| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,164.0 |
2,161.4 |
-2.6 |
-0.1% |
2,187.6 |
| High |
2,166.3 |
2,192.2 |
25.9 |
1.2% |
2,195.5 |
| Low |
2,150.2 |
2,152.3 |
2.1 |
0.1% |
2,156.2 |
| Close |
2,159.7 |
2,161.0 |
1.3 |
0.1% |
2,161.5 |
| Range |
16.1 |
39.9 |
23.8 |
147.8% |
39.3 |
| ATR |
23.9 |
25.0 |
1.1 |
4.8% |
0.0 |
| Volume |
178,162 |
233,572 |
55,410 |
31.1% |
1,186,017 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,288.2 |
2,264.5 |
2,182.9 |
|
| R3 |
2,248.3 |
2,224.6 |
2,172.0 |
|
| R2 |
2,208.4 |
2,208.4 |
2,168.3 |
|
| R1 |
2,184.7 |
2,184.7 |
2,164.7 |
2,176.6 |
| PP |
2,168.5 |
2,168.5 |
2,168.5 |
2,164.5 |
| S1 |
2,144.8 |
2,144.8 |
2,157.3 |
2,136.7 |
| S2 |
2,128.6 |
2,128.6 |
2,153.7 |
|
| S3 |
2,088.7 |
2,104.9 |
2,150.0 |
|
| S4 |
2,048.8 |
2,065.0 |
2,139.1 |
|
|
| 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 |
2,192.2 |
2,149.2 |
43.0 |
2.0% |
23.3 |
1.1% |
27% |
True |
False |
203,732 |
| 10 |
2,203.0 |
2,149.2 |
53.8 |
2.5% |
25.2 |
1.2% |
22% |
False |
False |
246,708 |
| 20 |
2,203.0 |
2,025.4 |
177.6 |
8.2% |
25.4 |
1.2% |
76% |
False |
False |
236,538 |
| 40 |
2,203.0 |
1,996.4 |
206.6 |
9.6% |
23.5 |
1.1% |
80% |
False |
False |
199,980 |
| 60 |
2,203.0 |
1,996.4 |
206.6 |
9.6% |
23.9 |
1.1% |
80% |
False |
False |
142,987 |
| 80 |
2,203.0 |
1,996.4 |
206.6 |
9.6% |
25.3 |
1.2% |
80% |
False |
False |
109,162 |
| 100 |
2,203.0 |
1,975.1 |
227.9 |
10.5% |
24.7 |
1.1% |
82% |
False |
False |
88,057 |
| 120 |
2,203.0 |
1,861.7 |
341.3 |
15.8% |
24.5 |
1.1% |
88% |
False |
False |
73,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,361.8 |
|
2.618 |
2,296.7 |
|
1.618 |
2,256.8 |
|
1.000 |
2,232.1 |
|
0.618 |
2,216.9 |
|
HIGH |
2,192.2 |
|
0.618 |
2,177.0 |
|
0.500 |
2,172.3 |
|
0.382 |
2,167.5 |
|
LOW |
2,152.3 |
|
0.618 |
2,127.6 |
|
1.000 |
2,112.4 |
|
1.618 |
2,087.7 |
|
2.618 |
2,047.8 |
|
4.250 |
1,982.7 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,172.3 |
2,170.7 |
| PP |
2,168.5 |
2,167.5 |
| S1 |
2,164.8 |
2,164.2 |
|