| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,208.5 |
2,209.6 |
1.1 |
0.0% |
2,111.7 |
| High |
2,216.3 |
2,211.9 |
-4.4 |
-0.2% |
2,223.3 |
| Low |
2,202.2 |
2,177.9 |
-24.3 |
-1.1% |
2,108.5 |
| Close |
2,210.0 |
2,187.7 |
-22.3 |
-1.0% |
2,206.3 |
| Range |
14.1 |
34.0 |
19.9 |
141.1% |
114.8 |
| ATR |
24.6 |
25.3 |
0.7 |
2.7% |
0.0 |
| Volume |
83,436 |
67,251 |
-16,185 |
-19.4% |
268,176 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,294.5 |
2,275.1 |
2,206.4 |
|
| R3 |
2,260.5 |
2,241.1 |
2,197.1 |
|
| R2 |
2,226.5 |
2,226.5 |
2,193.9 |
|
| R1 |
2,207.1 |
2,207.1 |
2,190.8 |
2,199.8 |
| PP |
2,192.5 |
2,192.5 |
2,192.5 |
2,188.9 |
| S1 |
2,173.1 |
2,173.1 |
2,184.6 |
2,165.8 |
| S2 |
2,158.5 |
2,158.5 |
2,181.5 |
|
| S3 |
2,124.5 |
2,139.1 |
2,178.4 |
|
| S4 |
2,090.5 |
2,105.1 |
2,169.0 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.8 |
2,479.8 |
2,269.4 |
|
| R3 |
2,409.0 |
2,365.0 |
2,237.9 |
|
| R2 |
2,294.2 |
2,294.2 |
2,227.3 |
|
| R1 |
2,250.2 |
2,250.2 |
2,216.8 |
2,272.2 |
| PP |
2,179.4 |
2,179.4 |
2,179.4 |
2,190.4 |
| S1 |
2,135.4 |
2,135.4 |
2,195.8 |
2,157.4 |
| S2 |
2,064.6 |
2,064.6 |
2,185.3 |
|
| S3 |
1,949.8 |
2,020.6 |
2,174.7 |
|
| S4 |
1,835.0 |
1,905.8 |
2,143.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,223.3 |
2,152.7 |
70.6 |
3.2% |
27.6 |
1.3% |
50% |
False |
False |
71,002 |
| 10 |
2,223.3 |
2,053.6 |
169.7 |
7.8% |
29.7 |
1.4% |
79% |
False |
False |
48,029 |
| 20 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
24.4 |
1.1% |
83% |
False |
False |
27,271 |
| 40 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
23.0 |
1.1% |
83% |
False |
False |
16,468 |
| 60 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
23.0 |
1.1% |
83% |
False |
False |
11,933 |
| 80 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
24.5 |
1.1% |
83% |
False |
False |
9,699 |
| 100 |
2,223.3 |
1,994.8 |
228.5 |
10.4% |
24.4 |
1.1% |
84% |
False |
False |
8,346 |
| 120 |
2,223.3 |
1,879.5 |
343.8 |
15.7% |
23.7 |
1.1% |
90% |
False |
False |
7,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,356.4 |
|
2.618 |
2,300.9 |
|
1.618 |
2,266.9 |
|
1.000 |
2,245.9 |
|
0.618 |
2,232.9 |
|
HIGH |
2,211.9 |
|
0.618 |
2,198.9 |
|
0.500 |
2,194.9 |
|
0.382 |
2,190.9 |
|
LOW |
2,177.9 |
|
0.618 |
2,156.9 |
|
1.000 |
2,143.9 |
|
1.618 |
2,122.9 |
|
2.618 |
2,088.9 |
|
4.250 |
2,033.4 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,194.9 |
2,200.6 |
| PP |
2,192.5 |
2,196.3 |
| S1 |
2,190.1 |
2,192.0 |
|