Trading Metrics calculated at close of trading on 13-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,903.0 |
4,954.0 |
51.0 |
1.0% |
4,865.0 |
High |
4,953.0 |
4,976.0 |
23.0 |
0.5% |
4,950.0 |
Low |
4,880.0 |
4,937.0 |
57.0 |
1.2% |
4,826.0 |
Close |
4,944.0 |
4,960.0 |
16.0 |
0.3% |
4,923.0 |
Range |
73.0 |
39.0 |
-34.0 |
-46.6% |
124.0 |
ATR |
44.8 |
44.4 |
-0.4 |
-0.9% |
0.0 |
Volume |
1,291,273 |
824,022 |
-467,251 |
-36.2% |
894,617 |
|
Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,074.7 |
5,056.3 |
4,981.5 |
|
R3 |
5,035.7 |
5,017.3 |
4,970.7 |
|
R2 |
4,996.7 |
4,996.7 |
4,967.2 |
|
R1 |
4,978.3 |
4,978.3 |
4,963.6 |
4,987.5 |
PP |
4,957.7 |
4,957.7 |
4,957.7 |
4,962.3 |
S1 |
4,939.3 |
4,939.3 |
4,956.4 |
4,948.5 |
S2 |
4,918.7 |
4,918.7 |
4,952.9 |
|
S3 |
4,879.7 |
4,900.3 |
4,949.3 |
|
S4 |
4,840.7 |
4,861.3 |
4,938.6 |
|
|
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 |
4,976.0 |
4,850.0 |
126.0 |
2.5% |
59.8 |
1.2% |
87% |
True |
False |
843,986 |
10 |
4,976.0 |
4,826.0 |
150.0 |
3.0% |
48.0 |
1.0% |
89% |
True |
False |
451,190 |
20 |
4,976.0 |
4,647.0 |
329.0 |
6.6% |
36.5 |
0.7% |
95% |
True |
False |
230,947 |
40 |
4,976.0 |
4,352.0 |
624.0 |
12.6% |
34.6 |
0.7% |
97% |
True |
False |
118,320 |
60 |
4,976.0 |
4,352.0 |
624.0 |
12.6% |
32.1 |
0.6% |
97% |
True |
False |
78,891 |
80 |
4,976.0 |
4,320.0 |
656.0 |
13.2% |
27.6 |
0.6% |
98% |
True |
False |
59,200 |
100 |
4,976.0 |
4,007.0 |
969.0 |
19.5% |
22.4 |
0.5% |
98% |
True |
False |
47,362 |
120 |
4,976.0 |
4,007.0 |
969.0 |
19.5% |
18.7 |
0.4% |
98% |
True |
False |
39,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,141.8 |
2.618 |
5,078.1 |
1.618 |
5,039.1 |
1.000 |
5,015.0 |
0.618 |
5,000.1 |
HIGH |
4,976.0 |
0.618 |
4,961.1 |
0.500 |
4,956.5 |
0.382 |
4,951.9 |
LOW |
4,937.0 |
0.618 |
4,912.9 |
1.000 |
4,898.0 |
1.618 |
4,873.9 |
2.618 |
4,834.9 |
4.250 |
4,771.3 |
|
|
Fisher Pivots for day following 13-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,958.8 |
4,948.0 |
PP |
4,957.7 |
4,936.0 |
S1 |
4,956.5 |
4,924.0 |
|