Trading Metrics calculated at close of trading on 25-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,002.0 |
4,996.0 |
-6.0 |
-0.1% |
4,957.0 |
High |
5,006.0 |
5,013.0 |
7.0 |
0.1% |
5,022.0 |
Low |
4,967.0 |
4,972.0 |
5.0 |
0.1% |
4,923.0 |
Close |
4,993.0 |
5,007.0 |
14.0 |
0.3% |
4,993.0 |
Range |
39.0 |
41.0 |
2.0 |
5.1% |
99.0 |
ATR |
47.3 |
46.9 |
-0.5 |
-1.0% |
0.0 |
Volume |
799,149 |
576,456 |
-222,693 |
-27.9% |
3,767,508 |
|
Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,120.3 |
5,104.7 |
5,029.6 |
|
R3 |
5,079.3 |
5,063.7 |
5,018.3 |
|
R2 |
5,038.3 |
5,038.3 |
5,014.5 |
|
R1 |
5,022.7 |
5,022.7 |
5,010.8 |
5,030.5 |
PP |
4,997.3 |
4,997.3 |
4,997.3 |
5,001.3 |
S1 |
4,981.7 |
4,981.7 |
5,003.2 |
4,989.5 |
S2 |
4,956.3 |
4,956.3 |
4,999.5 |
|
S3 |
4,915.3 |
4,940.7 |
4,995.7 |
|
S4 |
4,874.3 |
4,899.7 |
4,984.5 |
|
|
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% |
47.8 |
1.0% |
85% |
False |
False |
737,562 |
10 |
5,022.0 |
4,880.0 |
142.0 |
2.8% |
49.0 |
1.0% |
89% |
False |
False |
841,883 |
20 |
5,022.0 |
4,816.0 |
206.0 |
4.1% |
45.2 |
0.9% |
93% |
False |
False |
541,534 |
40 |
5,022.0 |
4,590.0 |
432.0 |
8.6% |
35.7 |
0.7% |
97% |
False |
False |
275,803 |
60 |
5,022.0 |
4,352.0 |
670.0 |
13.4% |
36.2 |
0.7% |
98% |
False |
False |
183,944 |
80 |
5,022.0 |
4,352.0 |
670.0 |
13.4% |
32.3 |
0.6% |
98% |
False |
False |
137,994 |
100 |
5,022.0 |
4,078.0 |
944.0 |
18.9% |
26.2 |
0.5% |
98% |
False |
False |
110,396 |
120 |
5,022.0 |
4,007.0 |
1,015.0 |
20.3% |
21.8 |
0.4% |
99% |
False |
False |
91,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,187.3 |
2.618 |
5,120.3 |
1.618 |
5,079.3 |
1.000 |
5,054.0 |
0.618 |
5,038.3 |
HIGH |
5,013.0 |
0.618 |
4,997.3 |
0.500 |
4,992.5 |
0.382 |
4,987.7 |
LOW |
4,972.0 |
0.618 |
4,946.7 |
1.000 |
4,931.0 |
1.618 |
4,905.7 |
2.618 |
4,864.7 |
4.250 |
4,797.8 |
|
|
Fisher Pivots for day following 25-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,002.2 |
5,002.8 |
PP |
4,997.3 |
4,998.7 |
S1 |
4,992.5 |
4,994.5 |
|