| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,212.4 |
2,204.7 |
-7.7 |
-0.3% |
2,181.4 |
| High |
2,246.6 |
2,209.6 |
-37.0 |
-1.6% |
2,246.6 |
| Low |
2,189.7 |
2,180.2 |
-9.5 |
-0.4% |
2,170.8 |
| Close |
2,206.5 |
2,181.6 |
-24.9 |
-1.1% |
2,181.6 |
| Range |
56.9 |
29.4 |
-27.5 |
-48.3% |
75.8 |
| ATR |
27.6 |
27.7 |
0.1 |
0.5% |
0.0 |
| Volume |
127,191 |
88,191 |
-39,000 |
-30.7% |
363,887 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,278.7 |
2,259.5 |
2,197.8 |
|
| R3 |
2,249.3 |
2,230.1 |
2,189.7 |
|
| R2 |
2,219.9 |
2,219.9 |
2,187.0 |
|
| R1 |
2,200.7 |
2,200.7 |
2,184.3 |
2,195.6 |
| PP |
2,190.5 |
2,190.5 |
2,190.5 |
2,187.9 |
| S1 |
2,171.3 |
2,171.3 |
2,178.9 |
2,166.2 |
| S2 |
2,161.1 |
2,161.1 |
2,176.2 |
|
| S3 |
2,131.7 |
2,141.9 |
2,173.5 |
|
| S4 |
2,102.3 |
2,112.5 |
2,165.4 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,427.1 |
2,380.1 |
2,223.3 |
|
| R3 |
2,351.3 |
2,304.3 |
2,202.4 |
|
| R2 |
2,275.5 |
2,275.5 |
2,195.5 |
|
| R1 |
2,228.5 |
2,228.5 |
2,188.5 |
2,252.0 |
| PP |
2,199.7 |
2,199.7 |
2,199.7 |
2,211.4 |
| S1 |
2,152.7 |
2,152.7 |
2,174.7 |
2,176.2 |
| S2 |
2,123.9 |
2,123.9 |
2,167.7 |
|
| S3 |
2,048.1 |
2,076.9 |
2,160.8 |
|
| S4 |
1,972.3 |
2,001.1 |
2,139.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,246.6 |
2,170.8 |
75.8 |
3.5% |
32.0 |
1.5% |
14% |
False |
False |
72,777 |
| 10 |
2,246.6 |
2,170.8 |
75.8 |
3.5% |
27.4 |
1.3% |
14% |
False |
False |
63,674 |
| 20 |
2,246.6 |
2,053.6 |
193.0 |
8.8% |
27.3 |
1.3% |
66% |
False |
False |
48,847 |
| 40 |
2,246.6 |
2,016.3 |
230.3 |
10.6% |
24.1 |
1.1% |
72% |
False |
False |
27,811 |
| 60 |
2,246.6 |
2,016.3 |
230.3 |
10.6% |
24.2 |
1.1% |
72% |
False |
False |
19,743 |
| 80 |
2,246.6 |
2,016.3 |
230.3 |
10.6% |
25.4 |
1.2% |
72% |
False |
False |
15,564 |
| 100 |
2,246.6 |
1,994.8 |
251.8 |
11.5% |
24.5 |
1.1% |
74% |
False |
False |
13,006 |
| 120 |
2,246.6 |
1,879.5 |
367.1 |
16.8% |
24.3 |
1.1% |
82% |
False |
False |
11,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,334.6 |
|
2.618 |
2,286.6 |
|
1.618 |
2,257.2 |
|
1.000 |
2,239.0 |
|
0.618 |
2,227.8 |
|
HIGH |
2,209.6 |
|
0.618 |
2,198.4 |
|
0.500 |
2,194.9 |
|
0.382 |
2,191.4 |
|
LOW |
2,180.2 |
|
0.618 |
2,162.0 |
|
1.000 |
2,150.8 |
|
1.618 |
2,132.6 |
|
2.618 |
2,103.2 |
|
4.250 |
2,055.3 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,194.9 |
2,210.1 |
| PP |
2,190.5 |
2,200.6 |
| S1 |
2,186.0 |
2,191.1 |
|