Trading Metrics calculated at close of trading on 21-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,274.00 |
18,539.75 |
265.75 |
1.5% |
18,301.50 |
High |
18,545.00 |
18,709.00 |
164.00 |
0.9% |
18,506.75 |
Low |
18,227.50 |
18,526.75 |
299.25 |
1.6% |
18,006.25 |
Close |
18,479.75 |
18,561.75 |
82.00 |
0.4% |
18,058.75 |
Range |
317.50 |
182.25 |
-135.25 |
-42.6% |
500.50 |
ATR |
281.82 |
278.07 |
-3.76 |
-1.3% |
0.00 |
Volume |
618,809 |
606,959 |
-11,850 |
-1.9% |
3,765,651 |
|
Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,146.00 |
19,036.00 |
18,662.00 |
|
R3 |
18,963.75 |
18,853.75 |
18,611.75 |
|
R2 |
18,781.50 |
18,781.50 |
18,595.25 |
|
R1 |
18,671.50 |
18,671.50 |
18,578.50 |
18,726.50 |
PP |
18,599.25 |
18,599.25 |
18,599.25 |
18,626.50 |
S1 |
18,489.25 |
18,489.25 |
18,545.00 |
18,544.25 |
S2 |
18,417.00 |
18,417.00 |
18,528.25 |
|
S3 |
18,234.75 |
18,307.00 |
18,511.75 |
|
S4 |
18,052.50 |
18,124.75 |
18,461.50 |
|
|
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 |
18,709.00 |
18,006.25 |
702.75 |
3.8% |
274.25 |
1.5% |
79% |
True |
False |
649,700 |
10 |
18,709.00 |
18,006.25 |
702.75 |
3.8% |
278.25 |
1.5% |
79% |
True |
False |
647,233 |
20 |
18,709.00 |
18,006.25 |
702.75 |
3.8% |
264.25 |
1.4% |
79% |
True |
False |
326,932 |
40 |
18,709.00 |
17,447.25 |
1,261.75 |
6.8% |
263.50 |
1.4% |
88% |
True |
False |
164,015 |
60 |
18,709.00 |
16,541.50 |
2,167.50 |
11.7% |
250.25 |
1.3% |
93% |
True |
False |
109,589 |
80 |
18,709.00 |
16,124.25 |
2,584.75 |
13.9% |
237.25 |
1.3% |
94% |
True |
False |
82,243 |
100 |
18,709.00 |
14,582.50 |
4,126.50 |
22.2% |
228.75 |
1.2% |
96% |
True |
False |
65,798 |
120 |
18,709.00 |
14,513.75 |
4,195.25 |
22.6% |
234.00 |
1.3% |
96% |
True |
False |
54,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,483.50 |
2.618 |
19,186.25 |
1.618 |
19,004.00 |
1.000 |
18,891.25 |
0.618 |
18,821.75 |
HIGH |
18,709.00 |
0.618 |
18,639.50 |
0.500 |
18,618.00 |
0.382 |
18,596.25 |
LOW |
18,526.75 |
0.618 |
18,414.00 |
1.000 |
18,344.50 |
1.618 |
18,231.75 |
2.618 |
18,049.50 |
4.250 |
17,752.25 |
|
|
Fisher Pivots for day following 21-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,618.00 |
18,501.50 |
PP |
18,599.25 |
18,441.25 |
S1 |
18,580.50 |
18,381.00 |
|