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 |
18,279.00 |
18,056.00 |
-223.00 |
-1.2% |
18,336.00 |
High |
18,436.50 |
18,068.25 |
-368.25 |
-2.0% |
18,436.50 |
Low |
18,012.50 |
17,890.50 |
-122.00 |
-0.7% |
17,832.50 |
Close |
18,046.75 |
17,971.00 |
-75.75 |
-0.4% |
18,046.75 |
Range |
424.00 |
177.75 |
-246.25 |
-58.1% |
604.00 |
ATR |
286.35 |
278.59 |
-7.76 |
-2.7% |
0.00 |
Volume |
1,048,847 |
472,517 |
-576,330 |
-54.9% |
3,986,676 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,509.75 |
18,418.25 |
18,068.75 |
|
R3 |
18,332.00 |
18,240.50 |
18,020.00 |
|
R2 |
18,154.25 |
18,154.25 |
18,003.50 |
|
R1 |
18,062.75 |
18,062.75 |
17,987.25 |
18,019.50 |
PP |
17,976.50 |
17,976.50 |
17,976.50 |
17,955.00 |
S1 |
17,885.00 |
17,885.00 |
17,954.75 |
17,842.00 |
S2 |
17,798.75 |
17,798.75 |
17,938.50 |
|
S3 |
17,621.00 |
17,707.25 |
17,922.00 |
|
S4 |
17,443.25 |
17,529.50 |
17,873.25 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,917.25 |
19,586.00 |
18,379.00 |
|
R3 |
19,313.25 |
18,982.00 |
18,212.75 |
|
R2 |
18,709.25 |
18,709.25 |
18,157.50 |
|
R1 |
18,378.00 |
18,378.00 |
18,102.00 |
18,241.50 |
PP |
18,105.25 |
18,105.25 |
18,105.25 |
18,037.00 |
S1 |
17,774.00 |
17,774.00 |
17,991.50 |
17,637.50 |
S2 |
17,501.25 |
17,501.25 |
17,936.00 |
|
S3 |
16,897.25 |
17,170.00 |
17,880.75 |
|
S4 |
16,293.25 |
16,566.00 |
17,714.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,436.50 |
17,832.50 |
604.00 |
3.4% |
339.50 |
1.9% |
23% |
False |
False |
777,970 |
10 |
18,436.50 |
17,826.00 |
610.50 |
3.4% |
277.25 |
1.5% |
24% |
False |
False |
690,004 |
20 |
18,436.50 |
17,372.75 |
1,063.75 |
5.9% |
278.75 |
1.6% |
56% |
False |
False |
697,637 |
40 |
18,436.50 |
16,689.25 |
1,747.25 |
9.7% |
257.25 |
1.4% |
73% |
False |
False |
678,470 |
60 |
18,436.50 |
16,334.25 |
2,102.25 |
11.7% |
242.00 |
1.3% |
78% |
False |
False |
642,203 |
80 |
18,436.50 |
15,750.50 |
2,686.00 |
14.9% |
233.75 |
1.3% |
83% |
False |
False |
499,936 |
100 |
18,436.50 |
14,322.75 |
4,113.75 |
22.9% |
237.25 |
1.3% |
89% |
False |
False |
400,198 |
120 |
18,436.50 |
14,322.75 |
4,113.75 |
22.9% |
242.50 |
1.3% |
89% |
False |
False |
333,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,823.75 |
2.618 |
18,533.50 |
1.618 |
18,355.75 |
1.000 |
18,246.00 |
0.618 |
18,178.00 |
HIGH |
18,068.25 |
0.618 |
18,000.25 |
0.500 |
17,979.50 |
0.382 |
17,958.50 |
LOW |
17,890.50 |
0.618 |
17,780.75 |
1.000 |
17,712.75 |
1.618 |
17,603.00 |
2.618 |
17,425.25 |
4.250 |
17,135.00 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
17,979.50 |
18,163.50 |
PP |
17,976.50 |
18,099.25 |
S1 |
17,973.75 |
18,035.25 |
|