Trading Metrics calculated at close of trading on 27-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,531.25 |
18,477.50 |
-53.75 |
-0.3% |
18,073.50 |
High |
18,619.00 |
18,571.75 |
-47.25 |
-0.3% |
18,709.00 |
Low |
18,439.25 |
18,378.50 |
-60.75 |
-0.3% |
18,053.25 |
Close |
18,449.00 |
18,503.75 |
54.75 |
0.3% |
18,574.75 |
Range |
179.75 |
193.25 |
13.50 |
7.5% |
655.75 |
ATR |
256.10 |
251.61 |
-4.49 |
-1.8% |
0.00 |
Volume |
516,507 |
605,634 |
89,127 |
17.3% |
3,054,753 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,064.50 |
18,977.25 |
18,610.00 |
|
R3 |
18,871.25 |
18,784.00 |
18,557.00 |
|
R2 |
18,678.00 |
18,678.00 |
18,539.25 |
|
R1 |
18,590.75 |
18,590.75 |
18,521.50 |
18,634.50 |
PP |
18,484.75 |
18,484.75 |
18,484.75 |
18,506.50 |
S1 |
18,397.50 |
18,397.50 |
18,486.00 |
18,441.00 |
S2 |
18,291.50 |
18,291.50 |
18,468.25 |
|
S3 |
18,098.25 |
18,204.25 |
18,450.50 |
|
S4 |
17,905.00 |
18,011.00 |
18,397.50 |
|
|
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 |
18,378.50 |
330.50 |
1.8% |
175.25 |
0.9% |
38% |
False |
True |
539,462 |
10 |
18,709.00 |
18,006.25 |
702.75 |
3.8% |
233.25 |
1.3% |
71% |
False |
False |
615,732 |
20 |
18,709.00 |
18,006.25 |
702.75 |
3.8% |
267.50 |
1.4% |
71% |
False |
False |
431,131 |
40 |
18,709.00 |
17,447.25 |
1,261.75 |
6.8% |
258.50 |
1.4% |
84% |
False |
False |
216,197 |
60 |
18,709.00 |
16,541.50 |
2,167.50 |
11.7% |
254.00 |
1.4% |
91% |
False |
False |
144,408 |
80 |
18,709.00 |
16,124.25 |
2,584.75 |
14.0% |
237.75 |
1.3% |
92% |
False |
False |
108,370 |
100 |
18,709.00 |
15,150.00 |
3,559.00 |
19.2% |
228.00 |
1.2% |
94% |
False |
False |
86,701 |
120 |
18,709.00 |
14,513.75 |
4,195.25 |
22.7% |
230.75 |
1.2% |
95% |
False |
False |
72,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,393.00 |
2.618 |
19,077.75 |
1.618 |
18,884.50 |
1.000 |
18,765.00 |
0.618 |
18,691.25 |
HIGH |
18,571.75 |
0.618 |
18,498.00 |
0.500 |
18,475.00 |
0.382 |
18,452.25 |
LOW |
18,378.50 |
0.618 |
18,259.00 |
1.000 |
18,185.25 |
1.618 |
18,065.75 |
2.618 |
17,872.50 |
4.250 |
17,557.25 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,494.25 |
18,502.00 |
PP |
18,484.75 |
18,500.50 |
S1 |
18,475.00 |
18,498.75 |
|