| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
18,000.0 |
17,977.0 |
-23.0 |
-0.1% |
17,774.0 |
| High |
18,024.0 |
18,040.0 |
16.0 |
0.1% |
17,925.0 |
| Low |
17,946.0 |
17,871.0 |
-75.0 |
-0.4% |
17,636.0 |
| Close |
17,970.0 |
17,940.0 |
-30.0 |
-0.2% |
17,830.0 |
| Range |
78.0 |
169.0 |
91.0 |
116.7% |
289.0 |
| ATR |
153.6 |
154.7 |
1.1 |
0.7% |
0.0 |
| Volume |
61,751 |
42,754 |
-18,997 |
-30.8% |
237,529 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,457.3 |
18,367.7 |
18,033.0 |
|
| R3 |
18,288.3 |
18,198.7 |
17,986.5 |
|
| R2 |
18,119.3 |
18,119.3 |
17,971.0 |
|
| R1 |
18,029.7 |
18,029.7 |
17,955.5 |
17,990.0 |
| PP |
17,950.3 |
17,950.3 |
17,950.3 |
17,930.5 |
| S1 |
17,860.7 |
17,860.7 |
17,924.5 |
17,821.0 |
| S2 |
17,781.3 |
17,781.3 |
17,909.0 |
|
| S3 |
17,612.3 |
17,691.7 |
17,893.5 |
|
| S4 |
17,443.3 |
17,522.7 |
17,847.1 |
|
|
| 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 |
18,040.0 |
17,672.0 |
368.0 |
2.1% |
159.0 |
0.9% |
73% |
True |
False |
61,929 |
| 10 |
18,040.0 |
17,636.0 |
404.0 |
2.3% |
147.4 |
0.8% |
75% |
True |
False |
54,791 |
| 20 |
18,040.0 |
17,024.0 |
1,016.0 |
5.7% |
141.2 |
0.8% |
90% |
True |
False |
50,905 |
| 40 |
18,040.0 |
16,523.0 |
1,517.0 |
8.5% |
145.6 |
0.8% |
93% |
True |
False |
51,108 |
| 60 |
18,040.0 |
16,464.0 |
1,576.0 |
8.8% |
155.9 |
0.9% |
94% |
True |
False |
50,962 |
| 80 |
18,040.0 |
15,993.0 |
2,047.0 |
11.4% |
145.0 |
0.8% |
95% |
True |
False |
40,712 |
| 100 |
18,040.0 |
14,836.0 |
3,204.0 |
17.9% |
139.5 |
0.8% |
97% |
True |
False |
32,575 |
| 120 |
18,040.0 |
14,836.0 |
3,204.0 |
17.9% |
133.2 |
0.7% |
97% |
True |
False |
27,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,758.3 |
|
2.618 |
18,482.4 |
|
1.618 |
18,313.4 |
|
1.000 |
18,209.0 |
|
0.618 |
18,144.4 |
|
HIGH |
18,040.0 |
|
0.618 |
17,975.4 |
|
0.500 |
17,955.5 |
|
0.382 |
17,935.6 |
|
LOW |
17,871.0 |
|
0.618 |
17,766.6 |
|
1.000 |
17,702.0 |
|
1.618 |
17,597.6 |
|
2.618 |
17,428.6 |
|
4.250 |
17,152.8 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,955.5 |
17,925.8 |
| PP |
17,950.3 |
17,911.7 |
| S1 |
17,945.2 |
17,897.5 |
|