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 |
18,550.0 |
18,657.0 |
107.0 |
0.6% |
18,273.0 |
High |
18,688.0 |
18,812.0 |
124.0 |
0.7% |
18,535.0 |
Low |
18,528.0 |
18,651.0 |
123.0 |
0.7% |
18,157.0 |
Close |
18,676.0 |
18,744.0 |
68.0 |
0.4% |
18,493.0 |
Range |
160.0 |
161.0 |
1.0 |
0.6% |
378.0 |
ATR |
139.8 |
141.3 |
1.5 |
1.1% |
0.0 |
Volume |
46,063 |
43,621 |
-2,442 |
-5.3% |
227,780 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,218.7 |
19,142.3 |
18,832.6 |
|
R3 |
19,057.7 |
18,981.3 |
18,788.3 |
|
R2 |
18,896.7 |
18,896.7 |
18,773.5 |
|
R1 |
18,820.3 |
18,820.3 |
18,758.8 |
18,858.5 |
PP |
18,735.7 |
18,735.7 |
18,735.7 |
18,754.8 |
S1 |
18,659.3 |
18,659.3 |
18,729.2 |
18,697.5 |
S2 |
18,574.7 |
18,574.7 |
18,714.5 |
|
S3 |
18,413.7 |
18,498.3 |
18,699.7 |
|
S4 |
18,252.7 |
18,337.3 |
18,655.5 |
|
|
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 |
18,812.0 |
18,328.0 |
484.0 |
2.6% |
143.4 |
0.8% |
86% |
True |
False |
44,923 |
10 |
18,812.0 |
18,152.0 |
660.0 |
3.5% |
149.6 |
0.8% |
90% |
True |
False |
45,679 |
20 |
18,812.0 |
17,836.0 |
976.0 |
5.2% |
146.8 |
0.8% |
93% |
True |
False |
28,535 |
40 |
18,812.0 |
17,145.0 |
1,667.0 |
8.9% |
109.3 |
0.6% |
96% |
True |
False |
14,287 |
60 |
18,812.0 |
16,743.0 |
2,069.0 |
11.0% |
92.2 |
0.5% |
97% |
True |
False |
9,527 |
80 |
18,812.0 |
16,743.0 |
2,069.0 |
11.0% |
76.0 |
0.4% |
97% |
True |
False |
7,146 |
100 |
18,812.0 |
15,590.0 |
3,222.0 |
17.2% |
63.4 |
0.3% |
98% |
True |
False |
5,717 |
120 |
18,812.0 |
15,154.0 |
3,658.0 |
19.5% |
55.4 |
0.3% |
98% |
True |
False |
4,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,496.3 |
2.618 |
19,233.5 |
1.618 |
19,072.5 |
1.000 |
18,973.0 |
0.618 |
18,911.5 |
HIGH |
18,812.0 |
0.618 |
18,750.5 |
0.500 |
18,731.5 |
0.382 |
18,712.5 |
LOW |
18,651.0 |
0.618 |
18,551.5 |
1.000 |
18,490.0 |
1.618 |
18,390.5 |
2.618 |
18,229.5 |
4.250 |
17,966.8 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,739.8 |
18,706.5 |
PP |
18,735.7 |
18,669.0 |
S1 |
18,731.5 |
18,631.5 |
|