| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,073.7 |
2,034.5 |
-39.2 |
-1.9% |
2,085.3 |
| High |
2,081.9 |
2,041.4 |
-40.5 |
-1.9% |
2,088.8 |
| Low |
2,016.2 |
2,019.1 |
2.9 |
0.1% |
2,016.2 |
| Close |
2,032.7 |
2,019.1 |
-13.7 |
-0.7% |
2,019.1 |
| Range |
65.7 |
22.4 |
-43.4 |
-66.0% |
72.6 |
| ATR |
38.0 |
36.9 |
-1.1 |
-2.9% |
0.0 |
| Volume |
52,568 |
1,251 |
-51,317 |
-97.6% |
643,686 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.6 |
2,078.7 |
2,031.3 |
|
| R3 |
2,071.2 |
2,056.3 |
2,025.2 |
|
| R2 |
2,048.9 |
2,048.9 |
2,023.1 |
|
| R1 |
2,034.0 |
2,034.0 |
2,021.1 |
2,030.2 |
| PP |
2,026.5 |
2,026.5 |
2,026.5 |
2,024.6 |
| S1 |
2,011.6 |
2,011.6 |
2,017.0 |
2,007.9 |
| S2 |
2,004.2 |
2,004.2 |
2,015.0 |
|
| S3 |
1,981.8 |
1,989.3 |
2,012.9 |
|
| S4 |
1,959.5 |
1,966.9 |
2,006.8 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.2 |
2,211.7 |
2,059.0 |
|
| R3 |
2,186.6 |
2,139.1 |
2,039.0 |
|
| R2 |
2,114.0 |
2,114.0 |
2,032.4 |
|
| R1 |
2,066.5 |
2,066.5 |
2,025.7 |
2,053.9 |
| PP |
2,041.4 |
2,041.4 |
2,041.4 |
2,035.1 |
| S1 |
1,993.9 |
1,993.9 |
2,012.4 |
1,981.3 |
| S2 |
1,968.8 |
1,968.8 |
2,005.7 |
|
| S3 |
1,896.2 |
1,921.3 |
1,999.1 |
|
| S4 |
1,823.6 |
1,848.7 |
1,979.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,088.8 |
2,016.2 |
72.6 |
3.6% |
34.4 |
1.7% |
4% |
False |
False |
128,737 |
| 10 |
2,121.4 |
2,016.2 |
105.2 |
5.2% |
34.4 |
1.7% |
3% |
False |
False |
167,896 |
| 20 |
2,121.4 |
1,985.0 |
136.4 |
6.8% |
33.6 |
1.7% |
25% |
False |
False |
182,331 |
| 40 |
2,121.4 |
1,921.3 |
200.1 |
9.9% |
38.8 |
1.9% |
49% |
False |
False |
206,751 |
| 60 |
2,121.4 |
1,904.8 |
216.6 |
10.7% |
39.3 |
1.9% |
53% |
False |
False |
209,759 |
| 80 |
2,121.4 |
1,804.7 |
316.7 |
15.7% |
38.2 |
1.9% |
68% |
False |
False |
186,652 |
| 100 |
2,121.4 |
1,656.1 |
465.3 |
23.0% |
37.7 |
1.9% |
78% |
False |
False |
149,369 |
| 120 |
2,121.4 |
1,656.1 |
465.3 |
23.0% |
37.2 |
1.8% |
78% |
False |
False |
124,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.4 |
|
2.618 |
2,099.9 |
|
1.618 |
2,077.6 |
|
1.000 |
2,063.8 |
|
0.618 |
2,055.2 |
|
HIGH |
2,041.4 |
|
0.618 |
2,032.9 |
|
0.500 |
2,030.2 |
|
0.382 |
2,027.6 |
|
LOW |
2,019.1 |
|
0.618 |
2,005.2 |
|
1.000 |
1,996.7 |
|
1.618 |
1,982.9 |
|
2.618 |
1,960.5 |
|
4.250 |
1,924.1 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,030.2 |
2,049.1 |
| PP |
2,026.5 |
2,039.1 |
| S1 |
2,022.8 |
2,029.1 |
|