Trading Metrics calculated at close of trading on 20-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,222.00 |
18,274.00 |
52.00 |
0.3% |
18,301.50 |
High |
18,289.25 |
18,545.00 |
255.75 |
1.4% |
18,506.75 |
Low |
18,053.25 |
18,227.50 |
174.25 |
1.0% |
18,006.25 |
Close |
18,270.00 |
18,479.75 |
209.75 |
1.1% |
18,058.75 |
Range |
236.00 |
317.50 |
81.50 |
34.5% |
500.50 |
ATR |
279.08 |
281.82 |
2.74 |
1.0% |
0.00 |
Volume |
660,394 |
618,809 |
-41,585 |
-6.3% |
3,765,651 |
|
Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,370.00 |
19,242.25 |
18,654.50 |
|
R3 |
19,052.50 |
18,924.75 |
18,567.00 |
|
R2 |
18,735.00 |
18,735.00 |
18,538.00 |
|
R1 |
18,607.25 |
18,607.25 |
18,508.75 |
18,671.00 |
PP |
18,417.50 |
18,417.50 |
18,417.50 |
18,449.25 |
S1 |
18,289.75 |
18,289.75 |
18,450.75 |
18,353.50 |
S2 |
18,100.00 |
18,100.00 |
18,421.50 |
|
S3 |
17,782.50 |
17,972.25 |
18,392.50 |
|
S4 |
17,465.00 |
17,654.75 |
18,305.00 |
|
|
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 |
18,545.00 |
18,006.25 |
538.75 |
2.9% |
291.25 |
1.6% |
88% |
True |
False |
692,002 |
10 |
18,691.25 |
18,006.25 |
685.00 |
3.7% |
304.75 |
1.6% |
69% |
False |
False |
589,052 |
20 |
18,691.25 |
17,910.50 |
780.75 |
4.2% |
276.00 |
1.5% |
73% |
False |
False |
296,707 |
40 |
18,691.25 |
17,447.25 |
1,244.00 |
6.7% |
264.75 |
1.4% |
83% |
False |
False |
148,868 |
60 |
18,691.25 |
16,541.50 |
2,149.75 |
11.6% |
249.75 |
1.4% |
90% |
False |
False |
99,477 |
80 |
18,691.25 |
16,124.25 |
2,567.00 |
13.9% |
236.25 |
1.3% |
92% |
False |
False |
74,656 |
100 |
18,691.25 |
14,513.75 |
4,177.50 |
22.6% |
230.25 |
1.2% |
95% |
False |
False |
59,729 |
120 |
18,691.25 |
14,513.75 |
4,177.50 |
22.6% |
234.75 |
1.3% |
95% |
False |
False |
49,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,894.50 |
2.618 |
19,376.25 |
1.618 |
19,058.75 |
1.000 |
18,862.50 |
0.618 |
18,741.25 |
HIGH |
18,545.00 |
0.618 |
18,423.75 |
0.500 |
18,386.25 |
0.382 |
18,348.75 |
LOW |
18,227.50 |
0.618 |
18,031.25 |
1.000 |
17,910.00 |
1.618 |
17,713.75 |
2.618 |
17,396.25 |
4.250 |
16,878.00 |
|
|
Fisher Pivots for day following 20-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,448.50 |
18,419.50 |
PP |
18,417.50 |
18,359.25 |
S1 |
18,386.25 |
18,299.00 |
|