| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
7,701.5 |
7,750.0 |
48.5 |
0.6% |
7,667.5 |
| High |
7,765.0 |
7,785.0 |
20.0 |
0.3% |
7,717.0 |
| Low |
7,698.0 |
7,735.5 |
37.5 |
0.5% |
7,575.0 |
| Close |
7,749.5 |
7,772.0 |
22.5 |
0.3% |
7,662.5 |
| Range |
67.0 |
49.5 |
-17.5 |
-26.1% |
142.0 |
| ATR |
70.3 |
68.8 |
-1.5 |
-2.1% |
0.0 |
| Volume |
397,549 |
191,923 |
-205,626 |
-51.7% |
555,912 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,912.5 |
7,892.0 |
7,799.0 |
|
| R3 |
7,863.0 |
7,842.5 |
7,785.5 |
|
| R2 |
7,813.5 |
7,813.5 |
7,781.0 |
|
| R1 |
7,793.0 |
7,793.0 |
7,776.5 |
7,803.0 |
| PP |
7,764.0 |
7,764.0 |
7,764.0 |
7,769.5 |
| S1 |
7,743.5 |
7,743.5 |
7,767.5 |
7,754.0 |
| S2 |
7,714.5 |
7,714.5 |
7,763.0 |
|
| S3 |
7,665.0 |
7,694.0 |
7,758.5 |
|
| S4 |
7,615.5 |
7,644.5 |
7,745.0 |
|
|
| 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 |
7,785.0 |
7,611.5 |
173.5 |
2.2% |
68.5 |
0.9% |
93% |
True |
False |
254,061 |
| 10 |
7,785.0 |
7,575.0 |
210.0 |
2.7% |
65.0 |
0.8% |
94% |
True |
False |
174,758 |
| 20 |
7,785.0 |
7,538.0 |
247.0 |
3.2% |
63.0 |
0.8% |
95% |
True |
False |
131,013 |
| 40 |
7,785.0 |
7,421.0 |
364.0 |
4.7% |
66.5 |
0.9% |
96% |
True |
False |
110,053 |
| 60 |
7,795.0 |
7,397.5 |
397.5 |
5.1% |
68.0 |
0.9% |
94% |
False |
False |
100,428 |
| 80 |
7,795.0 |
7,397.5 |
397.5 |
5.1% |
64.0 |
0.8% |
94% |
False |
False |
90,424 |
| 100 |
7,795.0 |
7,319.0 |
476.0 |
6.1% |
56.5 |
0.7% |
95% |
False |
False |
72,342 |
| 120 |
7,795.0 |
7,319.0 |
476.0 |
6.1% |
52.0 |
0.7% |
95% |
False |
False |
60,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,995.5 |
|
2.618 |
7,914.5 |
|
1.618 |
7,865.0 |
|
1.000 |
7,834.5 |
|
0.618 |
7,815.5 |
|
HIGH |
7,785.0 |
|
0.618 |
7,766.0 |
|
0.500 |
7,760.0 |
|
0.382 |
7,754.5 |
|
LOW |
7,735.5 |
|
0.618 |
7,705.0 |
|
1.000 |
7,686.0 |
|
1.618 |
7,655.5 |
|
2.618 |
7,606.0 |
|
4.250 |
7,525.0 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,768.0 |
7,747.5 |
| PP |
7,764.0 |
7,723.0 |
| S1 |
7,760.0 |
7,698.0 |
|