| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,183.4 |
2,166.6 |
-16.8 |
-0.8% |
2,159.9 |
| High |
2,188.0 |
2,182.5 |
-5.5 |
-0.3% |
2,225.3 |
| Low |
2,158.4 |
2,164.4 |
6.0 |
0.3% |
2,149.2 |
| Close |
2,160.0 |
2,176.4 |
16.4 |
0.8% |
2,160.0 |
| Range |
29.6 |
18.1 |
-11.5 |
-38.9% |
76.1 |
| ATR |
28.0 |
27.6 |
-0.4 |
-1.4% |
0.0 |
| Volume |
205,808 |
211,610 |
5,802 |
2.8% |
1,221,150 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,228.7 |
2,220.7 |
2,186.4 |
|
| R3 |
2,210.6 |
2,202.6 |
2,181.4 |
|
| R2 |
2,192.5 |
2,192.5 |
2,179.7 |
|
| R1 |
2,184.5 |
2,184.5 |
2,178.1 |
2,188.5 |
| PP |
2,174.4 |
2,174.4 |
2,174.4 |
2,176.5 |
| S1 |
2,166.4 |
2,166.4 |
2,174.7 |
2,170.4 |
| S2 |
2,156.3 |
2,156.3 |
2,173.1 |
|
| S3 |
2,138.2 |
2,148.3 |
2,171.4 |
|
| S4 |
2,120.1 |
2,130.2 |
2,166.4 |
|
|
| 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 |
2,150.2 |
75.1 |
3.5% |
32.2 |
1.5% |
35% |
False |
False |
244,180 |
| 10 |
2,225.3 |
2,149.2 |
76.1 |
3.5% |
28.0 |
1.3% |
36% |
False |
False |
237,635 |
| 20 |
2,225.3 |
2,033.4 |
191.9 |
8.8% |
27.8 |
1.3% |
75% |
False |
False |
252,547 |
| 40 |
2,225.3 |
1,996.4 |
228.9 |
10.5% |
24.7 |
1.1% |
79% |
False |
False |
213,751 |
| 60 |
2,225.3 |
1,996.4 |
228.9 |
10.5% |
24.6 |
1.1% |
79% |
False |
False |
156,197 |
| 80 |
2,225.3 |
1,996.4 |
228.9 |
10.5% |
25.9 |
1.2% |
79% |
False |
False |
119,099 |
| 100 |
2,225.3 |
1,975.1 |
250.2 |
11.5% |
25.1 |
1.2% |
80% |
False |
False |
96,077 |
| 120 |
2,225.3 |
1,861.7 |
363.6 |
16.7% |
24.7 |
1.1% |
87% |
False |
False |
80,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,259.4 |
|
2.618 |
2,229.9 |
|
1.618 |
2,211.8 |
|
1.000 |
2,200.6 |
|
0.618 |
2,193.7 |
|
HIGH |
2,182.5 |
|
0.618 |
2,175.6 |
|
0.500 |
2,173.5 |
|
0.382 |
2,171.3 |
|
LOW |
2,164.4 |
|
0.618 |
2,153.2 |
|
1.000 |
2,146.3 |
|
1.618 |
2,135.1 |
|
2.618 |
2,117.0 |
|
4.250 |
2,087.5 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,175.4 |
2,191.9 |
| PP |
2,174.4 |
2,186.7 |
| S1 |
2,173.5 |
2,181.6 |
|