Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
7,675.0 |
7,731.5 |
56.5 |
0.7% |
7,688.0 |
High |
7,725.5 |
7,795.0 |
69.5 |
0.9% |
7,743.5 |
Low |
7,642.0 |
7,729.5 |
87.5 |
1.1% |
7,611.5 |
Close |
7,700.0 |
7,781.5 |
81.5 |
1.1% |
7,691.5 |
Range |
83.5 |
65.5 |
-18.0 |
-21.6% |
132.0 |
ATR |
50.7 |
53.9 |
3.2 |
6.2% |
0.0 |
Volume |
300,638 |
302,510 |
1,872 |
0.6% |
100,254 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,965.0 |
7,939.0 |
7,817.5 |
|
R3 |
7,899.5 |
7,873.5 |
7,799.5 |
|
R2 |
7,834.0 |
7,834.0 |
7,793.5 |
|
R1 |
7,808.0 |
7,808.0 |
7,787.5 |
7,821.0 |
PP |
7,768.5 |
7,768.5 |
7,768.5 |
7,775.0 |
S1 |
7,742.5 |
7,742.5 |
7,775.5 |
7,755.5 |
S2 |
7,703.0 |
7,703.0 |
7,769.5 |
|
S3 |
7,637.5 |
7,677.0 |
7,763.5 |
|
S4 |
7,572.0 |
7,611.5 |
7,745.5 |
|
|
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 |
7,795.0 |
7,642.0 |
153.0 |
2.0% |
68.5 |
0.9% |
91% |
True |
False |
140,376 |
10 |
7,795.0 |
7,611.5 |
183.5 |
2.4% |
55.0 |
0.7% |
93% |
True |
False |
70,365 |
20 |
7,795.0 |
7,543.0 |
252.0 |
3.2% |
39.0 |
0.5% |
95% |
True |
False |
35,217 |
40 |
7,795.0 |
7,450.0 |
345.0 |
4.4% |
27.0 |
0.3% |
96% |
True |
False |
17,614 |
60 |
7,795.0 |
7,450.0 |
345.0 |
4.4% |
22.5 |
0.3% |
96% |
True |
False |
11,747 |
80 |
7,795.0 |
7,450.0 |
345.0 |
4.4% |
17.0 |
0.2% |
96% |
True |
False |
8,810 |
100 |
7,795.0 |
7,354.5 |
440.5 |
5.7% |
13.5 |
0.2% |
97% |
True |
False |
7,048 |
120 |
7,801.0 |
7,354.5 |
446.5 |
5.7% |
11.5 |
0.1% |
96% |
False |
False |
5,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,073.5 |
2.618 |
7,966.5 |
1.618 |
7,901.0 |
1.000 |
7,860.5 |
0.618 |
7,835.5 |
HIGH |
7,795.0 |
0.618 |
7,770.0 |
0.500 |
7,762.0 |
0.382 |
7,754.5 |
LOW |
7,729.5 |
0.618 |
7,689.0 |
1.000 |
7,664.0 |
1.618 |
7,623.5 |
2.618 |
7,558.0 |
4.250 |
7,451.0 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
7,775.0 |
7,760.5 |
PP |
7,768.5 |
7,739.5 |
S1 |
7,762.0 |
7,718.5 |
|