Trading Metrics calculated at close of trading on 14-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,954.0 |
4,960.0 |
6.0 |
0.1% |
4,865.0 |
High |
4,976.0 |
4,988.0 |
12.0 |
0.2% |
4,950.0 |
Low |
4,937.0 |
4,927.0 |
-10.0 |
-0.2% |
4,826.0 |
Close |
4,960.0 |
4,948.0 |
-12.0 |
-0.2% |
4,923.0 |
Range |
39.0 |
61.0 |
22.0 |
56.4% |
124.0 |
ATR |
44.4 |
45.6 |
1.2 |
2.7% |
0.0 |
Volume |
824,022 |
957,652 |
133,630 |
16.2% |
894,617 |
|
Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,137.3 |
5,103.7 |
4,981.6 |
|
R3 |
5,076.3 |
5,042.7 |
4,964.8 |
|
R2 |
5,015.3 |
5,015.3 |
4,959.2 |
|
R1 |
4,981.7 |
4,981.7 |
4,953.6 |
4,968.0 |
PP |
4,954.3 |
4,954.3 |
4,954.3 |
4,947.5 |
S1 |
4,920.7 |
4,920.7 |
4,942.4 |
4,907.0 |
S2 |
4,893.3 |
4,893.3 |
4,936.8 |
|
S3 |
4,832.3 |
4,859.7 |
4,931.2 |
|
S4 |
4,771.3 |
4,798.7 |
4,914.5 |
|
|
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 |
4,988.0 |
4,872.0 |
116.0 |
2.3% |
52.0 |
1.1% |
66% |
True |
False |
995,245 |
10 |
4,988.0 |
4,826.0 |
162.0 |
3.3% |
51.9 |
1.0% |
75% |
True |
False |
546,359 |
20 |
4,988.0 |
4,697.0 |
291.0 |
5.9% |
37.9 |
0.8% |
86% |
True |
False |
278,762 |
40 |
4,988.0 |
4,381.0 |
607.0 |
12.3% |
35.5 |
0.7% |
93% |
True |
False |
142,261 |
60 |
4,988.0 |
4,352.0 |
636.0 |
12.9% |
32.9 |
0.7% |
94% |
True |
False |
94,852 |
80 |
4,988.0 |
4,320.0 |
668.0 |
13.5% |
28.4 |
0.6% |
94% |
True |
False |
71,171 |
100 |
4,988.0 |
4,007.0 |
981.0 |
19.8% |
23.0 |
0.5% |
96% |
True |
False |
56,938 |
120 |
4,988.0 |
4,007.0 |
981.0 |
19.8% |
19.2 |
0.4% |
96% |
True |
False |
47,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,247.3 |
2.618 |
5,147.7 |
1.618 |
5,086.7 |
1.000 |
5,049.0 |
0.618 |
5,025.7 |
HIGH |
4,988.0 |
0.618 |
4,964.7 |
0.500 |
4,957.5 |
0.382 |
4,950.3 |
LOW |
4,927.0 |
0.618 |
4,889.3 |
1.000 |
4,866.0 |
1.618 |
4,828.3 |
2.618 |
4,767.3 |
4.250 |
4,667.8 |
|
|
Fisher Pivots for day following 14-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,957.5 |
4,943.3 |
PP |
4,954.3 |
4,938.7 |
S1 |
4,951.2 |
4,934.0 |
|