| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,188.5 |
2,195.0 |
6.5 |
0.3% |
2,181.4 |
| High |
2,204.1 |
2,222.6 |
18.5 |
0.8% |
2,246.6 |
| Low |
2,186.1 |
2,190.0 |
3.9 |
0.2% |
2,170.8 |
| Close |
2,198.2 |
2,199.2 |
1.0 |
0.0% |
2,181.6 |
| Range |
18.0 |
32.6 |
14.6 |
81.1% |
75.8 |
| ATR |
27.3 |
27.7 |
0.4 |
1.4% |
0.0 |
| Volume |
124,954 |
220,673 |
95,719 |
76.6% |
363,887 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,301.7 |
2,283.1 |
2,217.1 |
|
| R3 |
2,269.1 |
2,250.5 |
2,208.2 |
|
| R2 |
2,236.5 |
2,236.5 |
2,205.2 |
|
| R1 |
2,217.9 |
2,217.9 |
2,202.2 |
2,227.2 |
| PP |
2,203.9 |
2,203.9 |
2,203.9 |
2,208.6 |
| S1 |
2,185.3 |
2,185.3 |
2,196.2 |
2,194.6 |
| S2 |
2,171.3 |
2,171.3 |
2,193.2 |
|
| S3 |
2,138.7 |
2,152.7 |
2,190.2 |
|
| S4 |
2,106.1 |
2,120.1 |
2,181.3 |
|
|
| 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 |
2,173.6 |
73.0 |
3.3% |
35.4 |
1.6% |
35% |
False |
False |
123,024 |
| 10 |
2,246.6 |
2,170.8 |
75.8 |
3.4% |
27.7 |
1.3% |
37% |
False |
False |
83,168 |
| 20 |
2,246.6 |
2,053.6 |
193.0 |
8.8% |
28.7 |
1.3% |
75% |
False |
False |
65,598 |
| 40 |
2,246.6 |
2,016.3 |
230.3 |
10.5% |
24.7 |
1.1% |
79% |
False |
False |
36,201 |
| 60 |
2,246.6 |
2,016.3 |
230.3 |
10.5% |
24.3 |
1.1% |
79% |
False |
False |
25,408 |
| 80 |
2,246.6 |
2,016.3 |
230.3 |
10.5% |
25.4 |
1.2% |
79% |
False |
False |
19,817 |
| 100 |
2,246.6 |
1,994.8 |
251.8 |
11.4% |
24.6 |
1.1% |
81% |
False |
False |
16,423 |
| 120 |
2,246.6 |
1,879.5 |
367.1 |
16.7% |
24.4 |
1.1% |
87% |
False |
False |
13,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,361.2 |
|
2.618 |
2,307.9 |
|
1.618 |
2,275.3 |
|
1.000 |
2,255.2 |
|
0.618 |
2,242.7 |
|
HIGH |
2,222.6 |
|
0.618 |
2,210.1 |
|
0.500 |
2,206.3 |
|
0.382 |
2,202.5 |
|
LOW |
2,190.0 |
|
0.618 |
2,169.9 |
|
1.000 |
2,157.4 |
|
1.618 |
2,137.3 |
|
2.618 |
2,104.7 |
|
4.250 |
2,051.5 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,206.3 |
2,201.4 |
| PP |
2,203.9 |
2,200.7 |
| S1 |
2,201.6 |
2,199.9 |
|