Trading Metrics calculated at close of trading on 15-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,342.00 |
18,251.00 |
-91.00 |
-0.5% |
18,301.50 |
High |
18,428.25 |
18,322.75 |
-105.50 |
-0.6% |
18,506.75 |
Low |
18,161.25 |
18,006.25 |
-155.00 |
-0.9% |
18,006.25 |
Close |
18,271.75 |
18,058.75 |
-213.00 |
-1.2% |
18,058.75 |
Range |
267.00 |
316.50 |
49.50 |
18.5% |
500.50 |
ATR |
276.46 |
279.32 |
2.86 |
1.0% |
0.00 |
Volume |
818,470 |
705,711 |
-112,759 |
-13.8% |
3,765,651 |
|
Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,078.75 |
18,885.25 |
18,232.75 |
|
R3 |
18,762.25 |
18,568.75 |
18,145.75 |
|
R2 |
18,445.75 |
18,445.75 |
18,116.75 |
|
R1 |
18,252.25 |
18,252.25 |
18,087.75 |
18,190.75 |
PP |
18,129.25 |
18,129.25 |
18,129.25 |
18,098.50 |
S1 |
17,935.75 |
17,935.75 |
18,029.75 |
17,874.25 |
S2 |
17,812.75 |
17,812.75 |
18,000.75 |
|
S3 |
17,496.25 |
17,619.25 |
17,971.75 |
|
S4 |
17,179.75 |
17,302.75 |
17,884.75 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,692.00 |
19,376.00 |
18,334.00 |
|
R3 |
19,191.50 |
18,875.50 |
18,196.50 |
|
R2 |
18,691.00 |
18,691.00 |
18,150.50 |
|
R1 |
18,375.00 |
18,375.00 |
18,104.75 |
18,282.75 |
PP |
18,190.50 |
18,190.50 |
18,190.50 |
18,144.50 |
S1 |
17,874.50 |
17,874.50 |
18,012.75 |
17,782.25 |
S2 |
17,690.00 |
17,690.00 |
17,967.00 |
|
S3 |
17,189.50 |
17,374.00 |
17,921.00 |
|
S4 |
16,689.00 |
16,873.50 |
17,783.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,506.75 |
18,006.25 |
500.50 |
2.8% |
259.50 |
1.4% |
10% |
False |
True |
753,130 |
10 |
18,691.25 |
18,006.25 |
685.00 |
3.8% |
297.75 |
1.6% |
8% |
False |
True |
398,208 |
20 |
18,691.25 |
17,604.50 |
1,086.75 |
6.0% |
283.25 |
1.6% |
42% |
False |
False |
200,141 |
40 |
18,691.25 |
17,321.50 |
1,369.75 |
7.6% |
259.50 |
1.4% |
54% |
False |
False |
100,540 |
60 |
18,691.25 |
16,541.50 |
2,149.75 |
11.9% |
245.25 |
1.4% |
71% |
False |
False |
67,235 |
80 |
18,691.25 |
16,124.25 |
2,567.00 |
14.2% |
234.00 |
1.3% |
75% |
False |
False |
50,460 |
100 |
18,691.25 |
14,513.75 |
4,177.50 |
23.1% |
230.25 |
1.3% |
85% |
False |
False |
40,371 |
120 |
18,691.25 |
14,513.75 |
4,177.50 |
23.1% |
231.50 |
1.3% |
85% |
False |
False |
33,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,668.00 |
2.618 |
19,151.25 |
1.618 |
18,834.75 |
1.000 |
18,639.25 |
0.618 |
18,518.25 |
HIGH |
18,322.75 |
0.618 |
18,201.75 |
0.500 |
18,164.50 |
0.382 |
18,127.25 |
LOW |
18,006.25 |
0.618 |
17,810.75 |
1.000 |
17,689.75 |
1.618 |
17,494.25 |
2.618 |
17,177.75 |
4.250 |
16,661.00 |
|
|
Fisher Pivots for day following 15-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,164.50 |
18,256.50 |
PP |
18,129.25 |
18,190.50 |
S1 |
18,094.00 |
18,124.75 |
|