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 |
18,094.25 |
18,006.00 |
-88.25 |
-0.5% |
18,056.00 |
High |
18,177.75 |
18,074.75 |
-103.00 |
-0.6% |
18,256.50 |
Low |
17,915.50 |
17,831.75 |
-83.75 |
-0.5% |
17,831.75 |
Close |
18,024.50 |
17,854.75 |
-169.75 |
-0.9% |
17,854.75 |
Range |
262.25 |
243.00 |
-19.25 |
-7.3% |
424.75 |
ATR |
275.80 |
273.45 |
-2.34 |
-0.8% |
0.00 |
Volume |
110,277 |
9,843 |
-100,434 |
-91.1% |
1,053,625 |
|
Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,649.50 |
18,495.00 |
17,988.50 |
|
R3 |
18,406.50 |
18,252.00 |
17,921.50 |
|
R2 |
18,163.50 |
18,163.50 |
17,899.25 |
|
R1 |
18,009.00 |
18,009.00 |
17,877.00 |
17,964.75 |
PP |
17,920.50 |
17,920.50 |
17,920.50 |
17,898.25 |
S1 |
17,766.00 |
17,766.00 |
17,832.50 |
17,721.75 |
S2 |
17,677.50 |
17,677.50 |
17,810.25 |
|
S3 |
17,434.50 |
17,523.00 |
17,788.00 |
|
S4 |
17,191.50 |
17,280.00 |
17,721.00 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,255.25 |
18,979.75 |
18,088.25 |
|
R3 |
18,830.50 |
18,555.00 |
17,971.50 |
|
R2 |
18,405.75 |
18,405.75 |
17,932.50 |
|
R1 |
18,130.25 |
18,130.25 |
17,893.75 |
18,055.50 |
PP |
17,981.00 |
17,981.00 |
17,981.00 |
17,943.75 |
S1 |
17,705.50 |
17,705.50 |
17,815.75 |
17,631.00 |
S2 |
17,556.25 |
17,556.25 |
17,777.00 |
|
S3 |
17,131.50 |
17,280.75 |
17,738.00 |
|
S4 |
16,706.75 |
16,856.00 |
17,621.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,256.50 |
17,831.75 |
424.75 |
2.4% |
243.50 |
1.4% |
5% |
False |
True |
210,725 |
10 |
18,436.50 |
17,831.75 |
604.75 |
3.4% |
288.00 |
1.6% |
4% |
False |
True |
504,030 |
20 |
18,436.50 |
17,372.75 |
1,063.75 |
6.0% |
278.75 |
1.6% |
45% |
False |
False |
589,582 |
40 |
18,436.50 |
17,107.25 |
1,329.25 |
7.4% |
258.75 |
1.4% |
56% |
False |
False |
618,386 |
60 |
18,436.50 |
16,334.25 |
2,102.25 |
11.8% |
245.75 |
1.4% |
72% |
False |
False |
608,703 |
80 |
18,436.50 |
15,920.25 |
2,516.25 |
14.1% |
236.75 |
1.3% |
77% |
False |
False |
507,151 |
100 |
18,436.50 |
14,322.75 |
4,113.75 |
23.0% |
237.25 |
1.3% |
86% |
False |
False |
405,970 |
120 |
18,436.50 |
14,322.75 |
4,113.75 |
23.0% |
242.75 |
1.4% |
86% |
False |
False |
338,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,107.50 |
2.618 |
18,711.00 |
1.618 |
18,468.00 |
1.000 |
18,317.75 |
0.618 |
18,225.00 |
HIGH |
18,074.75 |
0.618 |
17,982.00 |
0.500 |
17,953.25 |
0.382 |
17,924.50 |
LOW |
17,831.75 |
0.618 |
17,681.50 |
1.000 |
17,588.75 |
1.618 |
17,438.50 |
2.618 |
17,195.50 |
4.250 |
16,799.00 |
|
|
Fisher Pivots for day following 15-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
17,953.25 |
18,044.00 |
PP |
17,920.50 |
17,981.00 |
S1 |
17,887.50 |
17,918.00 |
|