Trading Metrics calculated at close of trading on 15-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,960.0 |
4,945.0 |
-15.0 |
-0.3% |
4,904.0 |
High |
4,988.0 |
4,980.0 |
-8.0 |
-0.2% |
4,988.0 |
Low |
4,927.0 |
4,937.0 |
10.0 |
0.2% |
4,872.0 |
Close |
4,948.0 |
4,955.0 |
7.0 |
0.1% |
4,955.0 |
Range |
61.0 |
43.0 |
-18.0 |
-29.5% |
116.0 |
ATR |
45.6 |
45.4 |
-0.2 |
-0.4% |
0.0 |
Volume |
957,652 |
1,001,925 |
44,273 |
4.6% |
5,557,798 |
|
Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,086.3 |
5,063.7 |
4,978.7 |
|
R3 |
5,043.3 |
5,020.7 |
4,966.8 |
|
R2 |
5,000.3 |
5,000.3 |
4,962.9 |
|
R1 |
4,977.7 |
4,977.7 |
4,958.9 |
4,989.0 |
PP |
4,957.3 |
4,957.3 |
4,957.3 |
4,963.0 |
S1 |
4,934.7 |
4,934.7 |
4,951.1 |
4,946.0 |
S2 |
4,914.3 |
4,914.3 |
4,947.1 |
|
S3 |
4,871.3 |
4,891.7 |
4,943.2 |
|
S4 |
4,828.3 |
4,848.7 |
4,931.4 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,286.3 |
5,236.7 |
5,018.8 |
|
R3 |
5,170.3 |
5,120.7 |
4,986.9 |
|
R2 |
5,054.3 |
5,054.3 |
4,976.3 |
|
R1 |
5,004.7 |
5,004.7 |
4,965.6 |
5,029.5 |
PP |
4,938.3 |
4,938.3 |
4,938.3 |
4,950.8 |
S1 |
4,888.7 |
4,888.7 |
4,944.4 |
4,913.5 |
S2 |
4,822.3 |
4,822.3 |
4,933.7 |
|
S3 |
4,706.3 |
4,772.7 |
4,923.1 |
|
S4 |
4,590.3 |
4,656.7 |
4,891.2 |
|
|
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% |
50.0 |
1.0% |
72% |
False |
False |
1,111,559 |
10 |
4,988.0 |
4,826.0 |
162.0 |
3.3% |
52.2 |
1.1% |
80% |
False |
False |
645,241 |
20 |
4,988.0 |
4,716.0 |
272.0 |
5.5% |
38.8 |
0.8% |
88% |
False |
False |
328,387 |
40 |
4,988.0 |
4,403.0 |
585.0 |
11.8% |
35.3 |
0.7% |
94% |
False |
False |
167,300 |
60 |
4,988.0 |
4,352.0 |
636.0 |
12.8% |
33.1 |
0.7% |
95% |
False |
False |
111,546 |
80 |
4,988.0 |
4,320.0 |
668.0 |
13.5% |
28.9 |
0.6% |
95% |
False |
False |
83,695 |
100 |
4,988.0 |
4,007.0 |
981.0 |
19.8% |
23.4 |
0.5% |
97% |
False |
False |
66,956 |
120 |
4,988.0 |
4,007.0 |
981.0 |
19.8% |
19.5 |
0.4% |
97% |
False |
False |
55,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,162.8 |
2.618 |
5,092.6 |
1.618 |
5,049.6 |
1.000 |
5,023.0 |
0.618 |
5,006.6 |
HIGH |
4,980.0 |
0.618 |
4,963.6 |
0.500 |
4,958.5 |
0.382 |
4,953.4 |
LOW |
4,937.0 |
0.618 |
4,910.4 |
1.000 |
4,894.0 |
1.618 |
4,867.4 |
2.618 |
4,824.4 |
4.250 |
4,754.3 |
|
|
Fisher Pivots for day following 15-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,958.5 |
4,957.5 |
PP |
4,957.3 |
4,956.7 |
S1 |
4,956.2 |
4,955.8 |
|