Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,195.50 |
5,191.75 |
-3.75 |
-0.1% |
5,205.75 |
High |
5,196.00 |
5,246.75 |
50.75 |
1.0% |
5,257.25 |
Low |
5,157.00 |
5,176.25 |
19.25 |
0.4% |
5,124.25 |
Close |
5,185.75 |
5,241.25 |
55.50 |
1.1% |
5,192.50 |
Range |
39.00 |
70.50 |
31.50 |
80.8% |
133.00 |
ATR |
52.81 |
54.08 |
1.26 |
2.4% |
0.00 |
Volume |
2,205,843 |
2,317,426 |
111,583 |
5.1% |
1,699,994 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,433.00 |
5,407.50 |
5,280.00 |
|
R3 |
5,362.50 |
5,337.00 |
5,260.75 |
|
R2 |
5,292.00 |
5,292.00 |
5,254.25 |
|
R1 |
5,266.50 |
5,266.50 |
5,247.75 |
5,279.25 |
PP |
5,221.50 |
5,221.50 |
5,221.50 |
5,227.75 |
S1 |
5,196.00 |
5,196.00 |
5,234.75 |
5,208.75 |
S2 |
5,151.00 |
5,151.00 |
5,228.25 |
|
S3 |
5,080.50 |
5,125.50 |
5,221.75 |
|
S4 |
5,010.00 |
5,055.00 |
5,202.50 |
|
|
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 |
5,145.00 |
112.25 |
2.1% |
63.50 |
1.2% |
86% |
False |
False |
1,228,088 |
10 |
5,257.25 |
5,121.00 |
136.25 |
2.6% |
56.00 |
1.1% |
88% |
False |
False |
627,471 |
20 |
5,257.25 |
4,994.25 |
263.00 |
5.0% |
55.50 |
1.1% |
94% |
False |
False |
317,232 |
40 |
5,257.25 |
4,799.25 |
458.00 |
8.7% |
50.00 |
1.0% |
97% |
False |
False |
161,340 |
60 |
5,257.25 |
4,754.50 |
502.75 |
9.6% |
48.50 |
0.9% |
97% |
False |
False |
108,539 |
80 |
5,257.25 |
4,602.75 |
654.50 |
12.5% |
45.25 |
0.9% |
98% |
False |
False |
81,501 |
100 |
5,257.25 |
4,215.25 |
1,042.00 |
19.9% |
47.25 |
0.9% |
98% |
False |
False |
65,257 |
120 |
5,257.25 |
4,215.25 |
1,042.00 |
19.9% |
49.25 |
0.9% |
98% |
False |
False |
54,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,546.50 |
2.618 |
5,431.25 |
1.618 |
5,360.75 |
1.000 |
5,317.25 |
0.618 |
5,290.25 |
HIGH |
5,246.75 |
0.618 |
5,219.75 |
0.500 |
5,211.50 |
0.382 |
5,203.25 |
LOW |
5,176.25 |
0.618 |
5,132.75 |
1.000 |
5,105.75 |
1.618 |
5,062.25 |
2.618 |
4,991.75 |
4.250 |
4,876.50 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,231.25 |
5,230.00 |
PP |
5,221.50 |
5,218.50 |
S1 |
5,211.50 |
5,207.00 |
|