Trading Metrics calculated at close of trading on 25-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,580.50 |
18,567.00 |
-13.50 |
-0.1% |
18,073.50 |
High |
18,626.00 |
18,601.25 |
-24.75 |
-0.1% |
18,709.00 |
Low |
18,492.00 |
18,414.75 |
-77.25 |
-0.4% |
18,053.25 |
Close |
18,574.75 |
18,513.50 |
-61.25 |
-0.3% |
18,574.75 |
Range |
134.00 |
186.50 |
52.50 |
39.2% |
655.75 |
ATR |
267.78 |
261.97 |
-5.81 |
-2.2% |
0.00 |
Volume |
511,962 |
456,250 |
-55,712 |
-10.9% |
3,054,753 |
|
Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,069.25 |
18,978.00 |
18,616.00 |
|
R3 |
18,882.75 |
18,791.50 |
18,564.75 |
|
R2 |
18,696.25 |
18,696.25 |
18,547.75 |
|
R1 |
18,605.00 |
18,605.00 |
18,530.50 |
18,557.50 |
PP |
18,509.75 |
18,509.75 |
18,509.75 |
18,486.00 |
S1 |
18,418.50 |
18,418.50 |
18,496.50 |
18,371.00 |
S2 |
18,323.25 |
18,323.25 |
18,479.25 |
|
S3 |
18,136.75 |
18,232.00 |
18,462.25 |
|
S4 |
17,950.25 |
18,045.50 |
18,411.00 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,413.00 |
20,149.50 |
18,935.50 |
|
R3 |
19,757.25 |
19,493.75 |
18,755.00 |
|
R2 |
19,101.50 |
19,101.50 |
18,695.00 |
|
R1 |
18,838.00 |
18,838.00 |
18,634.75 |
18,969.75 |
PP |
18,445.75 |
18,445.75 |
18,445.75 |
18,511.50 |
S1 |
18,182.25 |
18,182.25 |
18,514.75 |
18,314.00 |
S2 |
17,790.00 |
17,790.00 |
18,454.50 |
|
S3 |
17,134.25 |
17,526.50 |
18,394.50 |
|
S4 |
16,478.50 |
16,870.75 |
18,214.00 |
|
|
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 |
18,053.25 |
655.75 |
3.5% |
211.25 |
1.1% |
70% |
False |
False |
570,874 |
10 |
18,709.00 |
18,006.25 |
702.75 |
3.8% |
250.00 |
1.4% |
72% |
False |
False |
655,312 |
20 |
18,709.00 |
18,006.25 |
702.75 |
3.8% |
263.75 |
1.4% |
72% |
False |
False |
375,203 |
40 |
18,709.00 |
17,447.25 |
1,261.75 |
6.8% |
262.25 |
1.4% |
85% |
False |
False |
188,184 |
60 |
18,709.00 |
16,541.50 |
2,167.50 |
11.7% |
252.25 |
1.4% |
91% |
False |
False |
125,717 |
80 |
18,709.00 |
16,124.25 |
2,584.75 |
14.0% |
238.25 |
1.3% |
92% |
False |
False |
94,344 |
100 |
18,709.00 |
14,693.75 |
4,015.25 |
21.7% |
229.00 |
1.2% |
95% |
False |
False |
75,480 |
120 |
18,709.00 |
14,513.75 |
4,195.25 |
22.7% |
233.25 |
1.3% |
95% |
False |
False |
62,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,394.00 |
2.618 |
19,089.50 |
1.618 |
18,903.00 |
1.000 |
18,787.75 |
0.618 |
18,716.50 |
HIGH |
18,601.25 |
0.618 |
18,530.00 |
0.500 |
18,508.00 |
0.382 |
18,486.00 |
LOW |
18,414.75 |
0.618 |
18,299.50 |
1.000 |
18,228.25 |
1.618 |
18,113.00 |
2.618 |
17,926.50 |
4.250 |
17,622.00 |
|
|
Fisher Pivots for day following 25-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,511.75 |
18,562.00 |
PP |
18,509.75 |
18,545.75 |
S1 |
18,508.00 |
18,529.50 |
|