% |
45.4 |
0.9% |
97% |
False |
False |
785,269 |
60 |
5,033.0 |
4,402.0 |
631.0 |
12.6% |
47.1 |
0.9% |
97% |
False |
False |
731,855 |
80 |
5,033.0 |
4,367.0 |
666.0 |
13.3% |
43.9 |
0.9% |
98% |
False |
False |
635,718 |
100 |
5,033.0 |
4,034.0 |
999.0 |
19.9% |
43.3 |
0.9% |
98% |
False |
False |
508,947 |
120 |
5,033.0 |
4,034.0 |
999.0 |
19.9% |
43.4 |
0.9% |
98% |
False |
False |
424,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,178.3 |
2.618 |
5,117.9 |
1.618 |
5,080.9 |
1.000 |
5,058.0 |
0.618 |
5,043.9 |
HIGH |
5,021.0 |
0.618 |
5,006.9 |
0.500 |
5,002.5 |
0.382 |
4,998.1 |
LOW |
4,984.0 |
0.618 |
4,961.1 |
1.000 |
4,947.0 |
1.618 |
4,924.1 |
2.618 |
4,887.1 |
4.250 |
4,826.8 |
|
|
Fisher Pivots for day following 15-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,012.1 |
5,012.3 |
PP |
5,007.3 |
5,007.6 |
S1 |
5,002.5 |
5,003.0 |
|