Trading Metrics calculated at close of trading on 26-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,996.0 |
5,005.0 |
9.0 |
0.2% |
4,957.0 |
High |
5,013.0 |
5,034.0 |
21.0 |
0.4% |
5,022.0 |
Low |
4,972.0 |
4,996.0 |
24.0 |
0.5% |
4,923.0 |
Close |
5,007.0 |
5,030.0 |
23.0 |
0.5% |
4,993.0 |
Range |
41.0 |
38.0 |
-3.0 |
-7.3% |
99.0 |
ATR |
46.9 |
46.2 |
-0.6 |
-1.4% |
0.0 |
Volume |
576,456 |
673,683 |
97,227 |
16.9% |
3,767,508 |
|
Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,134.0 |
5,120.0 |
5,050.9 |
|
R3 |
5,096.0 |
5,082.0 |
5,040.5 |
|
R2 |
5,058.0 |
5,058.0 |
5,037.0 |
|
R1 |
5,044.0 |
5,044.0 |
5,033.5 |
5,051.0 |
PP |
5,020.0 |
5,020.0 |
5,020.0 |
5,023.5 |
S1 |
5,006.0 |
5,006.0 |
5,026.5 |
5,013.0 |
S2 |
4,982.0 |
4,982.0 |
5,023.0 |
|
S3 |
4,944.0 |
4,968.0 |
5,019.6 |
|
S4 |
4,906.0 |
4,930.0 |
5,009.1 |
|
|
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 |
5,034.0 |
4,937.0 |
97.0 |
1.9% |
46.0 |
0.9% |
96% |
True |
False |
742,232 |
10 |
5,034.0 |
4,923.0 |
111.0 |
2.2% |
45.5 |
0.9% |
96% |
True |
False |
780,124 |
20 |
5,034.0 |
4,826.0 |
208.0 |
4.1% |
45.4 |
0.9% |
98% |
True |
False |
575,208 |
40 |
5,034.0 |
4,590.0 |
444.0 |
8.8% |
36.2 |
0.7% |
99% |
True |
False |
292,156 |
60 |
5,034.0 |
4,352.0 |
682.0 |
13.6% |
36.9 |
0.7% |
99% |
True |
False |
195,173 |
80 |
5,034.0 |
4,352.0 |
682.0 |
13.6% |
32.8 |
0.7% |
99% |
True |
False |
146,415 |
100 |
5,034.0 |
4,125.0 |
909.0 |
18.1% |
26.6 |
0.5% |
100% |
True |
False |
117,132 |
120 |
5,034.0 |
4,007.0 |
1,027.0 |
20.4% |
22.1 |
0.4% |
100% |
True |
False |
97,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,195.5 |
2.618 |
5,133.5 |
1.618 |
5,095.5 |
1.000 |
5,072.0 |
0.618 |
5,057.5 |
HIGH |
5,034.0 |
0.618 |
5,019.5 |
0.500 |
5,015.0 |
0.382 |
5,010.5 |
LOW |
4,996.0 |
0.618 |
4,972.5 |
1.000 |
4,958.0 |
1.618 |
4,934.5 |
2.618 |
4,896.5 |
4.250 |
4,834.5 |
|
|
Fisher Pivots for day following 26-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,025.0 |
5,020.2 |
PP |
5,020.0 |
5,010.3 |
S1 |
5,015.0 |
5,000.5 |
|