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 |
71,730 |
72,095 |
365 |
0.5% |
70,640 |
High |
73,295 |
73,430 |
135 |
0.2% |
71,060 |
Low |
71,070 |
69,830 |
-1,240 |
-1.7% |
62,590 |
Close |
71,140 |
70,125 |
-1,015 |
-1.4% |
65,585 |
Range |
2,225 |
3,600 |
1,375 |
61.8% |
8,470 |
ATR |
4,298 |
4,248 |
-50 |
-1.2% |
0 |
Volume |
2,859 |
3,196 |
337 |
11.8% |
10,122 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81,928 |
79,627 |
72,105 |
|
R3 |
78,328 |
76,027 |
71,115 |
|
R2 |
74,728 |
74,728 |
70,785 |
|
R1 |
72,427 |
72,427 |
70,455 |
71,778 |
PP |
71,128 |
71,128 |
71,128 |
70,804 |
S1 |
68,827 |
68,827 |
69,795 |
68,178 |
S2 |
67,528 |
67,528 |
69,465 |
|
S3 |
63,928 |
65,227 |
69,135 |
|
S4 |
60,328 |
61,627 |
68,145 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91,822 |
87,173 |
70,244 |
|
R3 |
83,352 |
78,703 |
67,914 |
|
R2 |
74,882 |
74,882 |
67,138 |
|
R1 |
70,233 |
70,233 |
66,361 |
68,323 |
PP |
66,412 |
66,412 |
66,412 |
65,456 |
S1 |
61,763 |
61,763 |
64,809 |
59,853 |
S2 |
57,942 |
57,942 |
64,032 |
|
S3 |
49,472 |
53,293 |
63,256 |
|
S4 |
41,002 |
44,823 |
60,927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73,430 |
64,290 |
9,140 |
13.0% |
4,043 |
5.8% |
64% |
True |
False |
3,320 |
10 |
76,235 |
62,590 |
13,645 |
19.5% |
4,822 |
6.9% |
55% |
False |
False |
2,309 |
20 |
76,235 |
61,520 |
14,715 |
21.0% |
4,672 |
6.7% |
58% |
False |
False |
1,287 |
40 |
76,235 |
43,155 |
33,080 |
47.2% |
3,320 |
4.7% |
82% |
False |
False |
673 |
60 |
76,235 |
39,775 |
36,460 |
52.0% |
2,826 |
4.0% |
83% |
False |
False |
452 |
80 |
76,235 |
39,775 |
36,460 |
52.0% |
2,329 |
3.3% |
83% |
False |
False |
339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88,730 |
2.618 |
82,855 |
1.618 |
79,255 |
1.000 |
77,030 |
0.618 |
75,655 |
HIGH |
73,430 |
0.618 |
72,055 |
0.500 |
71,630 |
0.382 |
71,205 |
LOW |
69,830 |
0.618 |
67,605 |
1.000 |
66,230 |
1.618 |
64,005 |
2.618 |
60,405 |
4.250 |
54,530 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
71,630 |
70,079 |
PP |
71,128 |
70,033 |
S1 |
70,627 |
69,988 |
|