| 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 |
2,189.1 |
2,163.6 |
-25.5 |
-1.2% |
2,091.6 |
| High |
2,190.8 |
2,185.6 |
-5.2 |
-0.2% |
2,203.0 |
| Low |
2,156.2 |
2,161.3 |
5.1 |
0.2% |
2,088.1 |
| Close |
2,166.1 |
2,180.8 |
14.7 |
0.7% |
2,185.5 |
| Range |
34.6 |
24.3 |
-10.3 |
-29.8% |
114.9 |
| ATR |
25.7 |
25.6 |
-0.1 |
-0.4% |
0.0 |
| Volume |
316,254 |
232,273 |
-83,981 |
-26.6% |
1,588,641 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,248.8 |
2,239.1 |
2,194.2 |
|
| R3 |
2,224.5 |
2,214.8 |
2,187.5 |
|
| R2 |
2,200.2 |
2,200.2 |
2,185.3 |
|
| R1 |
2,190.5 |
2,190.5 |
2,183.0 |
2,195.4 |
| PP |
2,175.9 |
2,175.9 |
2,175.9 |
2,178.3 |
| S1 |
2,166.2 |
2,166.2 |
2,178.6 |
2,171.1 |
| S2 |
2,151.6 |
2,151.6 |
2,176.3 |
|
| S3 |
2,127.3 |
2,141.9 |
2,174.1 |
|
| S4 |
2,103.0 |
2,117.6 |
2,167.4 |
|
|
| 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 |
2,151.7 |
51.3 |
2.4% |
27.2 |
1.2% |
57% |
False |
False |
289,684 |
| 10 |
2,203.0 |
2,036.0 |
167.0 |
7.7% |
31.0 |
1.4% |
87% |
False |
False |
293,725 |
| 20 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
23.7 |
1.1% |
89% |
False |
False |
229,767 |
| 40 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
23.2 |
1.1% |
89% |
False |
False |
178,643 |
| 60 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
23.7 |
1.1% |
89% |
False |
False |
126,505 |
| 80 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
25.3 |
1.2% |
89% |
False |
False |
96,728 |
| 100 |
2,203.0 |
1,975.1 |
227.9 |
10.5% |
24.7 |
1.1% |
90% |
False |
False |
77,998 |
| 120 |
2,203.0 |
1,861.7 |
341.3 |
15.7% |
24.2 |
1.1% |
93% |
False |
False |
65,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,288.9 |
|
2.618 |
2,249.2 |
|
1.618 |
2,224.9 |
|
1.000 |
2,209.9 |
|
0.618 |
2,200.6 |
|
HIGH |
2,185.6 |
|
0.618 |
2,176.3 |
|
0.500 |
2,173.5 |
|
0.382 |
2,170.6 |
|
LOW |
2,161.3 |
|
0.618 |
2,146.3 |
|
1.000 |
2,137.0 |
|
1.618 |
2,122.0 |
|
2.618 |
2,097.7 |
|
4.250 |
2,058.0 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,178.4 |
2,179.2 |
| PP |
2,175.9 |
2,177.5 |
| S1 |
2,173.5 |
2,175.9 |
|