| 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 |
5,132.50 |
5,129.00 |
-3.50 |
-0.1% |
5,142.00 |
| High |
5,133.25 |
5,183.00 |
49.75 |
1.0% |
5,193.00 |
| Low |
5,094.75 |
5,112.75 |
18.00 |
0.4% |
5,063.00 |
| Close |
5,123.00 |
5,177.25 |
54.25 |
1.1% |
5,129.00 |
| Range |
38.50 |
70.25 |
31.75 |
82.5% |
130.00 |
| ATR |
52.61 |
53.87 |
1.26 |
2.4% |
0.00 |
| Volume |
1,840,000 |
1,211,911 |
-628,089 |
-34.1% |
9,668,378 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,368.50 |
5,343.00 |
5,216.00 |
|
| R3 |
5,298.25 |
5,272.75 |
5,196.50 |
|
| R2 |
5,228.00 |
5,228.00 |
5,190.25 |
|
| R1 |
5,202.50 |
5,202.50 |
5,183.75 |
5,215.25 |
| PP |
5,157.75 |
5,157.75 |
5,157.75 |
5,164.00 |
| S1 |
5,132.25 |
5,132.25 |
5,170.75 |
5,145.00 |
| S2 |
5,087.50 |
5,087.50 |
5,164.25 |
|
| S3 |
5,017.25 |
5,062.00 |
5,158.00 |
|
| S4 |
4,947.00 |
4,991.75 |
5,138.50 |
|
|
| 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 |
5,083.75 |
109.25 |
2.1% |
63.00 |
1.2% |
86% |
False |
False |
1,925,296 |
| 10 |
5,193.00 |
5,060.00 |
133.00 |
2.6% |
55.50 |
1.1% |
88% |
False |
False |
1,730,933 |
| 20 |
5,193.00 |
4,936.50 |
256.50 |
5.0% |
55.25 |
1.1% |
94% |
False |
False |
1,611,977 |
| 40 |
5,193.00 |
4,746.25 |
446.75 |
8.6% |
50.25 |
1.0% |
96% |
False |
False |
1,557,389 |
| 60 |
5,193.00 |
4,702.00 |
491.00 |
9.5% |
48.75 |
0.9% |
97% |
False |
False |
1,522,582 |
| 80 |
5,193.00 |
4,550.75 |
642.25 |
12.4% |
45.75 |
0.9% |
98% |
False |
False |
1,240,715 |
| 100 |
5,193.00 |
4,167.50 |
1,025.50 |
19.8% |
48.75 |
0.9% |
98% |
False |
False |
993,539 |
| 120 |
5,193.00 |
4,167.50 |
1,025.50 |
19.8% |
51.25 |
1.0% |
98% |
False |
False |
828,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,481.50 |
|
2.618 |
5,367.00 |
|
1.618 |
5,296.75 |
|
1.000 |
5,253.25 |
|
0.618 |
5,226.50 |
|
HIGH |
5,183.00 |
|
0.618 |
5,156.25 |
|
0.500 |
5,148.00 |
|
0.382 |
5,139.50 |
|
LOW |
5,112.75 |
|
0.618 |
5,069.25 |
|
1.000 |
5,042.50 |
|
1.618 |
4,999.00 |
|
2.618 |
4,928.75 |
|
4.250 |
4,814.25 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,167.50 |
5,166.00 |
| PP |
5,157.75 |
5,155.00 |
| S1 |
5,148.00 |
5,144.00 |
|