Trading Metrics calculated at close of trading on 11-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,943.0 |
4,904.0 |
-39.0 |
-0.8% |
4,865.0 |
High |
4,950.0 |
4,906.0 |
-44.0 |
-0.9% |
4,950.0 |
Low |
4,897.0 |
4,872.0 |
-25.0 |
-0.5% |
4,826.0 |
Close |
4,923.0 |
4,890.0 |
-33.0 |
-0.7% |
4,923.0 |
Range |
53.0 |
34.0 |
-19.0 |
-35.8% |
124.0 |
ATR |
42.0 |
42.6 |
0.6 |
1.5% |
0.0 |
Volume |
420,352 |
1,482,926 |
1,062,574 |
252.8% |
894,617 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,991.3 |
4,974.7 |
4,908.7 |
|
R3 |
4,957.3 |
4,940.7 |
4,899.4 |
|
R2 |
4,923.3 |
4,923.3 |
4,896.2 |
|
R1 |
4,906.7 |
4,906.7 |
4,893.1 |
4,898.0 |
PP |
4,889.3 |
4,889.3 |
4,889.3 |
4,885.0 |
S1 |
4,872.7 |
4,872.7 |
4,886.9 |
4,864.0 |
S2 |
4,855.3 |
4,855.3 |
4,883.8 |
|
S3 |
4,821.3 |
4,838.7 |
4,880.7 |
|
S4 |
4,787.3 |
4,804.7 |
4,871.3 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,271.7 |
5,221.3 |
4,991.2 |
|
R3 |
5,147.7 |
5,097.3 |
4,957.1 |
|
R2 |
5,023.7 |
5,023.7 |
4,945.7 |
|
R1 |
4,973.3 |
4,973.3 |
4,934.4 |
4,998.5 |
PP |
4,899.7 |
4,899.7 |
4,899.7 |
4,912.3 |
S1 |
4,849.3 |
4,849.3 |
4,911.6 |
4,874.5 |
S2 |
4,775.7 |
4,775.7 |
4,900.3 |
|
S3 |
4,651.7 |
4,725.3 |
4,888.9 |
|
S4 |
4,527.7 |
4,601.3 |
4,854.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,950.0 |
4,826.0 |
124.0 |
2.5% |
56.0 |
1.1% |
52% |
False |
False |
465,926 |
10 |
4,950.0 |
4,816.0 |
134.0 |
2.7% |
41.4 |
0.8% |
55% |
False |
False |
241,185 |
20 |
4,950.0 |
4,626.0 |
324.0 |
6.6% |
34.9 |
0.7% |
81% |
False |
False |
127,211 |
40 |
4,950.0 |
4,352.0 |
598.0 |
12.2% |
32.3 |
0.7% |
90% |
False |
False |
65,438 |
60 |
4,950.0 |
4,352.0 |
598.0 |
12.2% |
31.9 |
0.7% |
90% |
False |
False |
43,677 |
80 |
4,950.0 |
4,288.0 |
662.0 |
13.5% |
26.2 |
0.5% |
91% |
False |
False |
32,759 |
100 |
4,950.0 |
4,007.0 |
943.0 |
19.3% |
21.3 |
0.4% |
94% |
False |
False |
26,209 |
120 |
4,950.0 |
4,007.0 |
943.0 |
19.3% |
17.7 |
0.4% |
94% |
False |
False |
21,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,050.5 |
2.618 |
4,995.0 |
1.618 |
4,961.0 |
1.000 |
4,940.0 |
0.618 |
4,927.0 |
HIGH |
4,906.0 |
0.618 |
4,893.0 |
0.500 |
4,889.0 |
0.382 |
4,885.0 |
LOW |
4,872.0 |
0.618 |
4,851.0 |
1.000 |
4,838.0 |
1.618 |
4,817.0 |
2.618 |
4,783.0 |
4.250 |
4,727.5 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,889.7 |
4,900.0 |
PP |
4,889.3 |
4,896.7 |
S1 |
4,889.0 |
4,893.3 |
|