| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,209.6 |
2,185.2 |
-24.4 |
-1.1% |
2,111.7 |
| High |
2,211.9 |
2,206.9 |
-5.0 |
-0.2% |
2,223.3 |
| Low |
2,177.9 |
2,183.0 |
5.1 |
0.2% |
2,108.5 |
| Close |
2,187.7 |
2,202.4 |
14.7 |
0.7% |
2,206.3 |
| Range |
34.0 |
23.9 |
-10.1 |
-29.7% |
114.8 |
| ATR |
25.3 |
25.2 |
-0.1 |
-0.4% |
0.0 |
| Volume |
67,251 |
65,073 |
-2,178 |
-3.2% |
268,176 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,269.1 |
2,259.7 |
2,215.5 |
|
| R3 |
2,245.2 |
2,235.8 |
2,209.0 |
|
| R2 |
2,221.3 |
2,221.3 |
2,206.8 |
|
| R1 |
2,211.9 |
2,211.9 |
2,204.6 |
2,216.6 |
| PP |
2,197.4 |
2,197.4 |
2,197.4 |
2,199.8 |
| S1 |
2,188.0 |
2,188.0 |
2,200.2 |
2,192.7 |
| S2 |
2,173.5 |
2,173.5 |
2,198.0 |
|
| S3 |
2,149.6 |
2,164.1 |
2,195.8 |
|
| S4 |
2,125.7 |
2,140.2 |
2,189.3 |
|
|
| 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 |
2,172.4 |
50.9 |
2.3% |
26.7 |
1.2% |
59% |
False |
False |
77,168 |
| 10 |
2,223.3 |
2,056.1 |
167.2 |
7.6% |
30.7 |
1.4% |
88% |
False |
False |
54,047 |
| 20 |
2,223.3 |
2,016.3 |
207.0 |
9.4% |
23.4 |
1.1% |
90% |
False |
False |
30,081 |
| 40 |
2,223.3 |
2,016.3 |
207.0 |
9.4% |
22.7 |
1.0% |
90% |
False |
False |
18,021 |
| 60 |
2,223.3 |
2,016.3 |
207.0 |
9.4% |
23.0 |
1.0% |
90% |
False |
False |
12,958 |
| 80 |
2,223.3 |
2,016.3 |
207.0 |
9.4% |
24.6 |
1.1% |
90% |
False |
False |
10,502 |
| 100 |
2,223.3 |
1,994.8 |
228.5 |
10.4% |
24.3 |
1.1% |
91% |
False |
False |
8,974 |
| 120 |
2,223.3 |
1,879.5 |
343.8 |
15.6% |
23.7 |
1.1% |
94% |
False |
False |
7,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,308.5 |
|
2.618 |
2,269.5 |
|
1.618 |
2,245.6 |
|
1.000 |
2,230.8 |
|
0.618 |
2,221.7 |
|
HIGH |
2,206.9 |
|
0.618 |
2,197.8 |
|
0.500 |
2,195.0 |
|
0.382 |
2,192.1 |
|
LOW |
2,183.0 |
|
0.618 |
2,168.2 |
|
1.000 |
2,159.1 |
|
1.618 |
2,144.3 |
|
2.618 |
2,120.4 |
|
4.250 |
2,081.4 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,199.9 |
2,200.6 |
| PP |
2,197.4 |
2,198.9 |
| S1 |
2,195.0 |
2,197.1 |
|