Trading Metrics calculated at close of trading on 11-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
68,370 |
70,515 |
2,145 |
3.1% |
64,400 |
High |
71,775 |
74,355 |
2,580 |
3.6% |
71,775 |
Low |
67,500 |
68,335 |
835 |
1.2% |
60,875 |
Close |
70,540 |
73,510 |
2,970 |
4.2% |
70,540 |
Range |
4,275 |
6,020 |
1,745 |
40.8% |
10,900 |
ATR |
3,476 |
3,657 |
182 |
5.2% |
0 |
Volume |
2,382 |
2,867 |
485 |
20.4% |
12,072 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90,127 |
87,838 |
76,821 |
|
R3 |
84,107 |
81,818 |
75,166 |
|
R2 |
78,087 |
78,087 |
74,614 |
|
R1 |
75,798 |
75,798 |
74,062 |
76,943 |
PP |
72,067 |
72,067 |
72,067 |
72,639 |
S1 |
69,778 |
69,778 |
72,958 |
70,923 |
S2 |
66,047 |
66,047 |
72,406 |
|
S3 |
60,027 |
63,758 |
71,855 |
|
S4 |
54,007 |
57,738 |
70,199 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100,430 |
96,385 |
76,535 |
|
R3 |
89,530 |
85,485 |
73,538 |
|
R2 |
78,630 |
78,630 |
72,538 |
|
R1 |
74,585 |
74,585 |
71,539 |
76,608 |
PP |
67,730 |
67,730 |
67,730 |
68,741 |
S1 |
63,685 |
63,685 |
69,541 |
65,708 |
S2 |
56,830 |
56,830 |
68,542 |
|
S3 |
45,930 |
52,785 |
67,543 |
|
S4 |
35,030 |
41,885 |
64,545 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74,355 |
60,875 |
13,480 |
18.3% |
5,574 |
7.6% |
94% |
True |
False |
2,483 |
10 |
74,355 |
55,890 |
18,465 |
25.1% |
5,014 |
6.8% |
95% |
True |
False |
2,427 |
20 |
74,355 |
48,790 |
25,565 |
34.8% |
3,544 |
4.8% |
97% |
True |
False |
1,911 |
40 |
74,355 |
39,535 |
34,820 |
47.4% |
2,524 |
3.4% |
98% |
True |
False |
992 |
60 |
74,355 |
39,535 |
34,820 |
47.4% |
2,325 |
3.2% |
98% |
True |
False |
670 |
80 |
74,355 |
36,720 |
37,635 |
51.2% |
1,993 |
2.7% |
98% |
True |
False |
503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99,940 |
2.618 |
90,115 |
1.618 |
84,095 |
1.000 |
80,375 |
0.618 |
78,075 |
HIGH |
74,355 |
0.618 |
72,055 |
0.500 |
71,345 |
0.382 |
70,635 |
LOW |
68,335 |
0.618 |
64,615 |
1.000 |
62,315 |
1.618 |
58,595 |
2.618 |
52,575 |
4.250 |
42,750 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
72,788 |
72,533 |
PP |
72,067 |
71,557 |
S1 |
71,345 |
70,580 |
|