Trading Metrics calculated at close of trading on 19-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,957.0 |
4,933.0 |
-24.0 |
-0.5% |
4,904.0 |
High |
4,966.0 |
4,970.0 |
4.0 |
0.1% |
4,988.0 |
Low |
4,931.0 |
4,923.0 |
-8.0 |
-0.2% |
4,872.0 |
Close |
4,942.0 |
4,963.0 |
21.0 |
0.4% |
4,955.0 |
Range |
35.0 |
47.0 |
12.0 |
34.3% |
116.0 |
ATR |
44.6 |
44.8 |
0.2 |
0.4% |
0.0 |
Volume |
656,150 |
650,336 |
-5,814 |
-0.9% |
5,557,798 |
|
Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.0 |
5,075.0 |
4,988.9 |
|
R3 |
5,046.0 |
5,028.0 |
4,975.9 |
|
R2 |
4,999.0 |
4,999.0 |
4,971.6 |
|
R1 |
4,981.0 |
4,981.0 |
4,967.3 |
4,990.0 |
PP |
4,952.0 |
4,952.0 |
4,952.0 |
4,956.5 |
S1 |
4,934.0 |
4,934.0 |
4,958.7 |
4,943.0 |
S2 |
4,905.0 |
4,905.0 |
4,954.4 |
|
S3 |
4,858.0 |
4,887.0 |
4,950.1 |
|
S4 |
4,811.0 |
4,840.0 |
4,937.2 |
|
|
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 |
4,923.0 |
65.0 |
1.3% |
45.0 |
0.9% |
62% |
False |
True |
818,017 |
10 |
4,988.0 |
4,844.0 |
144.0 |
2.9% |
53.0 |
1.1% |
83% |
False |
False |
762,349 |
20 |
4,988.0 |
4,721.0 |
267.0 |
5.4% |
41.5 |
0.8% |
91% |
False |
False |
393,304 |
40 |
4,988.0 |
4,431.0 |
557.0 |
11.2% |
35.9 |
0.7% |
96% |
False |
False |
199,921 |
60 |
4,988.0 |
4,352.0 |
636.0 |
12.8% |
33.7 |
0.7% |
96% |
False |
False |
133,321 |
80 |
4,988.0 |
4,333.0 |
655.0 |
13.2% |
29.9 |
0.6% |
96% |
False |
False |
100,026 |
100 |
4,988.0 |
4,007.0 |
981.0 |
19.8% |
24.3 |
0.5% |
97% |
False |
False |
80,021 |
120 |
4,988.0 |
4,007.0 |
981.0 |
19.8% |
20.2 |
0.4% |
97% |
False |
False |
66,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,169.8 |
2.618 |
5,093.0 |
1.618 |
5,046.0 |
1.000 |
5,017.0 |
0.618 |
4,999.0 |
HIGH |
4,970.0 |
0.618 |
4,952.0 |
0.500 |
4,946.5 |
0.382 |
4,941.0 |
LOW |
4,923.0 |
0.618 |
4,894.0 |
1.000 |
4,876.0 |
1.618 |
4,847.0 |
2.618 |
4,800.0 |
4.250 |
4,723.3 |
|
|
Fisher Pivots for day following 19-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,957.5 |
4,959.2 |
PP |
4,952.0 |
4,955.3 |
S1 |
4,946.5 |
4,951.5 |
|