Trading Metrics calculated at close of trading on 18-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,945.0 |
4,957.0 |
12.0 |
0.2% |
4,904.0 |
High |
4,980.0 |
4,966.0 |
-14.0 |
-0.3% |
4,988.0 |
Low |
4,937.0 |
4,931.0 |
-6.0 |
-0.1% |
4,872.0 |
Close |
4,955.0 |
4,942.0 |
-13.0 |
-0.3% |
4,955.0 |
Range |
43.0 |
35.0 |
-8.0 |
-18.6% |
116.0 |
ATR |
45.4 |
44.6 |
-0.7 |
-1.6% |
0.0 |
Volume |
1,001,925 |
656,150 |
-345,775 |
-34.5% |
5,557,798 |
|
Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,051.3 |
5,031.7 |
4,961.3 |
|
R3 |
5,016.3 |
4,996.7 |
4,951.6 |
|
R2 |
4,981.3 |
4,981.3 |
4,948.4 |
|
R1 |
4,961.7 |
4,961.7 |
4,945.2 |
4,954.0 |
PP |
4,946.3 |
4,946.3 |
4,946.3 |
4,942.5 |
S1 |
4,926.7 |
4,926.7 |
4,938.8 |
4,919.0 |
S2 |
4,911.3 |
4,911.3 |
4,935.6 |
|
S3 |
4,876.3 |
4,891.7 |
4,932.4 |
|
S4 |
4,841.3 |
4,856.7 |
4,922.8 |
|
|
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 |
4,880.0 |
108.0 |
2.2% |
50.2 |
1.0% |
57% |
False |
False |
946,204 |
10 |
4,988.0 |
4,826.0 |
162.0 |
3.3% |
53.1 |
1.1% |
72% |
False |
False |
706,065 |
20 |
4,988.0 |
4,716.0 |
272.0 |
5.5% |
39.7 |
0.8% |
83% |
False |
False |
361,140 |
40 |
4,988.0 |
4,431.0 |
557.0 |
11.3% |
35.3 |
0.7% |
92% |
False |
False |
183,702 |
60 |
4,988.0 |
4,352.0 |
636.0 |
12.9% |
33.6 |
0.7% |
93% |
False |
False |
122,482 |
80 |
4,988.0 |
4,333.0 |
655.0 |
13.3% |
29.3 |
0.6% |
93% |
False |
False |
91,896 |
100 |
4,988.0 |
4,007.0 |
981.0 |
19.9% |
23.8 |
0.5% |
95% |
False |
False |
73,518 |
120 |
4,988.0 |
4,007.0 |
981.0 |
19.9% |
19.8 |
0.4% |
95% |
False |
False |
61,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,114.8 |
2.618 |
5,057.6 |
1.618 |
5,022.6 |
1.000 |
5,001.0 |
0.618 |
4,987.6 |
HIGH |
4,966.0 |
0.618 |
4,952.6 |
0.500 |
4,948.5 |
0.382 |
4,944.4 |
LOW |
4,931.0 |
0.618 |
4,909.4 |
1.000 |
4,896.0 |
1.618 |
4,874.4 |
2.618 |
4,839.4 |
4.250 |
4,782.3 |
|
|
Fisher Pivots for day following 18-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,948.5 |
4,957.5 |
PP |
4,946.3 |
4,952.3 |
S1 |
4,944.2 |
4,947.2 |
|