| 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 |
17,764.0 |
17,806.0 |
42.0 |
0.2% |
17,774.0 |
| High |
17,802.0 |
18,004.0 |
202.0 |
1.1% |
17,925.0 |
| Low |
17,672.0 |
17,755.0 |
83.0 |
0.5% |
17,636.0 |
| Close |
17,759.0 |
17,980.0 |
221.0 |
1.2% |
17,830.0 |
| Range |
130.0 |
249.0 |
119.0 |
91.5% |
289.0 |
| ATR |
152.5 |
159.4 |
6.9 |
4.5% |
0.0 |
| Volume |
66,292 |
86,211 |
19,919 |
30.0% |
237,529 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,660.0 |
18,569.0 |
18,117.0 |
|
| R3 |
18,411.0 |
18,320.0 |
18,048.5 |
|
| R2 |
18,162.0 |
18,162.0 |
18,025.7 |
|
| R1 |
18,071.0 |
18,071.0 |
18,002.8 |
18,116.5 |
| PP |
17,913.0 |
17,913.0 |
17,913.0 |
17,935.8 |
| S1 |
17,822.0 |
17,822.0 |
17,957.2 |
17,867.5 |
| S2 |
17,664.0 |
17,664.0 |
17,934.4 |
|
| S3 |
17,415.0 |
17,573.0 |
17,911.5 |
|
| S4 |
17,166.0 |
17,324.0 |
17,843.1 |
|
|
| 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 |
18,004.0 |
17,636.0 |
368.0 |
2.0% |
178.2 |
1.0% |
93% |
True |
False |
62,193 |
| 10 |
18,004.0 |
17,591.0 |
413.0 |
2.3% |
147.1 |
0.8% |
94% |
True |
False |
53,857 |
| 20 |
18,004.0 |
16,847.0 |
1,157.0 |
6.4% |
148.6 |
0.8% |
98% |
True |
False |
50,874 |
| 40 |
18,004.0 |
16,464.0 |
1,540.0 |
8.6% |
148.0 |
0.8% |
98% |
True |
False |
51,350 |
| 60 |
18,004.0 |
16,464.0 |
1,540.0 |
8.6% |
160.2 |
0.9% |
98% |
True |
False |
51,147 |
| 80 |
18,004.0 |
15,587.0 |
2,417.0 |
13.4% |
146.9 |
0.8% |
99% |
True |
False |
39,407 |
| 100 |
18,004.0 |
14,836.0 |
3,168.0 |
17.6% |
138.6 |
0.8% |
99% |
True |
False |
31,530 |
| 120 |
18,004.0 |
14,836.0 |
3,168.0 |
17.6% |
131.9 |
0.7% |
99% |
True |
False |
26,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,062.3 |
|
2.618 |
18,655.9 |
|
1.618 |
18,406.9 |
|
1.000 |
18,253.0 |
|
0.618 |
18,157.9 |
|
HIGH |
18,004.0 |
|
0.618 |
17,908.9 |
|
0.500 |
17,879.5 |
|
0.382 |
17,850.1 |
|
LOW |
17,755.0 |
|
0.618 |
17,601.1 |
|
1.000 |
17,506.0 |
|
1.618 |
17,352.1 |
|
2.618 |
17,103.1 |
|
4.250 |
16,696.8 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,946.5 |
17,932.7 |
| PP |
17,913.0 |
17,885.3 |
| S1 |
17,879.5 |
17,838.0 |
|