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 |
5,280.75 |
5,273.25 |
-7.50 |
-0.1% |
5,185.75 |
High |
5,300.50 |
5,313.75 |
13.25 |
0.2% |
5,322.75 |
Low |
5,263.00 |
5,270.75 |
7.75 |
0.1% |
5,181.75 |
Close |
5,265.25 |
5,308.25 |
43.00 |
0.8% |
5,293.25 |
Range |
37.50 |
43.00 |
5.50 |
14.7% |
141.00 |
ATR |
48.86 |
48.83 |
-0.03 |
-0.1% |
0.00 |
Volume |
1,092,706 |
1,487,671 |
394,965 |
36.1% |
6,712,139 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,426.50 |
5,410.50 |
5,332.00 |
|
R3 |
5,383.50 |
5,367.50 |
5,320.00 |
|
R2 |
5,340.50 |
5,340.50 |
5,316.25 |
|
R1 |
5,324.50 |
5,324.50 |
5,312.25 |
5,332.50 |
PP |
5,297.50 |
5,297.50 |
5,297.50 |
5,301.50 |
S1 |
5,281.50 |
5,281.50 |
5,304.25 |
5,289.50 |
S2 |
5,254.50 |
5,254.50 |
5,300.25 |
|
S3 |
5,211.50 |
5,238.50 |
5,296.50 |
|
S4 |
5,168.50 |
5,195.50 |
5,284.50 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,689.00 |
5,632.00 |
5,370.75 |
|
R3 |
5,548.00 |
5,491.00 |
5,332.00 |
|
R2 |
5,407.00 |
5,407.00 |
5,319.00 |
|
R1 |
5,350.00 |
5,350.00 |
5,306.25 |
5,378.50 |
PP |
5,266.00 |
5,266.00 |
5,266.00 |
5,280.00 |
S1 |
5,209.00 |
5,209.00 |
5,280.25 |
5,237.50 |
S2 |
5,125.00 |
5,125.00 |
5,267.50 |
|
S3 |
4,984.00 |
5,068.00 |
5,254.50 |
|
S4 |
4,843.00 |
4,927.00 |
5,215.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,322.75 |
5,263.00 |
59.75 |
1.1% |
31.25 |
0.6% |
76% |
False |
False |
1,198,117 |
10 |
5,322.75 |
5,167.75 |
155.00 |
2.9% |
46.75 |
0.9% |
91% |
False |
False |
1,432,985 |
20 |
5,322.75 |
5,121.00 |
201.75 |
3.8% |
51.50 |
1.0% |
93% |
False |
False |
1,109,618 |
40 |
5,322.75 |
4,921.00 |
401.75 |
7.6% |
51.00 |
1.0% |
96% |
False |
False |
558,380 |
60 |
5,322.75 |
4,754.50 |
568.25 |
10.7% |
49.75 |
0.9% |
97% |
False |
False |
373,802 |
80 |
5,322.75 |
4,650.00 |
672.75 |
12.7% |
47.50 |
0.9% |
98% |
False |
False |
280,635 |
100 |
5,322.75 |
4,370.25 |
952.50 |
17.9% |
46.00 |
0.9% |
98% |
False |
False |
224,549 |
120 |
5,322.75 |
4,215.25 |
1,107.50 |
20.9% |
48.00 |
0.9% |
99% |
False |
False |
187,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,496.50 |
2.618 |
5,426.25 |
1.618 |
5,383.25 |
1.000 |
5,356.75 |
0.618 |
5,340.25 |
HIGH |
5,313.75 |
0.618 |
5,297.25 |
0.500 |
5,292.25 |
0.382 |
5,287.25 |
LOW |
5,270.75 |
0.618 |
5,244.25 |
1.000 |
5,227.75 |
1.618 |
5,201.25 |
2.618 |
5,158.25 |
4.250 |
5,088.00 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,303.00 |
5,301.50 |
PP |
5,297.50 |
5,295.00 |
S1 |
5,292.25 |
5,288.50 |
|