Trading Metrics calculated at close of trading on 11-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,221.75 |
5,195.50 |
-26.25 |
-0.5% |
5,205.75 |
High |
5,257.25 |
5,196.00 |
-61.25 |
-1.2% |
5,257.25 |
Low |
5,185.25 |
5,157.00 |
-28.25 |
-0.5% |
5,124.25 |
Close |
5,192.50 |
5,185.75 |
-6.75 |
-0.1% |
5,192.50 |
Range |
72.00 |
39.00 |
-33.00 |
-45.8% |
133.00 |
ATR |
53.88 |
52.81 |
-1.06 |
-2.0% |
0.00 |
Volume |
1,268,539 |
2,205,843 |
937,304 |
73.9% |
1,699,994 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,296.50 |
5,280.25 |
5,207.25 |
|
R3 |
5,257.50 |
5,241.25 |
5,196.50 |
|
R2 |
5,218.50 |
5,218.50 |
5,193.00 |
|
R1 |
5,202.25 |
5,202.25 |
5,189.25 |
5,191.00 |
PP |
5,179.50 |
5,179.50 |
5,179.50 |
5,174.00 |
S1 |
5,163.25 |
5,163.25 |
5,182.25 |
5,152.00 |
S2 |
5,140.50 |
5,140.50 |
5,178.50 |
|
S3 |
5,101.50 |
5,124.25 |
5,175.00 |
|
S4 |
5,062.50 |
5,085.25 |
5,164.25 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,590.25 |
5,524.50 |
5,265.75 |
|
R3 |
5,457.25 |
5,391.50 |
5,229.00 |
|
R2 |
5,324.25 |
5,324.25 |
5,217.00 |
|
R1 |
5,258.50 |
5,258.50 |
5,204.75 |
5,225.00 |
PP |
5,191.25 |
5,191.25 |
5,191.25 |
5,174.50 |
S1 |
5,125.50 |
5,125.50 |
5,180.25 |
5,092.00 |
S2 |
5,058.25 |
5,058.25 |
5,168.00 |
|
S3 |
4,925.25 |
4,992.50 |
5,156.00 |
|
S4 |
4,792.25 |
4,859.50 |
5,119.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,257.25 |
5,124.25 |
133.00 |
2.6% |
64.00 |
1.2% |
46% |
False |
False |
777,177 |
10 |
5,257.25 |
5,121.00 |
136.25 |
2.6% |
51.50 |
1.0% |
48% |
False |
False |
396,530 |
20 |
5,257.25 |
4,994.25 |
263.00 |
5.1% |
53.50 |
1.0% |
73% |
False |
False |
201,546 |
40 |
5,257.25 |
4,799.25 |
458.00 |
8.8% |
49.50 |
1.0% |
84% |
False |
False |
103,457 |
60 |
5,257.25 |
4,747.75 |
509.50 |
9.8% |
48.25 |
0.9% |
86% |
False |
False |
69,966 |
80 |
5,257.25 |
4,526.00 |
731.25 |
14.1% |
45.50 |
0.9% |
90% |
False |
False |
52,537 |
100 |
5,257.25 |
4,215.25 |
1,042.00 |
20.1% |
47.00 |
0.9% |
93% |
False |
False |
42,084 |
120 |
5,257.25 |
4,215.25 |
1,042.00 |
20.1% |
49.00 |
0.9% |
93% |
False |
False |
35,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,361.75 |
2.618 |
5,298.00 |
1.618 |
5,259.00 |
1.000 |
5,235.00 |
0.618 |
5,220.00 |
HIGH |
5,196.00 |
0.618 |
5,181.00 |
0.500 |
5,176.50 |
0.382 |
5,172.00 |
LOW |
5,157.00 |
0.618 |
5,133.00 |
1.000 |
5,118.00 |
1.618 |
5,094.00 |
2.618 |
5,055.00 |
4.250 |
4,991.25 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,182.75 |
5,203.00 |
PP |
5,179.50 |
5,197.25 |
S1 |
5,176.50 |
5,191.50 |
|