| 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 |
2,088.5 |
2,085.3 |
-3.2 |
-0.2% |
2,076.0 |
| High |
2,121.4 |
2,088.8 |
-32.6 |
-1.5% |
2,121.4 |
| Low |
2,070.7 |
2,064.0 |
-6.7 |
-0.3% |
2,048.4 |
| Close |
2,084.6 |
2,068.6 |
-16.0 |
-0.8% |
2,084.6 |
| Range |
50.7 |
24.8 |
-25.9 |
-51.1% |
73.0 |
| ATR |
37.9 |
36.9 |
-0.9 |
-2.5% |
0.0 |
| Volume |
302,883 |
320,334 |
17,451 |
5.8% |
1,035,274 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.2 |
2,133.2 |
2,082.2 |
|
| R3 |
2,123.4 |
2,108.4 |
2,075.4 |
|
| R2 |
2,098.6 |
2,098.6 |
2,073.1 |
|
| R1 |
2,083.6 |
2,083.6 |
2,070.9 |
2,078.7 |
| PP |
2,073.8 |
2,073.8 |
2,073.8 |
2,071.4 |
| S1 |
2,058.8 |
2,058.8 |
2,066.3 |
2,053.9 |
| S2 |
2,049.0 |
2,049.0 |
2,064.1 |
|
| S3 |
2,024.2 |
2,034.0 |
2,061.8 |
|
| S4 |
1,999.4 |
2,009.2 |
2,055.0 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.8 |
2,267.2 |
2,124.8 |
|
| R3 |
2,230.8 |
2,194.2 |
2,104.7 |
|
| R2 |
2,157.8 |
2,157.8 |
2,098.0 |
|
| R1 |
2,121.2 |
2,121.2 |
2,091.3 |
2,139.5 |
| PP |
2,084.8 |
2,084.8 |
2,084.8 |
2,094.0 |
| S1 |
2,048.2 |
2,048.2 |
2,077.9 |
2,066.5 |
| S2 |
2,011.8 |
2,011.8 |
2,071.2 |
|
| S3 |
1,938.8 |
1,975.2 |
2,064.5 |
|
| S4 |
1,865.8 |
1,902.2 |
2,044.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,121.4 |
2,048.4 |
73.0 |
3.5% |
34.7 |
1.7% |
28% |
False |
False |
235,877 |
| 10 |
2,121.4 |
2,027.1 |
94.3 |
4.6% |
33.8 |
1.6% |
44% |
False |
False |
210,877 |
| 20 |
2,121.4 |
1,953.7 |
167.7 |
8.1% |
39.0 |
1.9% |
69% |
False |
False |
226,680 |
| 40 |
2,121.4 |
1,904.8 |
216.6 |
10.5% |
38.9 |
1.9% |
76% |
False |
False |
220,487 |
| 60 |
2,121.4 |
1,890.0 |
231.4 |
11.2% |
40.6 |
2.0% |
77% |
False |
False |
227,875 |
| 80 |
2,121.4 |
1,726.2 |
395.2 |
19.1% |
39.0 |
1.9% |
87% |
False |
False |
182,627 |
| 100 |
2,121.4 |
1,656.1 |
465.3 |
22.5% |
37.8 |
1.8% |
89% |
False |
False |
146,141 |
| 120 |
2,121.4 |
1,656.1 |
465.3 |
22.5% |
36.9 |
1.8% |
89% |
False |
False |
121,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.2 |
|
2.618 |
2,153.7 |
|
1.618 |
2,128.9 |
|
1.000 |
2,113.6 |
|
0.618 |
2,104.1 |
|
HIGH |
2,088.8 |
|
0.618 |
2,079.3 |
|
0.500 |
2,076.4 |
|
0.382 |
2,073.5 |
|
LOW |
2,064.0 |
|
0.618 |
2,048.7 |
|
1.000 |
2,039.2 |
|
1.618 |
2,023.9 |
|
2.618 |
1,999.1 |
|
4.250 |
1,958.6 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.4 |
2,089.4 |
| PP |
2,073.8 |
2,082.4 |
| S1 |
2,071.2 |
2,075.5 |
|