| 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 |
5,129.00 |
5,176.00 |
47.00 |
0.9% |
5,142.00 |
| High |
5,183.00 |
5,183.75 |
0.75 |
0.0% |
5,193.00 |
| Low |
5,112.75 |
5,153.00 |
40.25 |
0.8% |
5,063.00 |
| Close |
5,177.25 |
5,168.00 |
-9.25 |
-0.2% |
5,129.00 |
| Range |
70.25 |
30.75 |
-39.50 |
-56.2% |
130.00 |
| ATR |
53.87 |
52.22 |
-1.65 |
-3.1% |
0.00 |
| Volume |
1,211,911 |
540,170 |
-671,741 |
-55.4% |
9,668,378 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,260.50 |
5,245.00 |
5,185.00 |
|
| R3 |
5,229.75 |
5,214.25 |
5,176.50 |
|
| R2 |
5,199.00 |
5,199.00 |
5,173.75 |
|
| R1 |
5,183.50 |
5,183.50 |
5,170.75 |
5,176.00 |
| PP |
5,168.25 |
5,168.25 |
5,168.25 |
5,164.50 |
| S1 |
5,152.75 |
5,152.75 |
5,165.25 |
5,145.00 |
| S2 |
5,137.50 |
5,137.50 |
5,162.25 |
|
| S3 |
5,106.75 |
5,122.00 |
5,159.50 |
|
| S4 |
5,076.00 |
5,091.25 |
5,151.00 |
|
|
| 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 |
5,086.50 |
106.50 |
2.1% |
59.00 |
1.1% |
77% |
False |
False |
1,634,085 |
| 10 |
5,193.00 |
5,060.00 |
133.00 |
2.6% |
55.75 |
1.1% |
81% |
False |
False |
1,664,849 |
| 20 |
5,193.00 |
4,959.00 |
234.00 |
4.5% |
51.50 |
1.0% |
89% |
False |
False |
1,533,349 |
| 40 |
5,193.00 |
4,746.25 |
446.75 |
8.6% |
49.75 |
1.0% |
94% |
False |
False |
1,523,255 |
| 60 |
5,193.00 |
4,702.00 |
491.00 |
9.5% |
48.50 |
0.9% |
95% |
False |
False |
1,493,829 |
| 80 |
5,193.00 |
4,550.75 |
642.25 |
12.4% |
45.75 |
0.9% |
96% |
False |
False |
1,247,380 |
| 100 |
5,193.00 |
4,167.50 |
1,025.50 |
19.8% |
48.25 |
0.9% |
98% |
False |
False |
998,901 |
| 120 |
5,193.00 |
4,167.50 |
1,025.50 |
19.8% |
51.00 |
1.0% |
98% |
False |
False |
832,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,314.50 |
|
2.618 |
5,264.25 |
|
1.618 |
5,233.50 |
|
1.000 |
5,214.50 |
|
0.618 |
5,202.75 |
|
HIGH |
5,183.75 |
|
0.618 |
5,172.00 |
|
0.500 |
5,168.50 |
|
0.382 |
5,164.75 |
|
LOW |
5,153.00 |
|
0.618 |
5,134.00 |
|
1.000 |
5,122.25 |
|
1.618 |
5,103.25 |
|
2.618 |
5,072.50 |
|
4.250 |
5,022.25 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,168.50 |
5,158.50 |
| PP |
5,168.25 |
5,148.75 |
| S1 |
5,168.00 |
5,139.25 |
|