Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,904.0 |
4,903.0 |
-1.0 |
0.0% |
4,865.0 |
High |
4,906.0 |
4,953.0 |
47.0 |
1.0% |
4,950.0 |
Low |
4,872.0 |
4,880.0 |
8.0 |
0.2% |
4,826.0 |
Close |
4,890.0 |
4,944.0 |
54.0 |
1.1% |
4,923.0 |
Range |
34.0 |
73.0 |
39.0 |
114.7% |
124.0 |
ATR |
42.6 |
44.8 |
2.2 |
5.1% |
0.0 |
Volume |
1,482,926 |
1,291,273 |
-191,653 |
-12.9% |
894,617 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,144.7 |
5,117.3 |
4,984.2 |
|
R3 |
5,071.7 |
5,044.3 |
4,964.1 |
|
R2 |
4,998.7 |
4,998.7 |
4,957.4 |
|
R1 |
4,971.3 |
4,971.3 |
4,950.7 |
4,985.0 |
PP |
4,925.7 |
4,925.7 |
4,925.7 |
4,932.5 |
S1 |
4,898.3 |
4,898.3 |
4,937.3 |
4,912.0 |
S2 |
4,852.7 |
4,852.7 |
4,930.6 |
|
S3 |
4,779.7 |
4,825.3 |
4,923.9 |
|
S4 |
4,706.7 |
4,752.3 |
4,903.9 |
|
|
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 |
4,953.0 |
4,844.0 |
109.0 |
2.2% |
61.0 |
1.2% |
92% |
True |
False |
706,681 |
10 |
4,953.0 |
4,826.0 |
127.0 |
2.6% |
45.3 |
0.9% |
93% |
True |
False |
370,292 |
20 |
4,953.0 |
4,626.0 |
327.0 |
6.6% |
37.5 |
0.8% |
97% |
True |
False |
190,923 |
40 |
4,953.0 |
4,352.0 |
601.0 |
12.2% |
34.1 |
0.7% |
99% |
True |
False |
97,720 |
60 |
4,953.0 |
4,352.0 |
601.0 |
12.2% |
32.5 |
0.7% |
99% |
True |
False |
65,198 |
80 |
4,953.0 |
4,288.0 |
665.0 |
13.5% |
27.1 |
0.5% |
99% |
True |
False |
48,900 |
100 |
4,953.0 |
4,007.0 |
946.0 |
19.1% |
22.0 |
0.4% |
99% |
True |
False |
39,121 |
120 |
4,953.0 |
4,007.0 |
946.0 |
19.1% |
18.3 |
0.4% |
99% |
True |
False |
32,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,263.3 |
2.618 |
5,144.1 |
1.618 |
5,071.1 |
1.000 |
5,026.0 |
0.618 |
4,998.1 |
HIGH |
4,953.0 |
0.618 |
4,925.1 |
0.500 |
4,916.5 |
0.382 |
4,907.9 |
LOW |
4,880.0 |
0.618 |
4,834.9 |
1.000 |
4,807.0 |
1.618 |
4,761.9 |
2.618 |
4,688.9 |
4.250 |
4,569.8 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,934.8 |
4,933.5 |
PP |
4,925.7 |
4,923.0 |
S1 |
4,916.5 |
4,912.5 |
|