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 |
18,526.00 |
18,301.50 |
-224.50 |
-1.2% |
18,587.50 |
High |
18,691.25 |
18,309.75 |
-381.50 |
-2.0% |
18,691.25 |
Low |
18,260.75 |
18,138.00 |
-122.75 |
-0.7% |
18,075.00 |
Close |
18,297.25 |
18,216.25 |
-81.00 |
-0.4% |
18,297.25 |
Range |
430.50 |
171.75 |
-258.75 |
-60.1% |
616.25 |
ATR |
286.66 |
278.45 |
-8.21 |
-2.9% |
0.00 |
Volume |
163,896 |
723,527 |
559,631 |
341.5% |
216,429 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,736.50 |
18,648.25 |
18,310.75 |
|
R3 |
18,564.75 |
18,476.50 |
18,263.50 |
|
R2 |
18,393.00 |
18,393.00 |
18,247.75 |
|
R1 |
18,304.75 |
18,304.75 |
18,232.00 |
18,263.00 |
PP |
18,221.25 |
18,221.25 |
18,221.25 |
18,200.50 |
S1 |
18,133.00 |
18,133.00 |
18,200.50 |
18,091.25 |
S2 |
18,049.50 |
18,049.50 |
18,184.75 |
|
S3 |
17,877.75 |
17,961.25 |
18,169.00 |
|
S4 |
17,706.00 |
17,789.50 |
18,121.75 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,203.25 |
19,866.50 |
18,636.25 |
|
R3 |
19,587.00 |
19,250.25 |
18,466.75 |
|
R2 |
18,970.75 |
18,970.75 |
18,410.25 |
|
R1 |
18,634.00 |
18,634.00 |
18,353.75 |
18,494.25 |
PP |
18,354.50 |
18,354.50 |
18,354.50 |
18,284.50 |
S1 |
18,017.75 |
18,017.75 |
18,240.75 |
17,878.00 |
S2 |
17,738.25 |
17,738.25 |
18,184.25 |
|
S3 |
17,122.00 |
17,401.50 |
18,127.75 |
|
S4 |
16,505.75 |
16,785.25 |
17,958.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,691.25 |
18,075.00 |
616.25 |
3.4% |
341.50 |
1.9% |
23% |
False |
False |
186,765 |
10 |
18,691.25 |
18,068.50 |
622.75 |
3.4% |
277.75 |
1.5% |
24% |
False |
False |
95,093 |
20 |
18,691.25 |
17,604.50 |
1,086.75 |
6.0% |
278.25 |
1.5% |
56% |
False |
False |
48,263 |
40 |
18,691.25 |
16,899.75 |
1,791.50 |
9.8% |
255.75 |
1.4% |
73% |
False |
False |
24,571 |
60 |
18,691.25 |
16,541.50 |
2,149.75 |
11.8% |
240.00 |
1.3% |
78% |
False |
False |
16,561 |
80 |
18,691.25 |
15,995.75 |
2,695.50 |
14.8% |
228.50 |
1.3% |
82% |
False |
False |
12,434 |
100 |
18,691.25 |
14,513.75 |
4,177.50 |
22.9% |
228.25 |
1.3% |
89% |
False |
False |
9,950 |
120 |
18,691.25 |
14,513.75 |
4,177.50 |
22.9% |
227.75 |
1.3% |
89% |
False |
False |
8,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,039.75 |
2.618 |
18,759.50 |
1.618 |
18,587.75 |
1.000 |
18,481.50 |
0.618 |
18,416.00 |
HIGH |
18,309.75 |
0.618 |
18,244.25 |
0.500 |
18,224.00 |
0.382 |
18,203.50 |
LOW |
18,138.00 |
0.618 |
18,031.75 |
1.000 |
17,966.25 |
1.618 |
17,860.00 |
2.618 |
17,688.25 |
4.250 |
17,408.00 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,224.00 |
18,414.50 |
PP |
18,221.25 |
18,348.50 |
S1 |
18,218.75 |
18,282.50 |
|