| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,185.2 |
2,201.3 |
16.1 |
0.7% |
2,111.7 |
| High |
2,206.9 |
2,202.7 |
-4.2 |
-0.2% |
2,223.3 |
| Low |
2,183.0 |
2,178.4 |
-4.6 |
-0.2% |
2,108.5 |
| Close |
2,202.4 |
2,189.1 |
-13.3 |
-0.6% |
2,206.3 |
| Range |
23.9 |
24.3 |
0.4 |
1.7% |
114.8 |
| ATR |
25.2 |
25.1 |
-0.1 |
-0.3% |
0.0 |
| Volume |
65,073 |
28,529 |
-36,544 |
-56.2% |
268,176 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,263.0 |
2,250.3 |
2,202.5 |
|
| R3 |
2,238.7 |
2,226.0 |
2,195.8 |
|
| R2 |
2,214.4 |
2,214.4 |
2,193.6 |
|
| R1 |
2,201.7 |
2,201.7 |
2,191.3 |
2,195.9 |
| PP |
2,190.1 |
2,190.1 |
2,190.1 |
2,187.2 |
| S1 |
2,177.4 |
2,177.4 |
2,186.9 |
2,171.6 |
| S2 |
2,165.8 |
2,165.8 |
2,184.6 |
|
| S3 |
2,141.5 |
2,153.1 |
2,182.4 |
|
| S4 |
2,117.2 |
2,128.8 |
2,175.7 |
|
|
| 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 |
2,177.9 |
45.4 |
2.1% |
27.5 |
1.3% |
25% |
False |
False |
70,525 |
| 10 |
2,223.3 |
2,067.1 |
156.2 |
7.1% |
30.8 |
1.4% |
78% |
False |
False |
55,927 |
| 20 |
2,223.3 |
2,021.8 |
201.5 |
9.2% |
24.0 |
1.1% |
83% |
False |
False |
31,096 |
| 40 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
22.6 |
1.0% |
83% |
False |
False |
18,558 |
| 60 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
23.0 |
1.0% |
83% |
False |
False |
13,387 |
| 80 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
24.5 |
1.1% |
83% |
False |
False |
10,822 |
| 100 |
2,223.3 |
1,994.8 |
228.5 |
10.4% |
24.2 |
1.1% |
85% |
False |
False |
9,235 |
| 120 |
2,223.3 |
1,879.5 |
343.8 |
15.7% |
23.8 |
1.1% |
90% |
False |
False |
7,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,306.0 |
|
2.618 |
2,266.3 |
|
1.618 |
2,242.0 |
|
1.000 |
2,227.0 |
|
0.618 |
2,217.7 |
|
HIGH |
2,202.7 |
|
0.618 |
2,193.4 |
|
0.500 |
2,190.6 |
|
0.382 |
2,187.7 |
|
LOW |
2,178.4 |
|
0.618 |
2,163.4 |
|
1.000 |
2,154.1 |
|
1.618 |
2,139.1 |
|
2.618 |
2,114.8 |
|
4.250 |
2,075.1 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,190.6 |
2,194.9 |
| PP |
2,190.1 |
2,193.0 |
| S1 |
2,189.6 |
2,191.0 |
|