| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,204.7 |
2,188.5 |
-16.2 |
-0.7% |
2,181.4 |
| High |
2,209.6 |
2,204.1 |
-5.5 |
-0.2% |
2,246.6 |
| Low |
2,180.2 |
2,186.1 |
5.9 |
0.3% |
2,170.8 |
| Close |
2,181.6 |
2,198.2 |
16.6 |
0.8% |
2,181.6 |
| Range |
29.4 |
18.0 |
-11.4 |
-38.8% |
75.8 |
| ATR |
27.7 |
27.3 |
-0.4 |
-1.3% |
0.0 |
| Volume |
88,191 |
124,954 |
36,763 |
41.7% |
363,887 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,250.1 |
2,242.2 |
2,208.1 |
|
| R3 |
2,232.1 |
2,224.2 |
2,203.2 |
|
| R2 |
2,214.1 |
2,214.1 |
2,201.5 |
|
| R1 |
2,206.2 |
2,206.2 |
2,199.9 |
2,210.2 |
| PP |
2,196.1 |
2,196.1 |
2,196.1 |
2,198.1 |
| S1 |
2,188.2 |
2,188.2 |
2,196.6 |
2,192.2 |
| S2 |
2,178.1 |
2,178.1 |
2,194.9 |
|
| S3 |
2,160.1 |
2,170.2 |
2,193.3 |
|
| S4 |
2,142.1 |
2,152.2 |
2,188.3 |
|
|
| 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 |
2,171.9 |
74.7 |
3.4% |
32.0 |
1.5% |
35% |
False |
False |
87,286 |
| 10 |
2,246.6 |
2,170.8 |
75.8 |
3.4% |
27.8 |
1.3% |
36% |
False |
False |
67,826 |
| 20 |
2,246.6 |
2,053.6 |
193.0 |
8.8% |
27.6 |
1.3% |
75% |
False |
False |
54,866 |
| 40 |
2,246.6 |
2,016.3 |
230.3 |
10.5% |
24.3 |
1.1% |
79% |
False |
False |
30,820 |
| 60 |
2,246.6 |
2,016.3 |
230.3 |
10.5% |
24.1 |
1.1% |
79% |
False |
False |
21,783 |
| 80 |
2,246.6 |
2,016.3 |
230.3 |
10.5% |
25.2 |
1.1% |
79% |
False |
False |
17,092 |
| 100 |
2,246.6 |
1,994.8 |
251.8 |
11.5% |
24.5 |
1.1% |
81% |
False |
False |
14,239 |
| 120 |
2,246.6 |
1,879.5 |
367.1 |
16.7% |
24.2 |
1.1% |
87% |
False |
False |
12,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,280.6 |
|
2.618 |
2,251.2 |
|
1.618 |
2,233.2 |
|
1.000 |
2,222.1 |
|
0.618 |
2,215.2 |
|
HIGH |
2,204.1 |
|
0.618 |
2,197.2 |
|
0.500 |
2,195.1 |
|
0.382 |
2,193.0 |
|
LOW |
2,186.1 |
|
0.618 |
2,175.0 |
|
1.000 |
2,168.1 |
|
1.618 |
2,157.0 |
|
2.618 |
2,139.0 |
|
4.250 |
2,109.6 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,197.2 |
2,213.4 |
| PP |
2,196.1 |
2,208.3 |
| S1 |
2,195.1 |
2,203.3 |
|