| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,166.6 |
2,173.0 |
6.4 |
0.3% |
2,159.9 |
| High |
2,182.5 |
2,200.6 |
18.1 |
0.8% |
2,225.3 |
| Low |
2,164.4 |
2,168.3 |
3.9 |
0.2% |
2,149.2 |
| Close |
2,176.4 |
2,177.2 |
0.8 |
0.0% |
2,160.0 |
| Range |
18.1 |
32.3 |
14.2 |
78.5% |
76.1 |
| ATR |
27.6 |
27.9 |
0.3 |
1.2% |
0.0 |
| Volume |
211,610 |
202,373 |
-9,237 |
-4.4% |
1,221,150 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,278.9 |
2,260.4 |
2,195.0 |
|
| R3 |
2,246.6 |
2,228.1 |
2,186.1 |
|
| R2 |
2,214.3 |
2,214.3 |
2,183.1 |
|
| R1 |
2,195.8 |
2,195.8 |
2,180.2 |
2,205.1 |
| PP |
2,182.0 |
2,182.0 |
2,182.0 |
2,186.7 |
| S1 |
2,163.5 |
2,163.5 |
2,174.2 |
2,172.8 |
| S2 |
2,149.7 |
2,149.7 |
2,171.3 |
|
| S3 |
2,117.4 |
2,131.2 |
2,168.3 |
|
| S4 |
2,085.1 |
2,098.9 |
2,159.4 |
|
|
| 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 |
2,152.3 |
73.0 |
3.4% |
35.4 |
1.6% |
34% |
False |
False |
249,022 |
| 10 |
2,225.3 |
2,149.2 |
76.1 |
3.5% |
27.8 |
1.3% |
37% |
False |
False |
226,247 |
| 20 |
2,225.3 |
2,033.4 |
191.9 |
8.8% |
28.9 |
1.3% |
75% |
False |
False |
255,226 |
| 40 |
2,225.3 |
1,996.4 |
228.9 |
10.5% |
25.0 |
1.1% |
79% |
False |
False |
214,209 |
| 60 |
2,225.3 |
1,996.4 |
228.9 |
10.5% |
24.7 |
1.1% |
79% |
False |
False |
159,434 |
| 80 |
2,225.3 |
1,996.4 |
228.9 |
10.5% |
26.1 |
1.2% |
79% |
False |
False |
121,551 |
| 100 |
2,225.3 |
1,975.1 |
250.2 |
11.5% |
25.1 |
1.2% |
81% |
False |
False |
98,073 |
| 120 |
2,225.3 |
1,861.7 |
363.6 |
16.7% |
24.8 |
1.1% |
87% |
False |
False |
82,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,337.9 |
|
2.618 |
2,285.2 |
|
1.618 |
2,252.9 |
|
1.000 |
2,232.9 |
|
0.618 |
2,220.6 |
|
HIGH |
2,200.6 |
|
0.618 |
2,188.3 |
|
0.500 |
2,184.5 |
|
0.382 |
2,180.6 |
|
LOW |
2,168.3 |
|
0.618 |
2,148.3 |
|
1.000 |
2,136.0 |
|
1.618 |
2,116.0 |
|
2.618 |
2,083.7 |
|
4.250 |
2,031.0 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,184.5 |
2,179.5 |
| PP |
2,182.0 |
2,178.7 |
| S1 |
2,179.6 |
2,178.0 |
|