Trading Metrics calculated at close of trading on 26-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,508.0 |
18,550.0 |
42.0 |
0.2% |
18,273.0 |
High |
18,563.0 |
18,688.0 |
125.0 |
0.7% |
18,535.0 |
Low |
18,451.0 |
18,528.0 |
77.0 |
0.4% |
18,157.0 |
Close |
18,546.0 |
18,676.0 |
130.0 |
0.7% |
18,493.0 |
Range |
112.0 |
160.0 |
48.0 |
42.9% |
378.0 |
ATR |
138.3 |
139.8 |
1.6 |
1.1% |
0.0 |
Volume |
36,680 |
46,063 |
9,383 |
25.6% |
227,780 |
|
Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,110.7 |
19,053.3 |
18,764.0 |
|
R3 |
18,950.7 |
18,893.3 |
18,720.0 |
|
R2 |
18,790.7 |
18,790.7 |
18,705.3 |
|
R1 |
18,733.3 |
18,733.3 |
18,690.7 |
18,762.0 |
PP |
18,630.7 |
18,630.7 |
18,630.7 |
18,645.0 |
S1 |
18,573.3 |
18,573.3 |
18,661.3 |
18,602.0 |
S2 |
18,470.7 |
18,470.7 |
18,646.7 |
|
S3 |
18,310.7 |
18,413.3 |
18,632.0 |
|
S4 |
18,150.7 |
18,253.3 |
18,588.0 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,529.0 |
19,389.0 |
18,700.9 |
|
R3 |
19,151.0 |
19,011.0 |
18,597.0 |
|
R2 |
18,773.0 |
18,773.0 |
18,562.3 |
|
R1 |
18,633.0 |
18,633.0 |
18,527.7 |
18,703.0 |
PP |
18,395.0 |
18,395.0 |
18,395.0 |
18,430.0 |
S1 |
18,255.0 |
18,255.0 |
18,458.4 |
18,325.0 |
S2 |
18,017.0 |
18,017.0 |
18,423.7 |
|
S3 |
17,639.0 |
17,877.0 |
18,389.1 |
|
S4 |
17,261.0 |
17,499.0 |
18,285.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,688.0 |
18,232.0 |
456.0 |
2.4% |
151.6 |
0.8% |
97% |
True |
False |
45,363 |
10 |
18,688.0 |
18,152.0 |
536.0 |
2.9% |
141.4 |
0.8% |
98% |
True |
False |
45,099 |
20 |
18,688.0 |
17,836.0 |
852.0 |
4.6% |
139.8 |
0.7% |
99% |
True |
False |
26,356 |
40 |
18,688.0 |
17,145.0 |
1,543.0 |
8.3% |
105.2 |
0.6% |
99% |
True |
False |
13,196 |
60 |
18,688.0 |
16,743.0 |
1,945.0 |
10.4% |
93.0 |
0.5% |
99% |
True |
False |
8,800 |
80 |
18,688.0 |
16,664.0 |
2,024.0 |
10.8% |
74.0 |
0.4% |
99% |
True |
False |
6,601 |
100 |
18,688.0 |
15,590.0 |
3,098.0 |
16.6% |
61.8 |
0.3% |
100% |
True |
False |
5,281 |
120 |
18,688.0 |
15,154.0 |
3,534.0 |
18.9% |
54.0 |
0.3% |
100% |
True |
False |
4,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,368.0 |
2.618 |
19,106.9 |
1.618 |
18,946.9 |
1.000 |
18,848.0 |
0.618 |
18,786.9 |
HIGH |
18,688.0 |
0.618 |
18,626.9 |
0.500 |
18,608.0 |
0.382 |
18,589.1 |
LOW |
18,528.0 |
0.618 |
18,429.1 |
1.000 |
18,368.0 |
1.618 |
18,269.1 |
2.618 |
18,109.1 |
4.250 |
17,848.0 |
|
|
Fisher Pivots for day following 26-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,653.3 |
18,633.2 |
PP |
18,630.7 |
18,590.3 |
S1 |
18,608.0 |
18,547.5 |
|