Trading Metrics calculated at close of trading on 21-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,952.0 |
5,003.0 |
51.0 |
1.0% |
4,904.0 |
High |
5,004.0 |
5,022.0 |
18.0 |
0.4% |
4,988.0 |
Low |
4,937.0 |
4,977.0 |
40.0 |
0.8% |
4,872.0 |
Close |
4,959.0 |
5,011.0 |
52.0 |
1.0% |
4,955.0 |
Range |
67.0 |
45.0 |
-22.0 |
-32.8% |
116.0 |
ATR |
46.4 |
47.6 |
1.2 |
2.6% |
0.0 |
Volume |
719,596 |
942,277 |
222,681 |
30.9% |
5,557,798 |
|
Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,138.3 |
5,119.7 |
5,035.8 |
|
R3 |
5,093.3 |
5,074.7 |
5,023.4 |
|
R2 |
5,048.3 |
5,048.3 |
5,019.3 |
|
R1 |
5,029.7 |
5,029.7 |
5,015.1 |
5,039.0 |
PP |
5,003.3 |
5,003.3 |
5,003.3 |
5,008.0 |
S1 |
4,984.7 |
4,984.7 |
5,006.9 |
4,994.0 |
S2 |
4,958.3 |
4,958.3 |
5,002.8 |
|
S3 |
4,913.3 |
4,939.7 |
4,998.6 |
|
S4 |
4,868.3 |
4,894.7 |
4,986.3 |
|
|
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 |
5,022.0 |
4,923.0 |
99.0 |
2.0% |
47.4 |
0.9% |
89% |
True |
False |
794,056 |
10 |
5,022.0 |
4,872.0 |
150.0 |
3.0% |
49.7 |
1.0% |
93% |
True |
False |
894,650 |
20 |
5,022.0 |
4,816.0 |
206.0 |
4.1% |
42.8 |
0.9% |
95% |
True |
False |
474,678 |
40 |
5,022.0 |
4,513.0 |
509.0 |
10.2% |
35.9 |
0.7% |
98% |
True |
False |
241,466 |
60 |
5,022.0 |
4,352.0 |
670.0 |
13.4% |
35.1 |
0.7% |
98% |
True |
False |
161,018 |
80 |
5,022.0 |
4,333.0 |
689.0 |
13.7% |
31.3 |
0.6% |
98% |
True |
False |
120,799 |
100 |
5,022.0 |
4,014.0 |
1,008.0 |
20.1% |
25.4 |
0.5% |
99% |
True |
False |
96,640 |
120 |
5,022.0 |
4,007.0 |
1,015.0 |
20.3% |
21.1 |
0.4% |
99% |
True |
False |
80,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,213.3 |
2.618 |
5,139.8 |
1.618 |
5,094.8 |
1.000 |
5,067.0 |
0.618 |
5,049.8 |
HIGH |
5,022.0 |
0.618 |
5,004.8 |
0.500 |
4,999.5 |
0.382 |
4,994.2 |
LOW |
4,977.0 |
0.618 |
4,949.2 |
1.000 |
4,932.0 |
1.618 |
4,904.2 |
2.618 |
4,859.2 |
4.250 |
4,785.8 |
|
|
Fisher Pivots for day following 21-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,007.2 |
4,998.2 |
PP |
5,003.3 |
4,985.3 |
S1 |
4,999.5 |
4,972.5 |
|