| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,188.7 |
2,181.4 |
-7.3 |
-0.3% |
2,208.5 |
| High |
2,198.3 |
2,188.7 |
-9.6 |
-0.4% |
2,216.3 |
| Low |
2,180.4 |
2,170.8 |
-9.6 |
-0.4% |
2,177.9 |
| Close |
2,183.1 |
2,185.9 |
2.8 |
0.1% |
2,183.1 |
| Range |
17.9 |
17.9 |
0.0 |
0.0% |
38.4 |
| ATR |
24.6 |
24.1 |
-0.5 |
-2.0% |
0.0 |
| Volume |
28,569 |
52,408 |
23,839 |
83.4% |
272,858 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,235.5 |
2,228.6 |
2,195.7 |
|
| R3 |
2,217.6 |
2,210.7 |
2,190.8 |
|
| R2 |
2,199.7 |
2,199.7 |
2,189.2 |
|
| R1 |
2,192.8 |
2,192.8 |
2,187.5 |
2,196.3 |
| PP |
2,181.8 |
2,181.8 |
2,181.8 |
2,183.5 |
| S1 |
2,174.9 |
2,174.9 |
2,184.3 |
2,178.4 |
| S2 |
2,163.9 |
2,163.9 |
2,182.6 |
|
| S3 |
2,146.0 |
2,157.0 |
2,181.0 |
|
| S4 |
2,128.1 |
2,139.1 |
2,176.1 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,307.6 |
2,283.8 |
2,204.2 |
|
| R3 |
2,269.2 |
2,245.4 |
2,193.7 |
|
| R2 |
2,230.8 |
2,230.8 |
2,190.1 |
|
| R1 |
2,207.0 |
2,207.0 |
2,186.6 |
2,199.7 |
| PP |
2,192.4 |
2,192.4 |
2,192.4 |
2,188.8 |
| S1 |
2,168.6 |
2,168.6 |
2,179.6 |
2,161.3 |
| S2 |
2,154.0 |
2,154.0 |
2,176.1 |
|
| S3 |
2,115.6 |
2,130.2 |
2,172.5 |
|
| S4 |
2,077.2 |
2,091.8 |
2,162.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,211.9 |
2,170.8 |
41.1 |
1.9% |
23.6 |
1.1% |
37% |
False |
True |
48,366 |
| 10 |
2,223.3 |
2,139.2 |
84.1 |
3.8% |
25.4 |
1.2% |
56% |
False |
False |
55,017 |
| 20 |
2,223.3 |
2,044.2 |
179.1 |
8.2% |
23.9 |
1.1% |
79% |
False |
False |
34,520 |
| 40 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
22.5 |
1.0% |
82% |
False |
False |
20,397 |
| 60 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
22.9 |
1.0% |
82% |
False |
False |
14,665 |
| 80 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
24.5 |
1.1% |
82% |
False |
False |
11,798 |
| 100 |
2,223.3 |
1,994.8 |
228.5 |
10.5% |
24.1 |
1.1% |
84% |
False |
False |
9,993 |
| 120 |
2,223.3 |
1,879.5 |
343.8 |
15.7% |
23.9 |
1.1% |
89% |
False |
False |
8,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,264.8 |
|
2.618 |
2,235.6 |
|
1.618 |
2,217.7 |
|
1.000 |
2,206.6 |
|
0.618 |
2,199.8 |
|
HIGH |
2,188.7 |
|
0.618 |
2,181.9 |
|
0.500 |
2,179.8 |
|
0.382 |
2,177.6 |
|
LOW |
2,170.8 |
|
0.618 |
2,159.7 |
|
1.000 |
2,152.9 |
|
1.618 |
2,141.8 |
|
2.618 |
2,123.9 |
|
4.250 |
2,094.7 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,183.9 |
2,186.8 |
| PP |
2,181.8 |
2,186.5 |
| S1 |
2,179.8 |
2,186.2 |
|