Trading Metrics calculated at close of trading on 11-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
7,732.0 |
7,675.0 |
-57.0 |
-0.7% |
7,688.0 |
High |
7,743.5 |
7,725.5 |
-18.0 |
-0.2% |
7,743.5 |
Low |
7,676.0 |
7,642.0 |
-34.0 |
-0.4% |
7,611.5 |
Close |
7,691.5 |
7,700.0 |
8.5 |
0.1% |
7,691.5 |
Range |
67.5 |
83.5 |
16.0 |
23.7% |
132.0 |
ATR |
48.2 |
50.7 |
2.5 |
5.2% |
0.0 |
Volume |
76,286 |
300,638 |
224,352 |
294.1% |
100,254 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,939.5 |
7,903.5 |
7,746.0 |
|
R3 |
7,856.0 |
7,820.0 |
7,723.0 |
|
R2 |
7,772.5 |
7,772.5 |
7,715.5 |
|
R1 |
7,736.5 |
7,736.5 |
7,707.5 |
7,754.5 |
PP |
7,689.0 |
7,689.0 |
7,689.0 |
7,698.0 |
S1 |
7,653.0 |
7,653.0 |
7,692.5 |
7,671.0 |
S2 |
7,605.5 |
7,605.5 |
7,684.5 |
|
S3 |
7,522.0 |
7,569.5 |
7,677.0 |
|
S4 |
7,438.5 |
7,486.0 |
7,654.0 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,078.0 |
8,017.0 |
7,764.0 |
|
R3 |
7,946.0 |
7,885.0 |
7,728.0 |
|
R2 |
7,814.0 |
7,814.0 |
7,715.5 |
|
R1 |
7,753.0 |
7,753.0 |
7,703.5 |
7,783.5 |
PP |
7,682.0 |
7,682.0 |
7,682.0 |
7,697.5 |
S1 |
7,621.0 |
7,621.0 |
7,679.5 |
7,651.5 |
S2 |
7,550.0 |
7,550.0 |
7,667.5 |
|
S3 |
7,418.0 |
7,489.0 |
7,655.0 |
|
S4 |
7,286.0 |
7,357.0 |
7,619.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,743.5 |
7,611.5 |
132.0 |
1.7% |
64.0 |
0.8% |
67% |
False |
False |
79,921 |
10 |
7,743.5 |
7,611.5 |
132.0 |
1.7% |
49.0 |
0.6% |
67% |
False |
False |
40,122 |
20 |
7,743.5 |
7,486.0 |
257.5 |
3.3% |
38.0 |
0.5% |
83% |
False |
False |
20,091 |
40 |
7,743.5 |
7,450.0 |
293.5 |
3.8% |
25.5 |
0.3% |
85% |
False |
False |
10,052 |
60 |
7,790.0 |
7,450.0 |
340.0 |
4.4% |
21.5 |
0.3% |
74% |
False |
False |
6,705 |
80 |
7,790.0 |
7,450.0 |
340.0 |
4.4% |
16.0 |
0.2% |
74% |
False |
False |
5,028 |
100 |
7,790.0 |
7,354.5 |
435.5 |
5.7% |
13.0 |
0.2% |
79% |
False |
False |
4,023 |
120 |
7,801.0 |
7,354.5 |
446.5 |
5.8% |
11.0 |
0.1% |
77% |
False |
False |
3,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,080.5 |
2.618 |
7,944.0 |
1.618 |
7,860.5 |
1.000 |
7,809.0 |
0.618 |
7,777.0 |
HIGH |
7,725.5 |
0.618 |
7,693.5 |
0.500 |
7,684.0 |
0.382 |
7,674.0 |
LOW |
7,642.0 |
0.618 |
7,590.5 |
1.000 |
7,558.5 |
1.618 |
7,507.0 |
2.618 |
7,423.5 |
4.250 |
7,287.0 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
7,694.5 |
7,697.5 |
PP |
7,689.0 |
7,695.0 |
S1 |
7,684.0 |
7,693.0 |
|