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 |
7,646.5 |
7,701.5 |
55.0 |
0.7% |
7,667.5 |
High |
7,694.5 |
7,765.0 |
70.5 |
0.9% |
7,717.0 |
Low |
7,611.5 |
7,698.0 |
86.5 |
1.1% |
7,575.0 |
Close |
7,669.5 |
7,749.5 |
80.0 |
1.0% |
7,662.5 |
Range |
83.0 |
67.0 |
-16.0 |
-19.3% |
142.0 |
ATR |
68.4 |
70.3 |
1.9 |
2.8% |
0.0 |
Volume |
391,247 |
397,549 |
6,302 |
1.6% |
555,912 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,938.5 |
7,911.0 |
7,786.5 |
|
R3 |
7,871.5 |
7,844.0 |
7,768.0 |
|
R2 |
7,804.5 |
7,804.5 |
7,762.0 |
|
R1 |
7,777.0 |
7,777.0 |
7,755.5 |
7,791.0 |
PP |
7,737.5 |
7,737.5 |
7,737.5 |
7,744.5 |
S1 |
7,710.0 |
7,710.0 |
7,743.5 |
7,724.0 |
S2 |
7,670.5 |
7,670.5 |
7,737.0 |
|
S3 |
7,603.5 |
7,643.0 |
7,731.0 |
|
S4 |
7,536.5 |
7,576.0 |
7,712.5 |
|
|
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 |
7,765.0 |
7,611.5 |
153.5 |
2.0% |
72.0 |
0.9% |
90% |
True |
False |
235,643 |
10 |
7,765.0 |
7,575.0 |
190.0 |
2.5% |
68.5 |
0.9% |
92% |
True |
False |
163,992 |
20 |
7,765.0 |
7,447.5 |
317.5 |
4.1% |
66.0 |
0.8% |
95% |
True |
False |
126,859 |
40 |
7,765.0 |
7,397.5 |
367.5 |
4.7% |
68.5 |
0.9% |
96% |
True |
False |
108,803 |
60 |
7,795.0 |
7,397.5 |
397.5 |
5.1% |
69.5 |
0.9% |
89% |
False |
False |
99,642 |
80 |
7,795.0 |
7,397.5 |
397.5 |
5.1% |
64.0 |
0.8% |
89% |
False |
False |
88,025 |
100 |
7,795.0 |
7,319.0 |
476.0 |
6.1% |
57.0 |
0.7% |
90% |
False |
False |
70,423 |
120 |
7,795.0 |
7,319.0 |
476.0 |
6.1% |
52.0 |
0.7% |
90% |
False |
False |
58,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,050.0 |
2.618 |
7,940.5 |
1.618 |
7,873.5 |
1.000 |
7,832.0 |
0.618 |
7,806.5 |
HIGH |
7,765.0 |
0.618 |
7,739.5 |
0.500 |
7,731.5 |
0.382 |
7,723.5 |
LOW |
7,698.0 |
0.618 |
7,656.5 |
1.000 |
7,631.0 |
1.618 |
7,589.5 |
2.618 |
7,522.5 |
4.250 |
7,413.0 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
7,743.5 |
7,729.0 |
PP |
7,737.5 |
7,708.5 |
S1 |
7,731.5 |
7,688.0 |
|