Trading Metrics calculated at close of trading on 27-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
70,095 |
69,915 |
-180 |
-0.3% |
68,480 |
High |
71,595 |
71,765 |
170 |
0.2% |
69,275 |
Low |
69,330 |
68,305 |
-1,025 |
-1.5% |
61,005 |
Close |
69,440 |
68,635 |
-805 |
-1.2% |
63,975 |
Range |
2,265 |
3,460 |
1,195 |
52.8% |
8,270 |
ATR |
4,311 |
4,251 |
-61 |
-1.4% |
0 |
Volume |
13,919 |
10,711 |
-3,208 |
-23.0% |
60,728 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79,948 |
77,752 |
70,538 |
|
R3 |
76,488 |
74,292 |
69,587 |
|
R2 |
73,028 |
73,028 |
69,269 |
|
R1 |
70,832 |
70,832 |
68,952 |
70,200 |
PP |
69,568 |
69,568 |
69,568 |
69,253 |
S1 |
67,372 |
67,372 |
68,318 |
66,740 |
S2 |
66,108 |
66,108 |
68,001 |
|
S3 |
62,648 |
63,912 |
67,684 |
|
S4 |
59,188 |
60,452 |
66,732 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89,562 |
85,038 |
68,524 |
|
R3 |
81,292 |
76,768 |
66,249 |
|
R2 |
73,022 |
73,022 |
65,491 |
|
R1 |
68,498 |
68,498 |
64,733 |
66,625 |
PP |
64,752 |
64,752 |
64,752 |
63,815 |
S1 |
60,228 |
60,228 |
63,217 |
58,355 |
S2 |
56,482 |
56,482 |
62,459 |
|
S3 |
48,212 |
51,958 |
61,701 |
|
S4 |
39,942 |
43,688 |
59,427 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71,765 |
62,655 |
9,110 |
13.3% |
3,731 |
5.4% |
66% |
True |
False |
13,281 |
10 |
74,415 |
61,005 |
13,410 |
19.5% |
4,637 |
6.8% |
57% |
False |
False |
13,133 |
20 |
74,415 |
60,120 |
14,295 |
20.8% |
4,689 |
6.8% |
60% |
False |
False |
13,273 |
40 |
74,415 |
42,480 |
31,935 |
46.5% |
3,455 |
5.0% |
82% |
False |
False |
9,256 |
60 |
74,415 |
39,255 |
35,160 |
51.2% |
3,078 |
4.5% |
84% |
False |
False |
6,469 |
80 |
74,415 |
39,085 |
35,330 |
51.5% |
2,696 |
3.9% |
84% |
False |
False |
4,885 |
100 |
74,415 |
35,740 |
38,675 |
56.3% |
2,381 |
3.5% |
85% |
False |
False |
3,910 |
120 |
74,415 |
27,480 |
46,935 |
68.4% |
2,121 |
3.1% |
88% |
False |
False |
3,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86,470 |
2.618 |
80,823 |
1.618 |
77,363 |
1.000 |
75,225 |
0.618 |
73,903 |
HIGH |
71,765 |
0.618 |
70,443 |
0.500 |
70,035 |
0.382 |
69,627 |
LOW |
68,305 |
0.618 |
66,167 |
1.000 |
64,845 |
1.618 |
62,707 |
2.618 |
59,247 |
4.250 |
53,600 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
70,035 |
69,078 |
PP |
69,568 |
68,930 |
S1 |
69,102 |
68,783 |
|