Trading Metrics calculated at close of trading on 28-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,477.50 |
18,505.00 |
27.50 |
0.1% |
18,567.00 |
High |
18,571.75 |
18,538.75 |
-33.00 |
-0.2% |
18,619.00 |
Low |
18,378.50 |
18,447.50 |
69.00 |
0.4% |
18,378.50 |
Close |
18,503.75 |
18,475.00 |
-28.75 |
-0.2% |
18,475.00 |
Range |
193.25 |
91.25 |
-102.00 |
-52.8% |
240.50 |
ATR |
251.61 |
240.15 |
-11.45 |
-4.6% |
0.00 |
Volume |
605,634 |
515,193 |
-90,441 |
-14.9% |
2,093,584 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,760.75 |
18,709.25 |
18,525.25 |
|
R3 |
18,669.50 |
18,618.00 |
18,500.00 |
|
R2 |
18,578.25 |
18,578.25 |
18,491.75 |
|
R1 |
18,526.75 |
18,526.75 |
18,483.25 |
18,507.00 |
PP |
18,487.00 |
18,487.00 |
18,487.00 |
18,477.25 |
S1 |
18,435.50 |
18,435.50 |
18,466.75 |
18,415.50 |
S2 |
18,395.75 |
18,395.75 |
18,458.25 |
|
S3 |
18,304.50 |
18,344.25 |
18,450.00 |
|
S4 |
18,213.25 |
18,253.00 |
18,424.75 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,212.25 |
19,084.25 |
18,607.25 |
|
R3 |
18,971.75 |
18,843.75 |
18,541.25 |
|
R2 |
18,731.25 |
18,731.25 |
18,519.00 |
|
R1 |
18,603.25 |
18,603.25 |
18,497.00 |
18,547.00 |
PP |
18,490.75 |
18,490.75 |
18,490.75 |
18,462.75 |
S1 |
18,362.75 |
18,362.75 |
18,453.00 |
18,306.50 |
S2 |
18,250.25 |
18,250.25 |
18,431.00 |
|
S3 |
18,009.75 |
18,122.25 |
18,408.75 |
|
S4 |
17,769.25 |
17,881.75 |
18,342.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,626.00 |
18,378.50 |
247.50 |
1.3% |
157.00 |
0.8% |
39% |
False |
False |
521,109 |
10 |
18,709.00 |
18,006.25 |
702.75 |
3.8% |
215.50 |
1.2% |
67% |
False |
False |
585,404 |
20 |
18,709.00 |
18,006.25 |
702.75 |
3.8% |
258.00 |
1.4% |
67% |
False |
False |
456,698 |
40 |
18,709.00 |
17,485.75 |
1,223.25 |
6.6% |
254.50 |
1.4% |
81% |
False |
False |
229,044 |
60 |
18,709.00 |
16,541.50 |
2,167.50 |
11.7% |
248.50 |
1.3% |
89% |
False |
False |
152,982 |
80 |
18,709.00 |
16,124.25 |
2,584.75 |
14.0% |
236.75 |
1.3% |
91% |
False |
False |
114,809 |
100 |
18,709.00 |
15,327.25 |
3,381.75 |
18.3% |
226.50 |
1.2% |
93% |
False |
False |
91,853 |
120 |
18,709.00 |
14,513.75 |
4,195.25 |
22.7% |
229.75 |
1.2% |
94% |
False |
False |
76,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,926.50 |
2.618 |
18,777.75 |
1.618 |
18,686.50 |
1.000 |
18,630.00 |
0.618 |
18,595.25 |
HIGH |
18,538.75 |
0.618 |
18,504.00 |
0.500 |
18,493.00 |
0.382 |
18,482.25 |
LOW |
18,447.50 |
0.618 |
18,391.00 |
1.000 |
18,356.25 |
1.618 |
18,299.75 |
2.618 |
18,208.50 |
4.250 |
18,059.75 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,493.00 |
18,498.75 |
PP |
18,487.00 |
18,490.75 |
S1 |
18,481.00 |
18,483.00 |
|