Trading Metrics calculated at close of trading on 27-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,005.0 |
5,021.0 |
16.0 |
0.3% |
4,957.0 |
High |
5,034.0 |
5,059.0 |
25.0 |
0.5% |
5,022.0 |
Low |
4,996.0 |
5,019.0 |
23.0 |
0.5% |
4,923.0 |
Close |
5,030.0 |
5,039.0 |
9.0 |
0.2% |
4,993.0 |
Range |
38.0 |
40.0 |
2.0 |
5.3% |
99.0 |
ATR |
46.2 |
45.8 |
-0.4 |
-1.0% |
0.0 |
Volume |
673,683 |
674,887 |
1,204 |
0.2% |
3,767,508 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,159.0 |
5,139.0 |
5,061.0 |
|
R3 |
5,119.0 |
5,099.0 |
5,050.0 |
|
R2 |
5,079.0 |
5,079.0 |
5,046.3 |
|
R1 |
5,059.0 |
5,059.0 |
5,042.7 |
5,069.0 |
PP |
5,039.0 |
5,039.0 |
5,039.0 |
5,044.0 |
S1 |
5,019.0 |
5,019.0 |
5,035.3 |
5,029.0 |
S2 |
4,999.0 |
4,999.0 |
5,031.7 |
|
S3 |
4,959.0 |
4,979.0 |
5,028.0 |
|
S4 |
4,919.0 |
4,939.0 |
5,017.0 |
|
|
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 |
5,059.0 |
4,967.0 |
92.0 |
1.8% |
40.6 |
0.8% |
78% |
True |
False |
733,290 |
10 |
5,059.0 |
4,923.0 |
136.0 |
2.7% |
45.6 |
0.9% |
85% |
True |
False |
765,211 |
20 |
5,059.0 |
4,826.0 |
233.0 |
4.6% |
46.8 |
0.9% |
91% |
True |
False |
608,200 |
40 |
5,059.0 |
4,590.0 |
469.0 |
9.3% |
36.8 |
0.7% |
96% |
True |
False |
308,853 |
60 |
5,059.0 |
4,352.0 |
707.0 |
14.0% |
36.2 |
0.7% |
97% |
True |
False |
206,420 |
80 |
5,059.0 |
4,352.0 |
707.0 |
14.0% |
33.3 |
0.7% |
97% |
True |
False |
154,851 |
100 |
5,059.0 |
4,139.0 |
920.0 |
18.3% |
26.6 |
0.5% |
98% |
True |
False |
123,881 |
120 |
5,059.0 |
4,007.0 |
1,052.0 |
20.9% |
22.5 |
0.4% |
98% |
True |
False |
103,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,229.0 |
2.618 |
5,163.7 |
1.618 |
5,123.7 |
1.000 |
5,099.0 |
0.618 |
5,083.7 |
HIGH |
5,059.0 |
0.618 |
5,043.7 |
0.500 |
5,039.0 |
0.382 |
5,034.3 |
LOW |
5,019.0 |
0.618 |
4,994.3 |
1.000 |
4,979.0 |
1.618 |
4,954.3 |
2.618 |
4,914.3 |
4.250 |
4,849.0 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,039.0 |
5,031.2 |
PP |
5,039.0 |
5,023.3 |
S1 |
5,039.0 |
5,015.5 |
|