| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,195.0 |
2,200.5 |
5.5 |
0.3% |
2,181.4 |
| High |
2,222.6 |
2,218.3 |
-4.3 |
-0.2% |
2,246.6 |
| Low |
2,190.0 |
2,193.7 |
3.7 |
0.2% |
2,170.8 |
| Close |
2,199.2 |
2,212.7 |
13.5 |
0.6% |
2,181.6 |
| Range |
32.6 |
24.6 |
-8.0 |
-24.5% |
75.8 |
| ATR |
27.7 |
27.5 |
-0.2 |
-0.8% |
0.0 |
| Volume |
220,673 |
191,456 |
-29,217 |
-13.2% |
363,887 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,282.0 |
2,272.0 |
2,226.2 |
|
| R3 |
2,257.4 |
2,247.4 |
2,219.5 |
|
| R2 |
2,232.8 |
2,232.8 |
2,217.2 |
|
| R1 |
2,222.8 |
2,222.8 |
2,215.0 |
2,227.8 |
| PP |
2,208.2 |
2,208.2 |
2,208.2 |
2,210.8 |
| S1 |
2,198.2 |
2,198.2 |
2,210.4 |
2,203.2 |
| S2 |
2,183.6 |
2,183.6 |
2,208.2 |
|
| S3 |
2,159.0 |
2,173.6 |
2,205.9 |
|
| S4 |
2,134.4 |
2,149.0 |
2,199.2 |
|
|
| 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 |
2,180.2 |
66.4 |
3.0% |
32.3 |
1.5% |
49% |
False |
False |
150,493 |
| 10 |
2,246.6 |
2,170.8 |
75.8 |
3.4% |
27.8 |
1.3% |
55% |
False |
False |
95,806 |
| 20 |
2,246.6 |
2,056.1 |
190.5 |
8.6% |
29.2 |
1.3% |
82% |
False |
False |
74,927 |
| 40 |
2,246.6 |
2,016.3 |
230.3 |
10.4% |
24.8 |
1.1% |
85% |
False |
False |
40,834 |
| 60 |
2,246.6 |
2,016.3 |
230.3 |
10.4% |
24.4 |
1.1% |
85% |
False |
False |
28,584 |
| 80 |
2,246.6 |
2,016.3 |
230.3 |
10.4% |
25.6 |
1.2% |
85% |
False |
False |
22,196 |
| 100 |
2,246.6 |
1,994.8 |
251.8 |
11.4% |
24.5 |
1.1% |
87% |
False |
False |
18,300 |
| 120 |
2,246.6 |
1,879.5 |
367.1 |
16.6% |
24.5 |
1.1% |
91% |
False |
False |
15,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,322.9 |
|
2.618 |
2,282.7 |
|
1.618 |
2,258.1 |
|
1.000 |
2,242.9 |
|
0.618 |
2,233.5 |
|
HIGH |
2,218.3 |
|
0.618 |
2,208.9 |
|
0.500 |
2,206.0 |
|
0.382 |
2,203.1 |
|
LOW |
2,193.7 |
|
0.618 |
2,178.5 |
|
1.000 |
2,169.1 |
|
1.618 |
2,153.9 |
|
2.618 |
2,129.3 |
|
4.250 |
2,089.2 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,210.5 |
2,209.9 |
| PP |
2,208.2 |
2,207.1 |
| S1 |
2,206.0 |
2,204.4 |
|