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 |
18,056.00 |
18,010.50 |
-45.50 |
-0.3% |
18,336.00 |
High |
18,068.25 |
18,241.75 |
173.50 |
1.0% |
18,436.50 |
Low |
17,890.50 |
17,930.00 |
39.50 |
0.2% |
17,832.50 |
Close |
17,971.00 |
18,227.75 |
256.75 |
1.4% |
18,046.75 |
Range |
177.75 |
311.75 |
134.00 |
75.4% |
604.00 |
ATR |
278.59 |
280.96 |
2.37 |
0.9% |
0.00 |
Volume |
472,517 |
281,274 |
-191,243 |
-40.5% |
3,986,676 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,068.50 |
18,959.75 |
18,399.25 |
|
R3 |
18,756.75 |
18,648.00 |
18,313.50 |
|
R2 |
18,445.00 |
18,445.00 |
18,285.00 |
|
R1 |
18,336.25 |
18,336.25 |
18,256.25 |
18,390.50 |
PP |
18,133.25 |
18,133.25 |
18,133.25 |
18,160.25 |
S1 |
18,024.50 |
18,024.50 |
18,199.25 |
18,079.00 |
S2 |
17,821.50 |
17,821.50 |
18,170.50 |
|
S3 |
17,509.75 |
17,712.75 |
18,142.00 |
|
S4 |
17,198.00 |
17,401.00 |
18,056.25 |
|
|
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 |
17,890.50 |
546.00 |
3.0% |
318.00 |
1.7% |
62% |
False |
False |
673,453 |
10 |
18,436.50 |
17,826.00 |
610.50 |
3.3% |
295.25 |
1.6% |
66% |
False |
False |
661,349 |
20 |
18,436.50 |
17,372.75 |
1,063.75 |
5.8% |
283.75 |
1.6% |
80% |
False |
False |
684,794 |
40 |
18,436.50 |
16,689.25 |
1,747.25 |
9.6% |
260.50 |
1.4% |
88% |
False |
False |
670,666 |
60 |
18,436.50 |
16,334.25 |
2,102.25 |
11.5% |
243.50 |
1.3% |
90% |
False |
False |
635,689 |
80 |
18,436.50 |
15,920.25 |
2,516.25 |
13.8% |
233.00 |
1.3% |
92% |
False |
False |
503,436 |
100 |
18,436.50 |
14,322.75 |
4,113.75 |
22.6% |
237.75 |
1.3% |
95% |
False |
False |
403,002 |
120 |
18,436.50 |
14,322.75 |
4,113.75 |
22.6% |
243.50 |
1.3% |
95% |
False |
False |
335,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,566.75 |
2.618 |
19,058.00 |
1.618 |
18,746.25 |
1.000 |
18,553.50 |
0.618 |
18,434.50 |
HIGH |
18,241.75 |
0.618 |
18,122.75 |
0.500 |
18,086.00 |
0.382 |
18,049.00 |
LOW |
17,930.00 |
0.618 |
17,737.25 |
1.000 |
17,618.25 |
1.618 |
17,425.50 |
2.618 |
17,113.75 |
4.250 |
16,605.00 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,180.50 |
18,206.25 |
PP |
18,133.25 |
18,185.00 |
S1 |
18,086.00 |
18,163.50 |
|