| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,185.6 |
2,182.6 |
-3.0 |
-0.1% |
2,208.5 |
| High |
2,187.8 |
2,213.6 |
25.8 |
1.2% |
2,216.3 |
| Low |
2,171.9 |
2,173.6 |
1.7 |
0.1% |
2,177.9 |
| Close |
2,181.2 |
2,182.4 |
1.2 |
0.1% |
2,183.1 |
| Range |
15.9 |
40.0 |
24.1 |
151.6% |
38.4 |
| ATR |
23.6 |
24.7 |
1.2 |
5.0% |
0.0 |
| Volume |
41,984 |
54,113 |
12,129 |
28.9% |
272,858 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.9 |
2,286.1 |
2,204.4 |
|
| R3 |
2,269.9 |
2,246.1 |
2,193.4 |
|
| R2 |
2,229.9 |
2,229.9 |
2,189.7 |
|
| R1 |
2,206.1 |
2,206.1 |
2,186.1 |
2,198.0 |
| PP |
2,189.9 |
2,189.9 |
2,189.9 |
2,185.8 |
| S1 |
2,166.1 |
2,166.1 |
2,178.7 |
2,158.0 |
| S2 |
2,149.9 |
2,149.9 |
2,175.1 |
|
| S3 |
2,109.9 |
2,126.1 |
2,171.4 |
|
| S4 |
2,069.9 |
2,086.1 |
2,160.4 |
|
|
| 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 |
2,213.6 |
2,170.8 |
42.8 |
2.0% |
23.2 |
1.1% |
27% |
True |
False |
41,120 |
| 10 |
2,223.3 |
2,170.8 |
52.5 |
2.4% |
25.0 |
1.1% |
22% |
False |
False |
59,144 |
| 20 |
2,223.3 |
2,045.4 |
177.9 |
8.2% |
25.1 |
1.2% |
77% |
False |
False |
38,694 |
| 40 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
23.1 |
1.1% |
80% |
False |
False |
22,670 |
| 60 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
23.4 |
1.1% |
80% |
False |
False |
16,211 |
| 80 |
2,223.3 |
2,016.3 |
207.0 |
9.5% |
24.7 |
1.1% |
80% |
False |
False |
12,925 |
| 100 |
2,223.3 |
1,994.8 |
228.5 |
10.5% |
24.2 |
1.1% |
82% |
False |
False |
10,908 |
| 120 |
2,223.3 |
1,879.5 |
343.8 |
15.8% |
24.0 |
1.1% |
88% |
False |
False |
9,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,383.6 |
|
2.618 |
2,318.3 |
|
1.618 |
2,278.3 |
|
1.000 |
2,253.6 |
|
0.618 |
2,238.3 |
|
HIGH |
2,213.6 |
|
0.618 |
2,198.3 |
|
0.500 |
2,193.6 |
|
0.382 |
2,188.9 |
|
LOW |
2,173.6 |
|
0.618 |
2,148.9 |
|
1.000 |
2,133.6 |
|
1.618 |
2,108.9 |
|
2.618 |
2,068.9 |
|
4.250 |
2,003.6 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,193.6 |
2,192.2 |
| PP |
2,189.9 |
2,188.9 |
| S1 |
2,186.1 |
2,185.7 |
|