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 |
5,176.00 |
5,171.50 |
-4.50 |
-0.1% |
5,142.00 |
High |
5,183.75 |
5,189.50 |
5.75 |
0.1% |
5,193.00 |
Low |
5,153.00 |
5,124.25 |
-28.75 |
-0.6% |
5,063.00 |
Close |
5,168.00 |
5,153.75 |
-14.25 |
-0.3% |
5,129.00 |
Range |
30.75 |
65.25 |
34.50 |
112.2% |
130.00 |
ATR |
52.22 |
53.15 |
0.93 |
1.8% |
0.00 |
Volume |
540,170 |
476,074 |
-64,096 |
-11.9% |
9,668,378 |
|
Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,351.50 |
5,318.00 |
5,189.75 |
|
R3 |
5,286.25 |
5,252.75 |
5,171.75 |
|
R2 |
5,221.00 |
5,221.00 |
5,165.75 |
|
R1 |
5,187.50 |
5,187.50 |
5,159.75 |
5,171.50 |
PP |
5,155.75 |
5,155.75 |
5,155.75 |
5,148.00 |
S1 |
5,122.25 |
5,122.25 |
5,147.75 |
5,106.50 |
S2 |
5,090.50 |
5,090.50 |
5,141.75 |
|
S3 |
5,025.25 |
5,057.00 |
5,135.75 |
|
S4 |
4,960.00 |
4,991.75 |
5,117.75 |
|
|
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 |
5,094.75 |
98.25 |
1.9% |
55.25 |
1.1% |
60% |
False |
False |
1,370,967 |
10 |
5,193.00 |
5,063.00 |
130.00 |
2.5% |
57.00 |
1.1% |
70% |
False |
False |
1,533,386 |
20 |
5,193.00 |
4,959.00 |
234.00 |
4.5% |
52.25 |
1.0% |
83% |
False |
False |
1,475,549 |
40 |
5,193.00 |
4,763.50 |
429.50 |
8.3% |
50.00 |
1.0% |
91% |
False |
False |
1,493,574 |
60 |
5,193.00 |
4,702.00 |
491.00 |
9.5% |
49.00 |
1.0% |
92% |
False |
False |
1,471,733 |
80 |
5,193.00 |
4,561.50 |
631.50 |
12.3% |
46.25 |
0.9% |
94% |
False |
False |
1,253,290 |
100 |
5,193.00 |
4,167.50 |
1,025.50 |
19.9% |
48.25 |
0.9% |
96% |
False |
False |
1,003,602 |
120 |
5,193.00 |
4,167.50 |
1,025.50 |
19.9% |
50.75 |
1.0% |
96% |
False |
False |
836,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,466.75 |
2.618 |
5,360.25 |
1.618 |
5,295.00 |
1.000 |
5,254.75 |
0.618 |
5,229.75 |
HIGH |
5,189.50 |
0.618 |
5,164.50 |
0.500 |
5,157.00 |
0.382 |
5,149.25 |
LOW |
5,124.25 |
0.618 |
5,084.00 |
1.000 |
5,059.00 |
1.618 |
5,018.75 |
2.618 |
4,953.50 |
4.250 |
4,847.00 |
|
|
Fisher Pivots for day following 14-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,157.00 |
5,153.00 |
PP |
5,155.75 |
5,152.00 |
S1 |
5,154.75 |
5,151.00 |
|