| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,161.4 |
2,190.2 |
28.8 |
1.3% |
2,187.6 |
| High |
2,192.2 |
2,225.3 |
33.1 |
1.5% |
2,195.5 |
| Low |
2,152.3 |
2,168.2 |
15.9 |
0.7% |
2,156.2 |
| Close |
2,161.0 |
2,184.7 |
23.7 |
1.1% |
2,161.5 |
| Range |
39.9 |
57.1 |
17.2 |
43.1% |
39.3 |
| ATR |
25.0 |
27.8 |
2.8 |
11.2% |
0.0 |
| Volume |
233,572 |
391,750 |
158,178 |
67.7% |
1,186,017 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,364.0 |
2,331.5 |
2,216.1 |
|
| R3 |
2,306.9 |
2,274.4 |
2,200.4 |
|
| R2 |
2,249.8 |
2,249.8 |
2,195.2 |
|
| R1 |
2,217.3 |
2,217.3 |
2,189.9 |
2,205.0 |
| PP |
2,192.7 |
2,192.7 |
2,192.7 |
2,186.6 |
| S1 |
2,160.2 |
2,160.2 |
2,179.5 |
2,147.9 |
| S2 |
2,135.6 |
2,135.6 |
2,174.2 |
|
| S3 |
2,078.5 |
2,103.1 |
2,169.0 |
|
| S4 |
2,021.4 |
2,046.0 |
2,153.3 |
|
|
| 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 |
2,225.3 |
2,149.2 |
76.1 |
3.5% |
29.9 |
1.4% |
47% |
True |
False |
240,637 |
| 10 |
2,225.3 |
2,149.2 |
76.1 |
3.5% |
28.9 |
1.3% |
47% |
True |
False |
259,104 |
| 20 |
2,225.3 |
2,025.4 |
199.9 |
9.1% |
27.5 |
1.3% |
80% |
True |
False |
248,728 |
| 40 |
2,225.3 |
1,996.4 |
228.9 |
10.5% |
24.3 |
1.1% |
82% |
True |
False |
207,835 |
| 60 |
2,225.3 |
1,996.4 |
228.9 |
10.5% |
24.4 |
1.1% |
82% |
True |
False |
149,412 |
| 80 |
2,225.3 |
1,996.4 |
228.9 |
10.5% |
25.9 |
1.2% |
82% |
True |
False |
114,020 |
| 100 |
2,225.3 |
1,975.1 |
250.2 |
11.5% |
25.0 |
1.1% |
84% |
True |
False |
91,942 |
| 120 |
2,225.3 |
1,861.7 |
363.6 |
16.6% |
24.7 |
1.1% |
89% |
True |
False |
77,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.0 |
|
2.618 |
2,374.8 |
|
1.618 |
2,317.7 |
|
1.000 |
2,282.4 |
|
0.618 |
2,260.6 |
|
HIGH |
2,225.3 |
|
0.618 |
2,203.5 |
|
0.500 |
2,196.8 |
|
0.382 |
2,190.0 |
|
LOW |
2,168.2 |
|
0.618 |
2,132.9 |
|
1.000 |
2,111.1 |
|
1.618 |
2,075.8 |
|
2.618 |
2,018.7 |
|
4.250 |
1,925.5 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,196.8 |
2,187.8 |
| PP |
2,192.7 |
2,186.7 |
| S1 |
2,188.7 |
2,185.7 |
|