| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,179.4 |
2,193.6 |
14.2 |
0.7% |
2,166.6 |
| High |
2,196.3 |
2,234.1 |
37.8 |
1.7% |
2,234.1 |
| Low |
2,172.1 |
2,187.1 |
15.0 |
0.7% |
2,164.4 |
| Close |
2,190.6 |
2,217.4 |
26.8 |
1.2% |
2,217.4 |
| Range |
24.2 |
47.0 |
22.8 |
94.2% |
69.7 |
| ATR |
27.6 |
29.0 |
1.4 |
5.0% |
0.0 |
| Volume |
31,200 |
2,040 |
-29,160 |
-93.5% |
447,223 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,353.9 |
2,332.6 |
2,243.3 |
|
| R3 |
2,306.9 |
2,285.6 |
2,230.3 |
|
| R2 |
2,259.9 |
2,259.9 |
2,226.0 |
|
| R1 |
2,238.6 |
2,238.6 |
2,221.7 |
2,249.3 |
| PP |
2,212.9 |
2,212.9 |
2,212.9 |
2,218.2 |
| S1 |
2,191.6 |
2,191.6 |
2,213.1 |
2,202.3 |
| S2 |
2,165.9 |
2,165.9 |
2,208.8 |
|
| S3 |
2,118.9 |
2,144.6 |
2,204.5 |
|
| S4 |
2,071.9 |
2,097.6 |
2,191.6 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.4 |
2,385.6 |
2,255.7 |
|
| R3 |
2,344.7 |
2,315.9 |
2,236.6 |
|
| R2 |
2,275.0 |
2,275.0 |
2,230.2 |
|
| R1 |
2,246.2 |
2,246.2 |
2,223.8 |
2,260.6 |
| PP |
2,205.3 |
2,205.3 |
2,205.3 |
2,212.5 |
| S1 |
2,176.5 |
2,176.5 |
2,211.0 |
2,190.9 |
| S2 |
2,135.6 |
2,135.6 |
2,204.6 |
|
| S3 |
2,065.9 |
2,106.8 |
2,198.2 |
|
| S4 |
1,996.2 |
2,037.1 |
2,179.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,234.1 |
2,158.4 |
75.7 |
3.4% |
30.2 |
1.4% |
78% |
True |
False |
130,606 |
| 10 |
2,234.1 |
2,149.2 |
84.9 |
3.8% |
30.1 |
1.4% |
80% |
True |
False |
185,622 |
| 20 |
2,234.1 |
2,047.0 |
187.1 |
8.4% |
30.6 |
1.4% |
91% |
True |
False |
238,681 |
| 40 |
2,234.1 |
1,996.4 |
237.7 |
10.7% |
25.6 |
1.2% |
93% |
True |
False |
203,716 |
| 60 |
2,234.1 |
1,996.4 |
237.7 |
10.7% |
25.3 |
1.1% |
93% |
True |
False |
159,659 |
| 80 |
2,234.1 |
1,996.4 |
237.7 |
10.7% |
26.2 |
1.2% |
93% |
True |
False |
121,802 |
| 100 |
2,234.1 |
1,975.1 |
259.0 |
11.7% |
25.4 |
1.1% |
94% |
True |
False |
98,342 |
| 120 |
2,234.1 |
1,861.7 |
372.4 |
16.8% |
25.2 |
1.1% |
96% |
True |
False |
82,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,433.9 |
|
2.618 |
2,357.1 |
|
1.618 |
2,310.1 |
|
1.000 |
2,281.1 |
|
0.618 |
2,263.1 |
|
HIGH |
2,234.1 |
|
0.618 |
2,216.1 |
|
0.500 |
2,210.6 |
|
0.382 |
2,205.1 |
|
LOW |
2,187.1 |
|
0.618 |
2,158.1 |
|
1.000 |
2,140.1 |
|
1.618 |
2,111.1 |
|
2.618 |
2,064.1 |
|
4.250 |
1,987.4 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,215.1 |
2,212.0 |
| PP |
2,212.9 |
2,206.6 |
| S1 |
2,210.6 |
2,201.2 |
|