| 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 |
2,070.9 |
2,063.3 |
-7.6 |
-0.4% |
2,076.0 |
| High |
2,085.0 |
2,081.9 |
-3.1 |
-0.1% |
2,121.4 |
| Low |
2,048.7 |
2,059.2 |
10.5 |
0.5% |
2,048.4 |
| Close |
2,065.3 |
2,072.7 |
7.4 |
0.4% |
2,084.6 |
| Range |
36.3 |
22.7 |
-13.6 |
-37.5% |
73.0 |
| ATR |
36.9 |
35.9 |
-1.0 |
-2.7% |
0.0 |
| Volume |
181,371 |
88,162 |
-93,209 |
-51.4% |
1,035,274 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.4 |
2,128.7 |
2,085.2 |
|
| R3 |
2,116.7 |
2,106.0 |
2,078.9 |
|
| R2 |
2,094.0 |
2,094.0 |
2,076.9 |
|
| R1 |
2,083.3 |
2,083.3 |
2,074.8 |
2,088.7 |
| PP |
2,071.3 |
2,071.3 |
2,071.3 |
2,073.9 |
| S1 |
2,060.6 |
2,060.6 |
2,070.6 |
2,066.0 |
| S2 |
2,048.6 |
2,048.6 |
2,068.5 |
|
| S3 |
2,025.9 |
2,037.9 |
2,066.5 |
|
| S4 |
2,003.2 |
2,015.2 |
2,060.2 |
|
|
| 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 |
2,048.7 |
72.7 |
3.5% |
35.2 |
1.7% |
33% |
False |
False |
216,062 |
| 10 |
2,121.4 |
2,037.2 |
84.2 |
4.1% |
34.0 |
1.6% |
42% |
False |
False |
205,814 |
| 20 |
2,121.4 |
1,970.4 |
151.0 |
7.3% |
34.5 |
1.7% |
68% |
False |
False |
206,620 |
| 40 |
2,121.4 |
1,904.8 |
216.6 |
10.5% |
38.3 |
1.8% |
78% |
False |
False |
216,087 |
| 60 |
2,121.4 |
1,904.8 |
216.6 |
10.5% |
39.1 |
1.9% |
78% |
False |
False |
218,502 |
| 80 |
2,121.4 |
1,789.0 |
332.4 |
16.0% |
38.0 |
1.8% |
85% |
False |
False |
185,987 |
| 100 |
2,121.4 |
1,656.1 |
465.3 |
22.4% |
37.5 |
1.8% |
90% |
False |
False |
148,834 |
| 120 |
2,121.4 |
1,656.1 |
465.3 |
22.4% |
36.9 |
1.8% |
90% |
False |
False |
124,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.4 |
|
2.618 |
2,141.3 |
|
1.618 |
2,118.6 |
|
1.000 |
2,104.6 |
|
0.618 |
2,095.9 |
|
HIGH |
2,081.9 |
|
0.618 |
2,073.2 |
|
0.500 |
2,070.6 |
|
0.382 |
2,067.9 |
|
LOW |
2,059.2 |
|
0.618 |
2,045.2 |
|
1.000 |
2,036.5 |
|
1.618 |
2,022.5 |
|
2.618 |
1,999.8 |
|
4.250 |
1,962.7 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.0 |
2,071.4 |
| PP |
2,071.3 |
2,070.1 |
| S1 |
2,070.6 |
2,068.8 |
|