| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,166.2 |
2,159.9 |
-6.3 |
-0.3% |
2,187.6 |
| High |
2,176.9 |
2,167.2 |
-9.7 |
-0.4% |
2,195.5 |
| Low |
2,158.7 |
2,149.2 |
-9.5 |
-0.4% |
2,156.2 |
| Close |
2,161.5 |
2,164.3 |
2.8 |
0.1% |
2,161.5 |
| Range |
18.2 |
18.0 |
-0.2 |
-1.1% |
39.3 |
| ATR |
25.0 |
24.5 |
-0.5 |
-2.0% |
0.0 |
| Volume |
187,847 |
211,858 |
24,011 |
12.8% |
1,186,017 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.2 |
2,207.3 |
2,174.2 |
|
| R3 |
2,196.2 |
2,189.3 |
2,169.3 |
|
| R2 |
2,178.2 |
2,178.2 |
2,167.6 |
|
| R1 |
2,171.3 |
2,171.3 |
2,166.0 |
2,174.8 |
| PP |
2,160.2 |
2,160.2 |
2,160.2 |
2,162.0 |
| S1 |
2,153.3 |
2,153.3 |
2,162.7 |
2,156.8 |
| S2 |
2,142.2 |
2,142.2 |
2,161.0 |
|
| S3 |
2,124.2 |
2,135.3 |
2,159.4 |
|
| S4 |
2,106.2 |
2,117.3 |
2,154.4 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,289.0 |
2,264.5 |
2,183.1 |
|
| R3 |
2,249.7 |
2,225.2 |
2,172.3 |
|
| R2 |
2,210.4 |
2,210.4 |
2,168.7 |
|
| R1 |
2,185.9 |
2,185.9 |
2,165.1 |
2,178.5 |
| PP |
2,171.1 |
2,171.1 |
2,171.1 |
2,167.4 |
| S1 |
2,146.6 |
2,146.6 |
2,157.9 |
2,139.2 |
| S2 |
2,131.8 |
2,131.8 |
2,154.3 |
|
| S3 |
2,092.5 |
2,107.3 |
2,150.7 |
|
| S4 |
2,053.2 |
2,068.0 |
2,139.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,190.8 |
2,149.2 |
41.6 |
1.9% |
23.9 |
1.1% |
36% |
False |
True |
231,091 |
| 10 |
2,203.0 |
2,118.5 |
84.5 |
3.9% |
25.7 |
1.2% |
54% |
False |
False |
265,826 |
| 20 |
2,203.0 |
2,023.9 |
179.1 |
8.3% |
24.2 |
1.1% |
78% |
False |
False |
232,103 |
| 40 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
23.0 |
1.1% |
81% |
False |
False |
191,740 |
| 60 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
23.5 |
1.1% |
81% |
False |
False |
136,241 |
| 80 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
25.2 |
1.2% |
81% |
False |
False |
104,176 |
| 100 |
2,203.0 |
1,975.1 |
227.9 |
10.5% |
24.6 |
1.1% |
83% |
False |
False |
84,000 |
| 120 |
2,203.0 |
1,861.7 |
341.3 |
15.8% |
24.4 |
1.1% |
89% |
False |
False |
70,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,243.7 |
|
2.618 |
2,214.3 |
|
1.618 |
2,196.3 |
|
1.000 |
2,185.2 |
|
0.618 |
2,178.3 |
|
HIGH |
2,167.2 |
|
0.618 |
2,160.3 |
|
0.500 |
2,158.2 |
|
0.382 |
2,156.1 |
|
LOW |
2,149.2 |
|
0.618 |
2,138.1 |
|
1.000 |
2,131.2 |
|
1.618 |
2,120.1 |
|
2.618 |
2,102.1 |
|
4.250 |
2,072.7 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,162.3 |
2,165.3 |
| PP |
2,160.2 |
2,164.9 |
| S1 |
2,158.2 |
2,164.6 |
|