| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,173.0 |
2,179.4 |
6.4 |
0.3% |
2,159.9 |
| High |
2,200.6 |
2,196.3 |
-4.3 |
-0.2% |
2,225.3 |
| Low |
2,168.3 |
2,172.1 |
3.8 |
0.2% |
2,149.2 |
| Close |
2,177.2 |
2,190.6 |
13.4 |
0.6% |
2,160.0 |
| Range |
32.3 |
24.2 |
-8.1 |
-25.1% |
76.1 |
| ATR |
27.9 |
27.6 |
-0.3 |
-0.9% |
0.0 |
| Volume |
202,373 |
31,200 |
-171,173 |
-84.6% |
1,221,150 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,258.9 |
2,249.0 |
2,203.9 |
|
| R3 |
2,234.7 |
2,224.8 |
2,197.3 |
|
| R2 |
2,210.5 |
2,210.5 |
2,195.0 |
|
| R1 |
2,200.6 |
2,200.6 |
2,192.8 |
2,205.6 |
| PP |
2,186.3 |
2,186.3 |
2,186.3 |
2,188.8 |
| S1 |
2,176.4 |
2,176.4 |
2,188.4 |
2,181.4 |
| S2 |
2,162.1 |
2,162.1 |
2,186.2 |
|
| S3 |
2,137.9 |
2,152.2 |
2,183.9 |
|
| S4 |
2,113.7 |
2,128.0 |
2,177.3 |
|
|
| 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 |
2,158.4 |
66.9 |
3.1% |
32.3 |
1.5% |
48% |
False |
False |
208,548 |
| 10 |
2,225.3 |
2,149.2 |
76.1 |
3.5% |
27.8 |
1.3% |
54% |
False |
False |
206,140 |
| 20 |
2,225.3 |
2,036.0 |
189.3 |
8.6% |
29.4 |
1.3% |
82% |
False |
False |
249,932 |
| 40 |
2,225.3 |
1,996.4 |
228.9 |
10.4% |
25.1 |
1.1% |
85% |
False |
False |
209,624 |
| 60 |
2,225.3 |
1,996.4 |
228.9 |
10.4% |
24.9 |
1.1% |
85% |
False |
False |
159,816 |
| 80 |
2,225.3 |
1,996.4 |
228.9 |
10.4% |
26.2 |
1.2% |
85% |
False |
False |
121,907 |
| 100 |
2,225.3 |
1,975.1 |
250.2 |
11.4% |
25.0 |
1.1% |
86% |
False |
False |
98,349 |
| 120 |
2,225.3 |
1,861.7 |
363.6 |
16.6% |
24.9 |
1.1% |
90% |
False |
False |
82,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,299.2 |
|
2.618 |
2,259.7 |
|
1.618 |
2,235.5 |
|
1.000 |
2,220.5 |
|
0.618 |
2,211.3 |
|
HIGH |
2,196.3 |
|
0.618 |
2,187.1 |
|
0.500 |
2,184.2 |
|
0.382 |
2,181.3 |
|
LOW |
2,172.1 |
|
0.618 |
2,157.1 |
|
1.000 |
2,147.9 |
|
1.618 |
2,132.9 |
|
2.618 |
2,108.7 |
|
4.250 |
2,069.3 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,188.5 |
2,187.9 |
| PP |
2,186.3 |
2,185.2 |
| S1 |
2,184.2 |
2,182.5 |
|