Trading Metrics calculated at close of trading on 26-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,567.00 |
18,531.25 |
-35.75 |
-0.2% |
18,073.50 |
High |
18,601.25 |
18,619.00 |
17.75 |
0.1% |
18,709.00 |
Low |
18,414.75 |
18,439.25 |
24.50 |
0.1% |
18,053.25 |
Close |
18,513.50 |
18,449.00 |
-64.50 |
-0.3% |
18,574.75 |
Range |
186.50 |
179.75 |
-6.75 |
-3.6% |
655.75 |
ATR |
261.97 |
256.10 |
-5.87 |
-2.2% |
0.00 |
Volume |
456,250 |
516,507 |
60,257 |
13.2% |
3,054,753 |
|
Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,041.75 |
18,925.00 |
18,547.75 |
|
R3 |
18,862.00 |
18,745.25 |
18,498.50 |
|
R2 |
18,682.25 |
18,682.25 |
18,482.00 |
|
R1 |
18,565.50 |
18,565.50 |
18,465.50 |
18,534.00 |
PP |
18,502.50 |
18,502.50 |
18,502.50 |
18,486.50 |
S1 |
18,385.75 |
18,385.75 |
18,432.50 |
18,354.25 |
S2 |
18,322.75 |
18,322.75 |
18,416.00 |
|
S3 |
18,143.00 |
18,206.00 |
18,399.50 |
|
S4 |
17,963.25 |
18,026.25 |
18,350.25 |
|
|
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 |
18,227.50 |
481.50 |
2.6% |
200.00 |
1.1% |
46% |
False |
False |
542,097 |
10 |
18,709.00 |
18,006.25 |
702.75 |
3.8% |
236.25 |
1.3% |
63% |
False |
False |
630,609 |
20 |
18,709.00 |
18,006.25 |
702.75 |
3.8% |
266.25 |
1.4% |
63% |
False |
False |
400,949 |
40 |
18,709.00 |
17,447.25 |
1,261.75 |
6.8% |
260.25 |
1.4% |
79% |
False |
False |
201,083 |
60 |
18,709.00 |
16,541.50 |
2,167.50 |
11.7% |
254.00 |
1.4% |
88% |
False |
False |
134,320 |
80 |
18,709.00 |
16,124.25 |
2,584.75 |
14.0% |
238.25 |
1.3% |
90% |
False |
False |
100,800 |
100 |
18,709.00 |
14,801.00 |
3,908.00 |
21.2% |
229.25 |
1.2% |
93% |
False |
False |
80,645 |
120 |
18,709.00 |
14,513.75 |
4,195.25 |
22.7% |
231.75 |
1.3% |
94% |
False |
False |
67,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,383.00 |
2.618 |
19,089.50 |
1.618 |
18,909.75 |
1.000 |
18,798.75 |
0.618 |
18,730.00 |
HIGH |
18,619.00 |
0.618 |
18,550.25 |
0.500 |
18,529.00 |
0.382 |
18,508.00 |
LOW |
18,439.25 |
0.618 |
18,328.25 |
1.000 |
18,259.50 |
1.618 |
18,148.50 |
2.618 |
17,968.75 |
4.250 |
17,675.25 |
|
|
Fisher Pivots for day following 26-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,529.00 |
18,520.50 |
PP |
18,502.50 |
18,496.50 |
S1 |
18,475.75 |
18,472.75 |
|