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 |
70,945 |
70,815 |
-130 |
-0.2% |
69,420 |
High |
72,360 |
72,500 |
140 |
0.2% |
70,050 |
Low |
70,115 |
69,025 |
-1,090 |
-1.6% |
61,680 |
Close |
70,210 |
69,310 |
-900 |
-1.3% |
64,715 |
Range |
2,245 |
3,475 |
1,230 |
54.8% |
8,370 |
ATR |
4,301 |
4,242 |
-59 |
-1.4% |
0 |
Volume |
8,497 |
10,303 |
1,806 |
21.3% |
16,633 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80,703 |
78,482 |
71,221 |
|
R3 |
77,228 |
75,007 |
70,266 |
|
R2 |
73,753 |
73,753 |
69,947 |
|
R1 |
71,532 |
71,532 |
69,629 |
70,905 |
PP |
70,278 |
70,278 |
70,278 |
69,965 |
S1 |
68,057 |
68,057 |
68,991 |
67,430 |
S2 |
66,803 |
66,803 |
68,673 |
|
S3 |
63,328 |
64,582 |
68,354 |
|
S4 |
59,853 |
61,107 |
67,399 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90,592 |
86,023 |
69,319 |
|
R3 |
82,222 |
77,653 |
67,017 |
|
R2 |
73,852 |
73,852 |
66,250 |
|
R1 |
69,283 |
69,283 |
65,482 |
67,383 |
PP |
65,482 |
65,482 |
65,482 |
64,531 |
S1 |
60,913 |
60,913 |
63,948 |
59,013 |
S2 |
57,112 |
57,112 |
63,181 |
|
S3 |
48,742 |
52,543 |
62,413 |
|
S4 |
40,372 |
44,173 |
60,112 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72,500 |
63,400 |
9,100 |
13.1% |
3,708 |
5.3% |
65% |
True |
False |
7,231 |
10 |
75,265 |
61,680 |
13,585 |
19.6% |
4,645 |
6.7% |
56% |
False |
False |
5,100 |
20 |
75,265 |
60,875 |
14,390 |
20.8% |
4,679 |
6.8% |
59% |
False |
False |
3,774 |
40 |
75,265 |
42,830 |
32,435 |
46.8% |
3,417 |
4.9% |
82% |
False |
False |
2,390 |
60 |
75,265 |
39,535 |
35,730 |
51.6% |
2,974 |
4.3% |
83% |
False |
False |
1,609 |
80 |
75,265 |
39,535 |
35,730 |
51.6% |
2,514 |
3.6% |
83% |
False |
False |
1,209 |
100 |
75,265 |
35,980 |
39,285 |
56.7% |
2,196 |
3.2% |
85% |
False |
False |
967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87,269 |
2.618 |
81,598 |
1.618 |
78,123 |
1.000 |
75,975 |
0.618 |
74,648 |
HIGH |
72,500 |
0.618 |
71,173 |
0.500 |
70,763 |
0.382 |
70,352 |
LOW |
69,025 |
0.618 |
66,877 |
1.000 |
65,550 |
1.618 |
63,402 |
2.618 |
59,927 |
4.250 |
54,256 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
70,763 |
69,850 |
PP |
70,278 |
69,670 |
S1 |
69,794 |
69,490 |
|