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 |
18,301.50 |
18,253.00 |
-48.50 |
-0.3% |
18,587.50 |
High |
18,309.75 |
18,491.00 |
181.25 |
1.0% |
18,691.25 |
Low |
18,138.00 |
18,174.00 |
36.00 |
0.2% |
18,075.00 |
Close |
18,216.25 |
18,477.25 |
261.00 |
1.4% |
18,297.25 |
Range |
171.75 |
317.00 |
145.25 |
84.6% |
616.25 |
ATR |
278.45 |
281.21 |
2.75 |
1.0% |
0.00 |
Volume |
723,527 |
763,543 |
40,016 |
5.5% |
216,429 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,331.75 |
19,221.50 |
18,651.50 |
|
R3 |
19,014.75 |
18,904.50 |
18,564.50 |
|
R2 |
18,697.75 |
18,697.75 |
18,535.25 |
|
R1 |
18,587.50 |
18,587.50 |
18,506.25 |
18,642.50 |
PP |
18,380.75 |
18,380.75 |
18,380.75 |
18,408.25 |
S1 |
18,270.50 |
18,270.50 |
18,448.25 |
18,325.50 |
S2 |
18,063.75 |
18,063.75 |
18,419.25 |
|
S3 |
17,746.75 |
17,953.50 |
18,390.00 |
|
S4 |
17,429.75 |
17,636.50 |
18,303.00 |
|
|
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 |
18,138.00 |
553.25 |
3.0% |
319.75 |
1.7% |
61% |
False |
False |
337,479 |
10 |
18,691.25 |
18,068.50 |
622.75 |
3.4% |
296.25 |
1.6% |
66% |
False |
False |
171,289 |
20 |
18,691.25 |
17,604.50 |
1,086.75 |
5.9% |
283.75 |
1.5% |
80% |
False |
False |
86,400 |
40 |
18,691.25 |
16,899.75 |
1,791.50 |
9.7% |
259.25 |
1.4% |
88% |
False |
False |
43,638 |
60 |
18,691.25 |
16,541.50 |
2,149.75 |
11.6% |
241.50 |
1.3% |
90% |
False |
False |
29,280 |
80 |
18,691.25 |
16,124.25 |
2,567.00 |
13.9% |
228.50 |
1.2% |
92% |
False |
False |
21,978 |
100 |
18,691.25 |
14,513.75 |
4,177.50 |
22.6% |
229.25 |
1.2% |
95% |
False |
False |
17,586 |
120 |
18,691.25 |
14,513.75 |
4,177.50 |
22.6% |
229.00 |
1.2% |
95% |
False |
False |
14,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,838.25 |
2.618 |
19,321.00 |
1.618 |
19,004.00 |
1.000 |
18,808.00 |
0.618 |
18,687.00 |
HIGH |
18,491.00 |
0.618 |
18,370.00 |
0.500 |
18,332.50 |
0.382 |
18,295.00 |
LOW |
18,174.00 |
0.618 |
17,978.00 |
1.000 |
17,857.00 |
1.618 |
17,661.00 |
2.618 |
17,344.00 |
4.250 |
16,826.75 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,429.00 |
18,456.50 |
PP |
18,380.75 |
18,435.50 |
S1 |
18,332.50 |
18,414.50 |
|