| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
5,185.75 |
5,215.25 |
29.50 |
0.6% |
5,195.50 |
| High |
5,240.25 |
5,244.75 |
4.50 |
0.1% |
5,253.50 |
| Low |
5,181.75 |
5,186.00 |
4.25 |
0.1% |
5,157.00 |
| Close |
5,214.75 |
5,241.75 |
27.00 |
0.5% |
5,182.75 |
| Range |
58.50 |
58.75 |
0.25 |
0.4% |
96.50 |
| ATR |
54.31 |
54.63 |
0.32 |
0.6% |
0.00 |
| Volume |
1,377,276 |
1,440,289 |
63,013 |
4.6% |
10,242,399 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,400.50 |
5,379.75 |
5,274.00 |
|
| R3 |
5,341.75 |
5,321.00 |
5,258.00 |
|
| R2 |
5,283.00 |
5,283.00 |
5,252.50 |
|
| R1 |
5,262.25 |
5,262.25 |
5,247.25 |
5,272.50 |
| PP |
5,224.25 |
5,224.25 |
5,224.25 |
5,229.25 |
| S1 |
5,203.50 |
5,203.50 |
5,236.25 |
5,214.00 |
| S2 |
5,165.50 |
5,165.50 |
5,231.00 |
|
| S3 |
5,106.75 |
5,144.75 |
5,225.50 |
|
| S4 |
5,048.00 |
5,086.00 |
5,209.50 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,487.25 |
5,431.50 |
5,235.75 |
|
| R3 |
5,390.75 |
5,335.00 |
5,209.25 |
|
| R2 |
5,294.25 |
5,294.25 |
5,200.50 |
|
| R1 |
5,238.50 |
5,238.50 |
5,191.50 |
5,218.00 |
| PP |
5,197.75 |
5,197.75 |
5,197.75 |
5,187.50 |
| S1 |
5,142.00 |
5,142.00 |
5,174.00 |
5,121.50 |
| S2 |
5,101.25 |
5,101.25 |
5,165.00 |
|
| S3 |
5,004.75 |
5,045.50 |
5,156.25 |
|
| S4 |
4,908.25 |
4,949.00 |
5,129.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,253.50 |
5,167.75 |
85.75 |
1.6% |
55.25 |
1.1% |
86% |
False |
False |
1,707,339 |
| 10 |
5,257.25 |
5,145.00 |
112.25 |
2.1% |
59.50 |
1.1% |
86% |
False |
False |
1,467,713 |
| 20 |
5,257.25 |
5,017.75 |
239.50 |
4.6% |
54.00 |
1.0% |
94% |
False |
False |
742,495 |
| 40 |
5,257.25 |
4,921.00 |
336.25 |
6.4% |
51.00 |
1.0% |
95% |
False |
False |
374,290 |
| 60 |
5,257.25 |
4,754.50 |
502.75 |
9.6% |
49.25 |
0.9% |
97% |
False |
False |
250,657 |
| 80 |
5,257.25 |
4,645.00 |
612.25 |
11.7% |
46.75 |
0.9% |
97% |
False |
False |
188,199 |
| 100 |
5,257.25 |
4,215.25 |
1,042.00 |
19.9% |
47.25 |
0.9% |
99% |
False |
False |
150,617 |
| 120 |
5,257.25 |
4,215.25 |
1,042.00 |
19.9% |
49.25 |
0.9% |
99% |
False |
False |
125,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,494.50 |
|
2.618 |
5,398.50 |
|
1.618 |
5,339.75 |
|
1.000 |
5,303.50 |
|
0.618 |
5,281.00 |
|
HIGH |
5,244.75 |
|
0.618 |
5,222.25 |
|
0.500 |
5,215.50 |
|
0.382 |
5,208.50 |
|
LOW |
5,186.00 |
|
0.618 |
5,149.75 |
|
1.000 |
5,127.25 |
|
1.618 |
5,091.00 |
|
2.618 |
5,032.25 |
|
4.250 |
4,936.25 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,233.00 |
5,230.00 |
| PP |
5,224.25 |
5,218.00 |
| S1 |
5,215.50 |
5,206.25 |
|