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 |
7,694.5 |
7,646.5 |
-48.0 |
-0.6% |
7,667.5 |
High |
7,717.0 |
7,694.5 |
-22.5 |
-0.3% |
7,717.0 |
Low |
7,646.5 |
7,611.5 |
-35.0 |
-0.5% |
7,575.0 |
Close |
7,662.5 |
7,669.5 |
7.0 |
0.1% |
7,662.5 |
Range |
70.5 |
83.0 |
12.5 |
17.7% |
142.0 |
ATR |
67.2 |
68.4 |
1.1 |
1.7% |
0.0 |
Volume |
169,428 |
391,247 |
221,819 |
130.9% |
555,912 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,907.5 |
7,871.5 |
7,715.0 |
|
R3 |
7,824.5 |
7,788.5 |
7,692.5 |
|
R2 |
7,741.5 |
7,741.5 |
7,684.5 |
|
R1 |
7,705.5 |
7,705.5 |
7,677.0 |
7,723.5 |
PP |
7,658.5 |
7,658.5 |
7,658.5 |
7,667.5 |
S1 |
7,622.5 |
7,622.5 |
7,662.0 |
7,640.5 |
S2 |
7,575.5 |
7,575.5 |
7,654.5 |
|
S3 |
7,492.5 |
7,539.5 |
7,646.5 |
|
S4 |
7,409.5 |
7,456.5 |
7,624.0 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,077.5 |
8,012.0 |
7,740.5 |
|
R3 |
7,935.5 |
7,870.0 |
7,701.5 |
|
R2 |
7,793.5 |
7,793.5 |
7,688.5 |
|
R1 |
7,728.0 |
7,728.0 |
7,675.5 |
7,690.0 |
PP |
7,651.5 |
7,651.5 |
7,651.5 |
7,632.5 |
S1 |
7,586.0 |
7,586.0 |
7,649.5 |
7,548.0 |
S2 |
7,509.5 |
7,509.5 |
7,636.5 |
|
S3 |
7,367.5 |
7,444.0 |
7,623.5 |
|
S4 |
7,225.5 |
7,302.0 |
7,584.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,717.0 |
7,575.0 |
142.0 |
1.9% |
70.5 |
0.9% |
67% |
False |
False |
173,476 |
10 |
7,717.0 |
7,575.0 |
142.0 |
1.9% |
65.0 |
0.8% |
67% |
False |
False |
130,350 |
20 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
68.5 |
0.9% |
82% |
False |
False |
112,178 |
40 |
7,722.0 |
7,397.5 |
324.5 |
4.2% |
68.5 |
0.9% |
84% |
False |
False |
101,168 |
60 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
70.5 |
0.9% |
68% |
False |
False |
95,414 |
80 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
64.0 |
0.8% |
68% |
False |
False |
83,056 |
100 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
57.0 |
0.7% |
74% |
False |
False |
66,447 |
120 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
51.5 |
0.7% |
74% |
False |
False |
55,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,047.0 |
2.618 |
7,912.0 |
1.618 |
7,829.0 |
1.000 |
7,777.5 |
0.618 |
7,746.0 |
HIGH |
7,694.5 |
0.618 |
7,663.0 |
0.500 |
7,653.0 |
0.382 |
7,643.0 |
LOW |
7,611.5 |
0.618 |
7,560.0 |
1.000 |
7,528.5 |
1.618 |
7,477.0 |
2.618 |
7,394.0 |
4.250 |
7,259.0 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
7,664.0 |
7,668.0 |
PP |
7,658.5 |
7,666.0 |
S1 |
7,653.0 |
7,664.0 |
|