| 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 |
39,711 |
39,754 |
43 |
0.1% |
39,139 |
| High |
39,822 |
40,181 |
359 |
0.9% |
40,316 |
| Low |
39,657 |
39,742 |
85 |
0.2% |
39,089 |
| Close |
39,680 |
40,144 |
464 |
1.2% |
39,868 |
| Range |
165 |
439 |
274 |
166.1% |
1,227 |
| ATR |
346 |
357 |
11 |
3.2% |
0 |
| Volume |
96,699 |
128,240 |
31,541 |
32.6% |
690,283 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
41,339 |
41,181 |
40,386 |
|
| R3 |
40,900 |
40,742 |
40,265 |
|
| R2 |
40,461 |
40,461 |
40,225 |
|
| R1 |
40,303 |
40,303 |
40,184 |
40,382 |
| PP |
40,022 |
40,022 |
40,022 |
40,062 |
| S1 |
39,864 |
39,864 |
40,104 |
39,943 |
| S2 |
39,583 |
39,583 |
40,064 |
|
| S3 |
39,144 |
39,425 |
40,023 |
|
| S4 |
38,705 |
38,986 |
39,903 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43,439 |
42,880 |
40,543 |
|
| R3 |
42,212 |
41,653 |
40,206 |
|
| R2 |
40,985 |
40,985 |
40,093 |
|
| R1 |
40,426 |
40,426 |
39,981 |
40,706 |
| PP |
39,758 |
39,758 |
39,758 |
39,897 |
| S1 |
39,199 |
39,199 |
39,756 |
39,479 |
| S2 |
38,531 |
38,531 |
39,643 |
|
| S3 |
37,304 |
37,972 |
39,531 |
|
| S4 |
36,077 |
36,745 |
39,193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
40,316 |
39,657 |
659 |
1.6% |
318 |
0.8% |
74% |
False |
False |
118,837 |
| 10 |
40,316 |
39,048 |
1,268 |
3.2% |
378 |
0.9% |
86% |
False |
False |
139,372 |
| 20 |
40,316 |
38,909 |
1,407 |
3.5% |
360 |
0.9% |
88% |
False |
False |
100,830 |
| 40 |
40,316 |
38,510 |
1,806 |
4.5% |
350 |
0.9% |
90% |
False |
False |
50,519 |
| 60 |
40,316 |
37,676 |
2,640 |
6.6% |
342 |
0.9% |
93% |
False |
False |
33,709 |
| 80 |
40,316 |
36,635 |
3,681 |
9.2% |
318 |
0.8% |
95% |
False |
False |
25,292 |
| 100 |
40,316 |
34,217 |
6,099 |
15.2% |
292 |
0.7% |
97% |
False |
False |
20,234 |
| 120 |
40,316 |
33,059 |
7,257 |
18.1% |
295 |
0.7% |
98% |
False |
False |
16,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
42,047 |
|
2.618 |
41,330 |
|
1.618 |
40,891 |
|
1.000 |
40,620 |
|
0.618 |
40,452 |
|
HIGH |
40,181 |
|
0.618 |
40,013 |
|
0.500 |
39,962 |
|
0.382 |
39,910 |
|
LOW |
39,742 |
|
0.618 |
39,471 |
|
1.000 |
39,303 |
|
1.618 |
39,032 |
|
2.618 |
38,593 |
|
4.250 |
37,876 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
40,083 |
40,069 |
| PP |
40,022 |
39,994 |
| S1 |
39,962 |
39,919 |
|