Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,107.0 |
18,112.0 |
5.0 |
0.0% |
18,051.0 |
High |
18,107.0 |
18,295.0 |
188.0 |
1.0% |
18,204.0 |
Low |
17,959.0 |
18,043.0 |
84.0 |
0.5% |
17,836.0 |
Close |
18,046.0 |
18,271.0 |
225.0 |
1.2% |
18,119.0 |
Range |
148.0 |
252.0 |
104.0 |
70.3% |
368.0 |
ATR |
123.6 |
132.8 |
9.2 |
7.4% |
0.0 |
Volume |
23,997 |
39,096 |
15,099 |
62.9% |
12,831 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,959.0 |
18,867.0 |
18,409.6 |
|
R3 |
18,707.0 |
18,615.0 |
18,340.3 |
|
R2 |
18,455.0 |
18,455.0 |
18,317.2 |
|
R1 |
18,363.0 |
18,363.0 |
18,294.1 |
18,409.0 |
PP |
18,203.0 |
18,203.0 |
18,203.0 |
18,226.0 |
S1 |
18,111.0 |
18,111.0 |
18,247.9 |
18,157.0 |
S2 |
17,951.0 |
17,951.0 |
18,224.8 |
|
S3 |
17,699.0 |
17,859.0 |
18,201.7 |
|
S4 |
17,447.0 |
17,607.0 |
18,132.4 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,157.0 |
19,006.0 |
18,321.4 |
|
R3 |
18,789.0 |
18,638.0 |
18,220.2 |
|
R2 |
18,421.0 |
18,421.0 |
18,186.5 |
|
R1 |
18,270.0 |
18,270.0 |
18,152.7 |
18,345.5 |
PP |
18,053.0 |
18,053.0 |
18,053.0 |
18,090.8 |
S1 |
17,902.0 |
17,902.0 |
18,085.3 |
17,977.5 |
S2 |
17,685.0 |
17,685.0 |
18,051.5 |
|
S3 |
17,317.0 |
17,534.0 |
18,017.8 |
|
S4 |
16,949.0 |
17,166.0 |
17,916.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,295.0 |
17,913.0 |
382.0 |
2.1% |
178.6 |
1.0% |
94% |
True |
False |
14,989 |
10 |
18,295.0 |
17,836.0 |
459.0 |
2.5% |
138.2 |
0.8% |
95% |
True |
False |
7,613 |
20 |
18,295.0 |
17,200.0 |
1,095.0 |
6.0% |
108.7 |
0.6% |
98% |
True |
False |
3,825 |
40 |
18,295.0 |
16,743.0 |
1,552.0 |
8.5% |
81.0 |
0.4% |
98% |
True |
False |
1,924 |
60 |
18,295.0 |
16,743.0 |
1,552.0 |
8.5% |
73.4 |
0.4% |
98% |
True |
False |
1,285 |
80 |
18,295.0 |
16,238.0 |
2,057.0 |
11.3% |
56.6 |
0.3% |
99% |
True |
False |
963 |
100 |
18,295.0 |
15,154.0 |
3,141.0 |
17.2% |
49.8 |
0.3% |
99% |
True |
False |
771 |
120 |
18,295.0 |
15,154.0 |
3,141.0 |
17.2% |
42.2 |
0.2% |
99% |
True |
False |
642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,366.0 |
2.618 |
18,954.7 |
1.618 |
18,702.7 |
1.000 |
18,547.0 |
0.618 |
18,450.7 |
HIGH |
18,295.0 |
0.618 |
18,198.7 |
0.500 |
18,169.0 |
0.382 |
18,139.3 |
LOW |
18,043.0 |
0.618 |
17,887.3 |
1.000 |
17,791.0 |
1.618 |
17,635.3 |
2.618 |
17,383.3 |
4.250 |
16,972.0 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,237.0 |
18,223.0 |
PP |
18,203.0 |
18,175.0 |
S1 |
18,169.0 |
18,127.0 |
|