Trading Metrics calculated at close of trading on 20-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,190.0 |
18,285.0 |
95.0 |
0.5% |
18,107.0 |
High |
18,295.0 |
18,434.0 |
139.0 |
0.8% |
18,330.0 |
Low |
18,157.0 |
18,232.0 |
75.0 |
0.4% |
17,959.0 |
Close |
18,275.0 |
18,294.0 |
19.0 |
0.1% |
18,241.0 |
Range |
138.0 |
202.0 |
64.0 |
46.4% |
371.0 |
ATR |
132.5 |
137.5 |
5.0 |
3.7% |
0.0 |
Volume |
44,015 |
45,822 |
1,807 |
4.1% |
203,568 |
|
Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,926.0 |
18,812.0 |
18,405.1 |
|
R3 |
18,724.0 |
18,610.0 |
18,349.6 |
|
R2 |
18,522.0 |
18,522.0 |
18,331.0 |
|
R1 |
18,408.0 |
18,408.0 |
18,312.5 |
18,465.0 |
PP |
18,320.0 |
18,320.0 |
18,320.0 |
18,348.5 |
S1 |
18,206.0 |
18,206.0 |
18,275.5 |
18,263.0 |
S2 |
18,118.0 |
18,118.0 |
18,257.0 |
|
S3 |
17,916.0 |
18,004.0 |
18,238.5 |
|
S4 |
17,714.0 |
17,802.0 |
18,182.9 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,289.7 |
19,136.3 |
18,445.1 |
|
R3 |
18,918.7 |
18,765.3 |
18,343.0 |
|
R2 |
18,547.7 |
18,547.7 |
18,309.0 |
|
R1 |
18,394.3 |
18,394.3 |
18,275.0 |
18,471.0 |
PP |
18,176.7 |
18,176.7 |
18,176.7 |
18,215.0 |
S1 |
18,023.3 |
18,023.3 |
18,207.0 |
18,100.0 |
S2 |
17,805.7 |
17,805.7 |
18,173.0 |
|
S3 |
17,434.7 |
17,652.3 |
18,139.0 |
|
S4 |
17,063.7 |
17,281.3 |
18,037.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,434.0 |
18,152.0 |
282.0 |
1.5% |
155.8 |
0.9% |
50% |
True |
False |
46,434 |
10 |
18,434.0 |
17,913.0 |
521.0 |
2.8% |
168.3 |
0.9% |
73% |
True |
False |
34,427 |
20 |
18,434.0 |
17,476.0 |
958.0 |
5.2% |
135.0 |
0.7% |
85% |
True |
False |
17,313 |
40 |
18,434.0 |
17,145.0 |
1,289.0 |
7.0% |
95.4 |
0.5% |
89% |
True |
False |
8,673 |
60 |
18,434.0 |
16,743.0 |
1,691.0 |
9.2% |
84.6 |
0.5% |
92% |
True |
False |
5,784 |
80 |
18,434.0 |
16,422.0 |
2,012.0 |
11.0% |
67.0 |
0.4% |
93% |
True |
False |
4,338 |
100 |
18,434.0 |
15,154.0 |
3,280.0 |
17.9% |
56.7 |
0.3% |
96% |
True |
False |
3,471 |
120 |
18,434.0 |
15,154.0 |
3,280.0 |
17.9% |
49.4 |
0.3% |
96% |
True |
False |
2,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,292.5 |
2.618 |
18,962.8 |
1.618 |
18,760.8 |
1.000 |
18,636.0 |
0.618 |
18,558.8 |
HIGH |
18,434.0 |
0.618 |
18,356.8 |
0.500 |
18,333.0 |
0.382 |
18,309.2 |
LOW |
18,232.0 |
0.618 |
18,107.2 |
1.000 |
18,030.0 |
1.618 |
17,905.2 |
2.618 |
17,703.2 |
4.250 |
17,373.5 |
|
|
Fisher Pivots for day following 20-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,333.0 |
18,295.5 |
PP |
18,320.0 |
18,295.0 |
S1 |
18,307.0 |
18,294.5 |
|