| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,190.2 |
2,183.4 |
-6.8 |
-0.3% |
2,159.9 |
| High |
2,225.3 |
2,188.0 |
-37.3 |
-1.7% |
2,225.3 |
| Low |
2,168.2 |
2,158.4 |
-9.8 |
-0.5% |
2,149.2 |
| Close |
2,184.7 |
2,160.0 |
-24.7 |
-1.1% |
2,160.0 |
| Range |
57.1 |
29.6 |
-27.5 |
-48.2% |
76.1 |
| ATR |
27.8 |
28.0 |
0.1 |
0.5% |
0.0 |
| Volume |
391,750 |
205,808 |
-185,942 |
-47.5% |
1,221,150 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,257.6 |
2,238.4 |
2,176.3 |
|
| R3 |
2,228.0 |
2,208.8 |
2,168.1 |
|
| R2 |
2,198.4 |
2,198.4 |
2,165.4 |
|
| R1 |
2,179.2 |
2,179.2 |
2,162.7 |
2,174.0 |
| PP |
2,168.8 |
2,168.8 |
2,168.8 |
2,166.2 |
| S1 |
2,149.6 |
2,149.6 |
2,157.3 |
2,144.4 |
| S2 |
2,139.2 |
2,139.2 |
2,154.6 |
|
| S3 |
2,109.6 |
2,120.0 |
2,151.9 |
|
| S4 |
2,080.0 |
2,090.4 |
2,143.7 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.5 |
2,359.3 |
2,201.9 |
|
| R3 |
2,330.4 |
2,283.2 |
2,180.9 |
|
| R2 |
2,254.3 |
2,254.3 |
2,174.0 |
|
| R1 |
2,207.1 |
2,207.1 |
2,167.0 |
2,230.7 |
| PP |
2,178.2 |
2,178.2 |
2,178.2 |
2,190.0 |
| S1 |
2,131.0 |
2,131.0 |
2,153.0 |
2,154.6 |
| S2 |
2,102.1 |
2,102.1 |
2,146.0 |
|
| S3 |
2,026.0 |
2,054.9 |
2,139.1 |
|
| S4 |
1,949.9 |
1,978.8 |
2,118.1 |
|
|
| 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% |
32.1 |
1.5% |
14% |
False |
False |
244,230 |
| 10 |
2,225.3 |
2,149.2 |
76.1 |
3.5% |
27.7 |
1.3% |
14% |
False |
False |
240,716 |
| 20 |
2,225.3 |
2,033.4 |
191.9 |
8.9% |
27.6 |
1.3% |
66% |
False |
False |
248,417 |
| 40 |
2,225.3 |
1,996.4 |
228.9 |
10.6% |
24.5 |
1.1% |
71% |
False |
False |
210,647 |
| 60 |
2,225.3 |
1,996.4 |
228.9 |
10.6% |
24.7 |
1.1% |
71% |
False |
False |
152,778 |
| 80 |
2,225.3 |
1,996.4 |
228.9 |
10.6% |
26.0 |
1.2% |
71% |
False |
False |
116,531 |
| 100 |
2,225.3 |
1,975.1 |
250.2 |
11.6% |
25.0 |
1.2% |
74% |
False |
False |
93,976 |
| 120 |
2,225.3 |
1,861.7 |
363.6 |
16.8% |
24.7 |
1.1% |
82% |
False |
False |
78,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,313.8 |
|
2.618 |
2,265.5 |
|
1.618 |
2,235.9 |
|
1.000 |
2,217.6 |
|
0.618 |
2,206.3 |
|
HIGH |
2,188.0 |
|
0.618 |
2,176.7 |
|
0.500 |
2,173.2 |
|
0.382 |
2,169.7 |
|
LOW |
2,158.4 |
|
0.618 |
2,140.1 |
|
1.000 |
2,128.8 |
|
1.618 |
2,110.5 |
|
2.618 |
2,080.9 |
|
4.250 |
2,032.6 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.2 |
2,188.8 |
| PP |
2,168.8 |
2,179.2 |
| S1 |
2,164.4 |
2,169.6 |
|