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 |
5,171.50 |
5,152.25 |
-19.25 |
-0.4% |
5,132.50 |
High |
5,189.50 |
5,167.00 |
-22.50 |
-0.4% |
5,189.50 |
Low |
5,124.25 |
5,101.67 |
-22.58 |
-0.4% |
5,094.75 |
Close |
5,153.75 |
5,101.67 |
-52.08 |
-1.0% |
5,101.67 |
Range |
65.25 |
65.33 |
0.08 |
0.1% |
94.75 |
ATR |
53.15 |
54.02 |
0.87 |
1.6% |
0.00 |
Volume |
476,074 |
41,591 |
-434,483 |
-91.3% |
4,109,746 |
|
Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,319.50 |
5,276.00 |
5,137.50 |
|
R3 |
5,254.00 |
5,210.50 |
5,119.75 |
|
R2 |
5,188.75 |
5,188.75 |
5,113.75 |
|
R1 |
5,145.25 |
5,145.25 |
5,107.75 |
5,134.25 |
PP |
5,123.50 |
5,123.50 |
5,123.50 |
5,118.00 |
S1 |
5,080.00 |
5,080.00 |
5,095.75 |
5,069.00 |
S2 |
5,058.00 |
5,058.00 |
5,089.75 |
|
S3 |
4,992.75 |
5,014.50 |
5,083.75 |
|
S4 |
4,927.50 |
4,949.25 |
5,065.75 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,413.00 |
5,352.00 |
5,153.75 |
|
R3 |
5,318.25 |
5,257.25 |
5,127.75 |
|
R2 |
5,223.50 |
5,223.50 |
5,119.00 |
|
R1 |
5,162.50 |
5,162.50 |
5,110.25 |
5,145.50 |
PP |
5,128.75 |
5,128.75 |
5,128.75 |
5,120.25 |
S1 |
5,067.75 |
5,067.75 |
5,093.00 |
5,050.75 |
S2 |
5,034.00 |
5,034.00 |
5,084.25 |
|
S3 |
4,939.25 |
4,973.00 |
5,075.50 |
|
S4 |
4,844.50 |
4,878.25 |
5,049.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,189.50 |
5,094.75 |
94.75 |
1.9% |
54.00 |
1.1% |
7% |
False |
False |
821,949 |
10 |
5,193.00 |
5,063.00 |
130.00 |
2.5% |
57.50 |
1.1% |
30% |
False |
False |
1,377,812 |
20 |
5,193.00 |
4,959.00 |
234.00 |
4.6% |
53.50 |
1.0% |
61% |
False |
False |
1,409,541 |
40 |
5,193.00 |
4,808.50 |
384.50 |
7.5% |
50.50 |
1.0% |
76% |
False |
False |
1,450,940 |
60 |
5,193.00 |
4,702.00 |
491.00 |
9.6% |
49.50 |
1.0% |
81% |
False |
False |
1,453,442 |
80 |
5,193.00 |
4,569.25 |
623.75 |
12.2% |
46.75 |
0.9% |
85% |
False |
False |
1,253,766 |
100 |
5,193.00 |
4,167.50 |
1,025.50 |
20.1% |
48.25 |
0.9% |
91% |
False |
False |
1,003,938 |
120 |
5,193.00 |
4,167.50 |
1,025.50 |
20.1% |
51.00 |
1.0% |
91% |
False |
False |
837,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,444.75 |
2.618 |
5,338.00 |
1.618 |
5,272.75 |
1.000 |
5,232.25 |
0.618 |
5,207.25 |
HIGH |
5,167.00 |
0.618 |
5,142.00 |
0.500 |
5,134.25 |
0.382 |
5,126.75 |
LOW |
5,101.75 |
0.618 |
5,061.25 |
1.000 |
5,036.25 |
1.618 |
4,996.00 |
2.618 |
4,930.75 |
4.250 |
4,824.00 |
|
|
Fisher Pivots for day following 15-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,134.25 |
5,145.50 |
PP |
5,123.50 |
5,131.00 |
S1 |
5,112.50 |
5,116.25 |
|