| 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 |
17,882.0 |
17,764.0 |
-118.0 |
-0.7% |
17,774.0 |
| High |
17,925.0 |
17,802.0 |
-123.0 |
-0.7% |
17,925.0 |
| Low |
17,756.0 |
17,672.0 |
-84.0 |
-0.5% |
17,636.0 |
| Close |
17,830.0 |
17,759.0 |
-71.0 |
-0.4% |
17,830.0 |
| Range |
169.0 |
130.0 |
-39.0 |
-23.1% |
289.0 |
| ATR |
152.1 |
152.5 |
0.4 |
0.3% |
0.0 |
| Volume |
52,638 |
66,292 |
13,654 |
25.9% |
237,529 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,134.3 |
18,076.7 |
17,830.5 |
|
| R3 |
18,004.3 |
17,946.7 |
17,794.8 |
|
| R2 |
17,874.3 |
17,874.3 |
17,782.8 |
|
| R1 |
17,816.7 |
17,816.7 |
17,770.9 |
17,780.5 |
| PP |
17,744.3 |
17,744.3 |
17,744.3 |
17,726.3 |
| S1 |
17,686.7 |
17,686.7 |
17,747.1 |
17,650.5 |
| S2 |
17,614.3 |
17,614.3 |
17,735.2 |
|
| S3 |
17,484.3 |
17,556.7 |
17,723.3 |
|
| S4 |
17,354.3 |
17,426.7 |
17,687.5 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,664.0 |
18,536.0 |
17,989.0 |
|
| R3 |
18,375.0 |
18,247.0 |
17,909.5 |
|
| R2 |
18,086.0 |
18,086.0 |
17,883.0 |
|
| R1 |
17,958.0 |
17,958.0 |
17,856.5 |
18,022.0 |
| PP |
17,797.0 |
17,797.0 |
17,797.0 |
17,829.0 |
| S1 |
17,669.0 |
17,669.0 |
17,803.5 |
17,733.0 |
| S2 |
17,508.0 |
17,508.0 |
17,777.0 |
|
| S3 |
17,219.0 |
17,380.0 |
17,750.5 |
|
| S4 |
16,930.0 |
17,091.0 |
17,671.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,925.0 |
17,636.0 |
289.0 |
1.6% |
153.2 |
0.9% |
43% |
False |
False |
53,691 |
| 10 |
17,925.0 |
17,420.0 |
505.0 |
2.8% |
142.9 |
0.8% |
67% |
False |
False |
49,766 |
| 20 |
17,925.0 |
16,847.0 |
1,078.0 |
6.1% |
141.0 |
0.8% |
85% |
False |
False |
48,508 |
| 40 |
17,925.0 |
16,464.0 |
1,461.0 |
8.2% |
145.4 |
0.8% |
89% |
False |
False |
50,569 |
| 60 |
17,925.0 |
16,464.0 |
1,461.0 |
8.2% |
157.8 |
0.9% |
89% |
False |
False |
50,339 |
| 80 |
17,925.0 |
15,477.0 |
2,448.0 |
13.8% |
145.0 |
0.8% |
93% |
False |
False |
38,330 |
| 100 |
17,925.0 |
14,836.0 |
3,089.0 |
17.4% |
136.9 |
0.8% |
95% |
False |
False |
30,668 |
| 120 |
17,925.0 |
14,836.0 |
3,089.0 |
17.4% |
131.2 |
0.7% |
95% |
False |
False |
25,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,354.5 |
|
2.618 |
18,142.3 |
|
1.618 |
18,012.3 |
|
1.000 |
17,932.0 |
|
0.618 |
17,882.3 |
|
HIGH |
17,802.0 |
|
0.618 |
17,752.3 |
|
0.500 |
17,737.0 |
|
0.382 |
17,721.7 |
|
LOW |
17,672.0 |
|
0.618 |
17,591.7 |
|
1.000 |
17,542.0 |
|
1.618 |
17,461.7 |
|
2.618 |
17,331.7 |
|
4.250 |
17,119.5 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,751.7 |
17,780.5 |
| PP |
17,744.3 |
17,773.3 |
| S1 |
17,737.0 |
17,766.2 |
|