| 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 |
18,010.50 |
18,218.00 |
207.50 |
1.2% |
18,336.00 |
| High |
18,241.75 |
18,256.50 |
14.75 |
0.1% |
18,436.50 |
| Low |
17,930.00 |
18,033.25 |
103.25 |
0.6% |
17,832.50 |
| Close |
18,227.75 |
18,078.50 |
-149.25 |
-0.8% |
18,046.75 |
| Range |
311.75 |
223.25 |
-88.50 |
-28.4% |
604.00 |
| ATR |
280.96 |
276.84 |
-4.12 |
-1.5% |
0.00 |
| Volume |
281,274 |
179,714 |
-101,560 |
-36.1% |
3,986,676 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,792.50 |
18,658.75 |
18,201.25 |
|
| R3 |
18,569.25 |
18,435.50 |
18,140.00 |
|
| R2 |
18,346.00 |
18,346.00 |
18,119.50 |
|
| R1 |
18,212.25 |
18,212.25 |
18,099.00 |
18,167.50 |
| PP |
18,122.75 |
18,122.75 |
18,122.75 |
18,100.50 |
| S1 |
17,989.00 |
17,989.00 |
18,058.00 |
17,944.25 |
| S2 |
17,899.50 |
17,899.50 |
18,037.50 |
|
| S3 |
17,676.25 |
17,765.75 |
18,017.00 |
|
| S4 |
17,453.00 |
17,542.50 |
17,955.75 |
|
|
| 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% |
316.25 |
1.7% |
34% |
False |
False |
548,170 |
| 10 |
18,436.50 |
17,826.00 |
610.50 |
3.4% |
300.25 |
1.7% |
41% |
False |
False |
623,948 |
| 20 |
18,436.50 |
17,372.75 |
1,063.75 |
5.9% |
273.75 |
1.5% |
66% |
False |
False |
650,869 |
| 40 |
18,436.50 |
16,689.25 |
1,747.25 |
9.7% |
260.75 |
1.4% |
80% |
False |
False |
654,758 |
| 60 |
18,436.50 |
16,334.25 |
2,102.25 |
11.6% |
243.00 |
1.3% |
83% |
False |
False |
625,568 |
| 80 |
18,436.50 |
15,920.25 |
2,516.25 |
13.9% |
233.00 |
1.3% |
86% |
False |
False |
505,666 |
| 100 |
18,436.50 |
14,322.75 |
4,113.75 |
22.8% |
237.50 |
1.3% |
91% |
False |
False |
404,792 |
| 120 |
18,436.50 |
14,322.75 |
4,113.75 |
22.8% |
242.75 |
1.3% |
91% |
False |
False |
337,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,205.25 |
|
2.618 |
18,841.00 |
|
1.618 |
18,617.75 |
|
1.000 |
18,479.75 |
|
0.618 |
18,394.50 |
|
HIGH |
18,256.50 |
|
0.618 |
18,171.25 |
|
0.500 |
18,145.00 |
|
0.382 |
18,118.50 |
|
LOW |
18,033.25 |
|
0.618 |
17,895.25 |
|
1.000 |
17,810.00 |
|
1.618 |
17,672.00 |
|
2.618 |
17,448.75 |
|
4.250 |
17,084.50 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,145.00 |
18,076.75 |
| PP |
18,122.75 |
18,075.25 |
| S1 |
18,100.50 |
18,073.50 |
|