Trading Metrics calculated at close of trading on 20-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,933.0 |
4,952.0 |
19.0 |
0.4% |
4,904.0 |
High |
4,970.0 |
5,004.0 |
34.0 |
0.7% |
4,988.0 |
Low |
4,923.0 |
4,937.0 |
14.0 |
0.3% |
4,872.0 |
Close |
4,963.0 |
4,959.0 |
-4.0 |
-0.1% |
4,955.0 |
Range |
47.0 |
67.0 |
20.0 |
42.6% |
116.0 |
ATR |
44.8 |
46.4 |
1.6 |
3.5% |
0.0 |
Volume |
650,336 |
719,596 |
69,260 |
10.6% |
5,557,798 |
|
Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,167.7 |
5,130.3 |
4,995.9 |
|
R3 |
5,100.7 |
5,063.3 |
4,977.4 |
|
R2 |
5,033.7 |
5,033.7 |
4,971.3 |
|
R1 |
4,996.3 |
4,996.3 |
4,965.1 |
5,015.0 |
PP |
4,966.7 |
4,966.7 |
4,966.7 |
4,976.0 |
S1 |
4,929.3 |
4,929.3 |
4,952.9 |
4,948.0 |
S2 |
4,899.7 |
4,899.7 |
4,946.7 |
|
S3 |
4,832.7 |
4,862.3 |
4,940.6 |
|
S4 |
4,765.7 |
4,795.3 |
4,922.2 |
|
|
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 |
5,004.0 |
4,923.0 |
81.0 |
1.6% |
50.6 |
1.0% |
44% |
True |
False |
797,131 |
10 |
5,004.0 |
4,850.0 |
154.0 |
3.1% |
55.2 |
1.1% |
71% |
True |
False |
820,559 |
20 |
5,004.0 |
4,771.0 |
233.0 |
4.7% |
43.6 |
0.9% |
81% |
True |
False |
428,109 |
40 |
5,004.0 |
4,470.0 |
534.0 |
10.8% |
36.8 |
0.7% |
92% |
True |
False |
217,911 |
60 |
5,004.0 |
4,352.0 |
652.0 |
13.1% |
34.5 |
0.7% |
93% |
True |
False |
145,314 |
80 |
5,004.0 |
4,333.0 |
671.0 |
13.5% |
30.8 |
0.6% |
93% |
True |
False |
109,021 |
100 |
5,004.0 |
4,007.0 |
997.0 |
20.1% |
24.9 |
0.5% |
95% |
True |
False |
87,217 |
120 |
5,004.0 |
4,007.0 |
997.0 |
20.1% |
20.8 |
0.4% |
95% |
True |
False |
72,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,288.8 |
2.618 |
5,179.4 |
1.618 |
5,112.4 |
1.000 |
5,071.0 |
0.618 |
5,045.4 |
HIGH |
5,004.0 |
0.618 |
4,978.4 |
0.500 |
4,970.5 |
0.382 |
4,962.6 |
LOW |
4,937.0 |
0.618 |
4,895.6 |
1.000 |
4,870.0 |
1.618 |
4,828.6 |
2.618 |
4,761.6 |
4.250 |
4,652.3 |
|
|
Fisher Pivots for day following 20-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,970.5 |
4,963.5 |
PP |
4,966.7 |
4,962.0 |
S1 |
4,962.8 |
4,960.5 |
|