Trading Metrics calculated at close of trading on 28-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,021.0 |
5,056.0 |
35.0 |
0.7% |
4,996.0 |
High |
5,059.0 |
5,063.0 |
4.0 |
0.1% |
5,063.0 |
Low |
5,019.0 |
5,037.0 |
18.0 |
0.4% |
4,972.0 |
Close |
5,039.0 |
5,045.0 |
6.0 |
0.1% |
5,045.0 |
Range |
40.0 |
26.0 |
-14.0 |
-35.0% |
91.0 |
ATR |
45.8 |
44.4 |
-1.4 |
-3.1% |
0.0 |
Volume |
674,887 |
891,705 |
216,818 |
32.1% |
2,816,731 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,126.3 |
5,111.7 |
5,059.3 |
|
R3 |
5,100.3 |
5,085.7 |
5,052.2 |
|
R2 |
5,074.3 |
5,074.3 |
5,049.8 |
|
R1 |
5,059.7 |
5,059.7 |
5,047.4 |
5,054.0 |
PP |
5,048.3 |
5,048.3 |
5,048.3 |
5,045.5 |
S1 |
5,033.7 |
5,033.7 |
5,042.6 |
5,028.0 |
S2 |
5,022.3 |
5,022.3 |
5,040.2 |
|
S3 |
4,996.3 |
5,007.7 |
5,037.9 |
|
S4 |
4,970.3 |
4,981.7 |
5,030.7 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,299.7 |
5,263.3 |
5,095.1 |
|
R3 |
5,208.7 |
5,172.3 |
5,070.0 |
|
R2 |
5,117.7 |
5,117.7 |
5,061.7 |
|
R1 |
5,081.3 |
5,081.3 |
5,053.3 |
5,099.5 |
PP |
5,026.7 |
5,026.7 |
5,026.7 |
5,035.8 |
S1 |
4,990.3 |
4,990.3 |
5,036.7 |
5,008.5 |
S2 |
4,935.7 |
4,935.7 |
5,028.3 |
|
S3 |
4,844.7 |
4,899.3 |
5,020.0 |
|
S4 |
4,753.7 |
4,808.3 |
4,995.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,063.0 |
4,967.0 |
96.0 |
1.9% |
36.8 |
0.7% |
81% |
True |
False |
723,176 |
10 |
5,063.0 |
4,923.0 |
140.0 |
2.8% |
42.1 |
0.8% |
87% |
True |
False |
758,616 |
20 |
5,063.0 |
4,826.0 |
237.0 |
4.7% |
47.0 |
0.9% |
92% |
True |
False |
652,487 |
40 |
5,063.0 |
4,590.0 |
473.0 |
9.4% |
36.9 |
0.7% |
96% |
True |
False |
331,020 |
60 |
5,063.0 |
4,352.0 |
711.0 |
14.1% |
35.3 |
0.7% |
97% |
True |
False |
221,279 |
80 |
5,063.0 |
4,352.0 |
711.0 |
14.1% |
33.3 |
0.7% |
97% |
True |
False |
165,997 |
100 |
5,063.0 |
4,139.0 |
924.0 |
18.3% |
26.9 |
0.5% |
98% |
True |
False |
132,798 |
120 |
5,063.0 |
4,007.0 |
1,056.0 |
20.9% |
22.7 |
0.4% |
98% |
True |
False |
110,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,173.5 |
2.618 |
5,131.1 |
1.618 |
5,105.1 |
1.000 |
5,089.0 |
0.618 |
5,079.1 |
HIGH |
5,063.0 |
0.618 |
5,053.1 |
0.500 |
5,050.0 |
0.382 |
5,046.9 |
LOW |
5,037.0 |
0.618 |
5,020.9 |
1.000 |
5,011.0 |
1.618 |
4,994.9 |
2.618 |
4,968.9 |
4.250 |
4,926.5 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,050.0 |
5,039.8 |
PP |
5,048.3 |
5,034.7 |
S1 |
5,046.7 |
5,029.5 |
|