| 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 |
2,166.6 |
2,187.6 |
21.0 |
1.0% |
2,091.6 |
| High |
2,203.0 |
2,195.5 |
-7.5 |
-0.3% |
2,203.0 |
| Low |
2,161.2 |
2,180.9 |
19.7 |
0.9% |
2,088.1 |
| Close |
2,185.5 |
2,188.6 |
3.1 |
0.1% |
2,185.5 |
| Range |
41.8 |
14.6 |
-27.2 |
-65.1% |
114.9 |
| ATR |
25.8 |
25.0 |
-0.8 |
-3.1% |
0.0 |
| Volume |
389,682 |
242,418 |
-147,264 |
-37.8% |
1,588,641 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.1 |
2,225.0 |
2,196.6 |
|
| R3 |
2,217.5 |
2,210.4 |
2,192.6 |
|
| R2 |
2,202.9 |
2,202.9 |
2,191.3 |
|
| R1 |
2,195.8 |
2,195.8 |
2,189.9 |
2,199.4 |
| PP |
2,188.3 |
2,188.3 |
2,188.3 |
2,190.1 |
| S1 |
2,181.2 |
2,181.2 |
2,187.3 |
2,184.8 |
| S2 |
2,173.7 |
2,173.7 |
2,185.9 |
|
| S3 |
2,159.1 |
2,166.6 |
2,184.6 |
|
| S4 |
2,144.5 |
2,152.0 |
2,180.6 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.6 |
2,459.4 |
2,248.7 |
|
| R3 |
2,388.7 |
2,344.5 |
2,217.1 |
|
| R2 |
2,273.8 |
2,273.8 |
2,206.6 |
|
| R1 |
2,229.6 |
2,229.6 |
2,196.0 |
2,251.7 |
| PP |
2,158.9 |
2,158.9 |
2,158.9 |
2,169.9 |
| S1 |
2,114.7 |
2,114.7 |
2,175.0 |
2,136.8 |
| S2 |
2,044.0 |
2,044.0 |
2,164.4 |
|
| S3 |
1,929.1 |
1,999.8 |
2,153.9 |
|
| S4 |
1,814.2 |
1,884.9 |
2,122.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,203.0 |
2,118.5 |
84.5 |
3.9% |
27.5 |
1.3% |
83% |
False |
False |
300,561 |
| 10 |
2,203.0 |
2,033.4 |
169.6 |
7.7% |
27.7 |
1.3% |
92% |
False |
False |
267,458 |
| 20 |
2,203.0 |
1,996.4 |
206.6 |
9.4% |
23.8 |
1.1% |
93% |
False |
False |
219,020 |
| 40 |
2,203.0 |
1,996.4 |
206.6 |
9.4% |
23.5 |
1.1% |
93% |
False |
False |
167,066 |
| 60 |
2,203.0 |
1,996.4 |
206.6 |
9.4% |
24.0 |
1.1% |
93% |
False |
False |
117,684 |
| 80 |
2,203.0 |
1,983.0 |
220.0 |
10.1% |
25.1 |
1.1% |
93% |
False |
False |
89,934 |
| 100 |
2,203.0 |
1,965.0 |
238.0 |
10.9% |
24.7 |
1.1% |
94% |
False |
False |
72,545 |
| 120 |
2,203.0 |
1,861.7 |
341.3 |
15.6% |
23.9 |
1.1% |
96% |
False |
False |
60,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,257.6 |
|
2.618 |
2,233.7 |
|
1.618 |
2,219.1 |
|
1.000 |
2,210.1 |
|
0.618 |
2,204.5 |
|
HIGH |
2,195.5 |
|
0.618 |
2,189.9 |
|
0.500 |
2,188.2 |
|
0.382 |
2,186.5 |
|
LOW |
2,180.9 |
|
0.618 |
2,171.9 |
|
1.000 |
2,166.3 |
|
1.618 |
2,157.3 |
|
2.618 |
2,142.7 |
|
4.250 |
2,118.9 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,188.5 |
2,184.9 |
| PP |
2,188.3 |
2,181.1 |
| S1 |
2,188.2 |
2,177.4 |
|