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 |
5,159.25 |
5,132.50 |
-26.75 |
-0.5% |
5,142.00 |
High |
5,193.00 |
5,133.25 |
-59.75 |
-1.2% |
5,193.00 |
Low |
5,121.75 |
5,094.75 |
-27.00 |
-0.5% |
5,063.00 |
Close |
5,129.00 |
5,123.00 |
-6.00 |
-0.1% |
5,129.00 |
Range |
71.25 |
38.50 |
-32.75 |
-46.0% |
130.00 |
ATR |
53.69 |
52.61 |
-1.09 |
-2.0% |
0.00 |
Volume |
2,786,680 |
1,840,000 |
-946,680 |
-34.0% |
9,668,378 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,232.50 |
5,216.25 |
5,144.25 |
|
R3 |
5,194.00 |
5,177.75 |
5,133.50 |
|
R2 |
5,155.50 |
5,155.50 |
5,130.00 |
|
R1 |
5,139.25 |
5,139.25 |
5,126.50 |
5,128.00 |
PP |
5,117.00 |
5,117.00 |
5,117.00 |
5,111.50 |
S1 |
5,100.75 |
5,100.75 |
5,119.50 |
5,089.50 |
S2 |
5,078.50 |
5,078.50 |
5,116.00 |
|
S3 |
5,040.00 |
5,062.25 |
5,112.50 |
|
S4 |
5,001.50 |
5,023.75 |
5,101.75 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,518.25 |
5,453.75 |
5,200.50 |
|
R3 |
5,388.25 |
5,323.75 |
5,164.75 |
|
R2 |
5,258.25 |
5,258.25 |
5,152.75 |
|
R1 |
5,193.75 |
5,193.75 |
5,141.00 |
5,161.00 |
PP |
5,128.25 |
5,128.25 |
5,128.25 |
5,112.00 |
S1 |
5,063.75 |
5,063.75 |
5,117.00 |
5,031.00 |
S2 |
4,998.25 |
4,998.25 |
5,105.25 |
|
S3 |
4,868.25 |
4,933.75 |
5,093.25 |
|
S4 |
4,738.25 |
4,803.75 |
5,057.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,193.00 |
5,063.00 |
130.00 |
2.5% |
63.50 |
1.2% |
46% |
False |
False |
2,060,067 |
10 |
5,193.00 |
5,060.00 |
133.00 |
2.6% |
51.00 |
1.0% |
47% |
False |
False |
1,712,424 |
20 |
5,193.00 |
4,936.50 |
256.50 |
5.0% |
53.50 |
1.0% |
73% |
False |
False |
1,608,456 |
40 |
5,193.00 |
4,746.25 |
446.75 |
8.7% |
49.50 |
1.0% |
84% |
False |
False |
1,565,089 |
60 |
5,193.00 |
4,696.75 |
496.25 |
9.7% |
48.75 |
0.9% |
86% |
False |
False |
1,535,233 |
80 |
5,193.00 |
4,470.75 |
722.25 |
14.1% |
46.25 |
0.9% |
90% |
False |
False |
1,225,703 |
100 |
5,193.00 |
4,167.50 |
1,025.50 |
20.0% |
48.50 |
0.9% |
93% |
False |
False |
981,441 |
120 |
5,193.00 |
4,167.50 |
1,025.50 |
20.0% |
51.00 |
1.0% |
93% |
False |
False |
818,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,297.00 |
2.618 |
5,234.00 |
1.618 |
5,195.50 |
1.000 |
5,171.75 |
0.618 |
5,157.00 |
HIGH |
5,133.25 |
0.618 |
5,118.50 |
0.500 |
5,114.00 |
0.382 |
5,109.50 |
LOW |
5,094.75 |
0.618 |
5,071.00 |
1.000 |
5,056.25 |
1.618 |
5,032.50 |
2.618 |
4,994.00 |
4.250 |
4,931.00 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,120.00 |
5,139.75 |
PP |
5,117.00 |
5,134.25 |
S1 |
5,114.00 |
5,128.50 |
|