| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,063.3 |
2,073.7 |
10.4 |
0.5% |
2,076.0 |
| High |
2,081.9 |
2,081.9 |
0.0 |
0.0% |
2,121.4 |
| Low |
2,059.2 |
2,016.2 |
-43.0 |
-2.1% |
2,048.4 |
| Close |
2,072.7 |
2,032.7 |
-40.0 |
-1.9% |
2,084.6 |
| Range |
22.7 |
65.7 |
43.0 |
189.4% |
73.0 |
| ATR |
35.9 |
38.0 |
2.1 |
5.9% |
0.0 |
| Volume |
88,162 |
52,568 |
-35,594 |
-40.4% |
1,035,274 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.7 |
2,202.4 |
2,068.8 |
|
| R3 |
2,175.0 |
2,136.7 |
2,050.8 |
|
| R2 |
2,109.3 |
2,109.3 |
2,044.7 |
|
| R1 |
2,071.0 |
2,071.0 |
2,038.7 |
2,057.3 |
| PP |
2,043.6 |
2,043.6 |
2,043.6 |
2,036.8 |
| S1 |
2,005.3 |
2,005.3 |
2,026.7 |
1,991.6 |
| S2 |
1,977.9 |
1,977.9 |
2,020.7 |
|
| S3 |
1,912.2 |
1,939.6 |
2,014.6 |
|
| S4 |
1,846.5 |
1,873.9 |
1,996.6 |
|
|
| 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 |
2,016.2 |
105.2 |
5.2% |
40.0 |
2.0% |
16% |
False |
True |
189,063 |
| 10 |
2,121.4 |
2,016.2 |
105.2 |
5.2% |
35.9 |
1.8% |
16% |
False |
True |
186,348 |
| 20 |
2,121.4 |
1,985.0 |
136.4 |
6.7% |
35.2 |
1.7% |
35% |
False |
False |
196,265 |
| 40 |
2,121.4 |
1,911.2 |
210.2 |
10.3% |
39.0 |
1.9% |
58% |
False |
False |
212,151 |
| 60 |
2,121.4 |
1,904.8 |
216.6 |
10.7% |
39.3 |
1.9% |
59% |
False |
False |
213,111 |
| 80 |
2,121.4 |
1,799.2 |
322.2 |
15.9% |
38.3 |
1.9% |
72% |
False |
False |
186,640 |
| 100 |
2,121.4 |
1,656.1 |
465.3 |
22.9% |
37.7 |
1.9% |
81% |
False |
False |
149,358 |
| 120 |
2,121.4 |
1,656.1 |
465.3 |
22.9% |
37.2 |
1.8% |
81% |
False |
False |
124,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,361.1 |
|
2.618 |
2,253.9 |
|
1.618 |
2,188.2 |
|
1.000 |
2,147.6 |
|
0.618 |
2,122.5 |
|
HIGH |
2,081.9 |
|
0.618 |
2,056.8 |
|
0.500 |
2,049.1 |
|
0.382 |
2,041.3 |
|
LOW |
2,016.2 |
|
0.618 |
1,975.6 |
|
1.000 |
1,950.5 |
|
1.618 |
1,909.9 |
|
2.618 |
1,844.2 |
|
4.250 |
1,737.0 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.1 |
2,050.6 |
| PP |
2,043.6 |
2,044.6 |
| S1 |
2,038.2 |
2,038.7 |
|