| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
7,731.5 |
7,785.5 |
54.0 |
0.7% |
7,688.0 |
| High |
7,795.0 |
7,818.0 |
23.0 |
0.3% |
7,743.5 |
| Low |
7,729.5 |
7,766.0 |
36.5 |
0.5% |
7,611.5 |
| Close |
7,781.5 |
7,805.0 |
23.5 |
0.3% |
7,691.5 |
| Range |
65.5 |
52.0 |
-13.5 |
-20.6% |
132.0 |
| ATR |
53.9 |
53.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
302,510 |
140,909 |
-161,601 |
-53.4% |
100,254 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,952.5 |
7,930.5 |
7,833.5 |
|
| R3 |
7,900.5 |
7,878.5 |
7,819.5 |
|
| R2 |
7,848.5 |
7,848.5 |
7,814.5 |
|
| R1 |
7,826.5 |
7,826.5 |
7,810.0 |
7,837.5 |
| PP |
7,796.5 |
7,796.5 |
7,796.5 |
7,802.0 |
| S1 |
7,774.5 |
7,774.5 |
7,800.0 |
7,785.5 |
| S2 |
7,744.5 |
7,744.5 |
7,795.5 |
|
| S3 |
7,692.5 |
7,722.5 |
7,790.5 |
|
| S4 |
7,640.5 |
7,670.5 |
7,776.5 |
|
|
| 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 |
7,818.0 |
7,642.0 |
176.0 |
2.3% |
67.0 |
0.9% |
93% |
True |
False |
167,974 |
| 10 |
7,818.0 |
7,611.5 |
206.5 |
2.6% |
55.0 |
0.7% |
94% |
True |
False |
84,453 |
| 20 |
7,818.0 |
7,585.0 |
233.0 |
3.0% |
41.5 |
0.5% |
94% |
True |
False |
42,262 |
| 40 |
7,818.0 |
7,471.5 |
346.5 |
4.4% |
27.0 |
0.3% |
96% |
True |
False |
21,137 |
| 60 |
7,818.0 |
7,450.0 |
368.0 |
4.7% |
23.5 |
0.3% |
96% |
True |
False |
14,095 |
| 80 |
7,818.0 |
7,450.0 |
368.0 |
4.7% |
17.5 |
0.2% |
96% |
True |
False |
10,571 |
| 100 |
7,818.0 |
7,354.5 |
463.5 |
5.9% |
14.0 |
0.2% |
97% |
True |
False |
8,457 |
| 120 |
7,818.0 |
7,354.5 |
463.5 |
5.9% |
12.0 |
0.2% |
97% |
True |
False |
7,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,039.0 |
|
2.618 |
7,954.0 |
|
1.618 |
7,902.0 |
|
1.000 |
7,870.0 |
|
0.618 |
7,850.0 |
|
HIGH |
7,818.0 |
|
0.618 |
7,798.0 |
|
0.500 |
7,792.0 |
|
0.382 |
7,786.0 |
|
LOW |
7,766.0 |
|
0.618 |
7,734.0 |
|
1.000 |
7,714.0 |
|
1.618 |
7,682.0 |
|
2.618 |
7,630.0 |
|
4.250 |
7,545.0 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,800.5 |
7,780.0 |
| PP |
7,796.5 |
7,755.0 |
| S1 |
7,792.0 |
7,730.0 |
|