Trading Metrics calculated at close of trading on 22-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,003.0 |
5,002.0 |
-1.0 |
0.0% |
4,957.0 |
High |
5,022.0 |
5,006.0 |
-16.0 |
-0.3% |
5,022.0 |
Low |
4,977.0 |
4,967.0 |
-10.0 |
-0.2% |
4,923.0 |
Close |
5,011.0 |
4,993.0 |
-18.0 |
-0.4% |
4,993.0 |
Range |
45.0 |
39.0 |
-6.0 |
-13.3% |
99.0 |
ATR |
47.6 |
47.3 |
-0.3 |
-0.5% |
0.0 |
Volume |
942,277 |
799,149 |
-143,128 |
-15.2% |
3,767,508 |
|
Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,105.7 |
5,088.3 |
5,014.5 |
|
R3 |
5,066.7 |
5,049.3 |
5,003.7 |
|
R2 |
5,027.7 |
5,027.7 |
5,000.2 |
|
R1 |
5,010.3 |
5,010.3 |
4,996.6 |
4,999.5 |
PP |
4,988.7 |
4,988.7 |
4,988.7 |
4,983.3 |
S1 |
4,971.3 |
4,971.3 |
4,989.4 |
4,960.5 |
S2 |
4,949.7 |
4,949.7 |
4,985.9 |
|
S3 |
4,910.7 |
4,932.3 |
4,982.3 |
|
S4 |
4,871.7 |
4,893.3 |
4,971.6 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,276.3 |
5,233.7 |
5,047.5 |
|
R3 |
5,177.3 |
5,134.7 |
5,020.2 |
|
R2 |
5,078.3 |
5,078.3 |
5,011.2 |
|
R1 |
5,035.7 |
5,035.7 |
5,002.1 |
5,057.0 |
PP |
4,979.3 |
4,979.3 |
4,979.3 |
4,990.0 |
S1 |
4,936.7 |
4,936.7 |
4,983.9 |
4,958.0 |
S2 |
4,880.3 |
4,880.3 |
4,974.9 |
|
S3 |
4,781.3 |
4,837.7 |
4,965.8 |
|
S4 |
4,682.3 |
4,738.7 |
4,938.6 |
|
|
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% |
46.6 |
0.9% |
71% |
False |
False |
753,501 |
10 |
5,022.0 |
4,872.0 |
150.0 |
3.0% |
48.3 |
1.0% |
81% |
False |
False |
932,530 |
20 |
5,022.0 |
4,816.0 |
206.0 |
4.1% |
43.6 |
0.9% |
86% |
False |
False |
513,067 |
40 |
5,022.0 |
4,561.0 |
461.0 |
9.2% |
35.8 |
0.7% |
94% |
False |
False |
261,394 |
60 |
5,022.0 |
4,352.0 |
670.0 |
13.4% |
35.6 |
0.7% |
96% |
False |
False |
174,337 |
80 |
5,022.0 |
4,333.0 |
689.0 |
13.8% |
31.8 |
0.6% |
96% |
False |
False |
130,788 |
100 |
5,022.0 |
4,044.0 |
978.0 |
19.6% |
25.8 |
0.5% |
97% |
False |
False |
104,631 |
120 |
5,022.0 |
4,007.0 |
1,015.0 |
20.3% |
21.5 |
0.4% |
97% |
False |
False |
87,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,171.8 |
2.618 |
5,108.1 |
1.618 |
5,069.1 |
1.000 |
5,045.0 |
0.618 |
5,030.1 |
HIGH |
5,006.0 |
0.618 |
4,991.1 |
0.500 |
4,986.5 |
0.382 |
4,981.9 |
LOW |
4,967.0 |
0.618 |
4,942.9 |
1.000 |
4,928.0 |
1.618 |
4,903.9 |
2.618 |
4,864.9 |
4.250 |
4,801.3 |
|
|
Fisher Pivots for day following 22-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,990.8 |
4,988.5 |
PP |
4,988.7 |
4,984.0 |
S1 |
4,986.5 |
4,979.5 |
|