Trading Metrics calculated at close of trading on 21-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,285.0 |
18,440.0 |
155.0 |
0.8% |
18,107.0 |
High |
18,434.0 |
18,484.0 |
50.0 |
0.3% |
18,330.0 |
Low |
18,232.0 |
18,328.0 |
96.0 |
0.5% |
17,959.0 |
Close |
18,294.0 |
18,452.0 |
158.0 |
0.9% |
18,241.0 |
Range |
202.0 |
156.0 |
-46.0 |
-22.8% |
371.0 |
ATR |
137.5 |
141.2 |
3.8 |
2.7% |
0.0 |
Volume |
45,822 |
50,332 |
4,510 |
9.8% |
203,568 |
|
Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,889.3 |
18,826.7 |
18,537.8 |
|
R3 |
18,733.3 |
18,670.7 |
18,494.9 |
|
R2 |
18,577.3 |
18,577.3 |
18,480.6 |
|
R1 |
18,514.7 |
18,514.7 |
18,466.3 |
18,546.0 |
PP |
18,421.3 |
18,421.3 |
18,421.3 |
18,437.0 |
S1 |
18,358.7 |
18,358.7 |
18,437.7 |
18,390.0 |
S2 |
18,265.3 |
18,265.3 |
18,423.4 |
|
S3 |
18,109.3 |
18,202.7 |
18,409.1 |
|
S4 |
17,953.3 |
18,046.7 |
18,366.2 |
|
|
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 |
18,484.0 |
18,157.0 |
327.0 |
1.8% |
151.4 |
0.8% |
90% |
True |
False |
47,636 |
10 |
18,484.0 |
17,959.0 |
525.0 |
2.8% |
157.4 |
0.9% |
94% |
True |
False |
38,972 |
20 |
18,484.0 |
17,674.0 |
810.0 |
4.4% |
131.4 |
0.7% |
96% |
True |
False |
19,826 |
40 |
18,484.0 |
17,145.0 |
1,339.0 |
7.3% |
97.7 |
0.5% |
98% |
True |
False |
9,931 |
60 |
18,484.0 |
16,743.0 |
1,741.0 |
9.4% |
87.2 |
0.5% |
98% |
True |
False |
6,623 |
80 |
18,484.0 |
16,422.0 |
2,062.0 |
11.2% |
69.0 |
0.4% |
98% |
True |
False |
4,967 |
100 |
18,484.0 |
15,154.0 |
3,330.0 |
18.0% |
58.3 |
0.3% |
99% |
True |
False |
3,974 |
120 |
18,484.0 |
15,154.0 |
3,330.0 |
18.0% |
50.7 |
0.3% |
99% |
True |
False |
3,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,147.0 |
2.618 |
18,892.4 |
1.618 |
18,736.4 |
1.000 |
18,640.0 |
0.618 |
18,580.4 |
HIGH |
18,484.0 |
0.618 |
18,424.4 |
0.500 |
18,406.0 |
0.382 |
18,387.6 |
LOW |
18,328.0 |
0.618 |
18,231.6 |
1.000 |
18,172.0 |
1.618 |
18,075.6 |
2.618 |
17,919.6 |
4.250 |
17,665.0 |
|
|
Fisher Pivots for day following 21-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,436.7 |
18,408.2 |
PP |
18,421.3 |
18,364.3 |
S1 |
18,406.0 |
18,320.5 |
|