Trading Metrics calculated at close of trading on 15-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
7,815.0 |
7,762.5 |
-52.5 |
-0.7% |
7,675.0 |
High |
7,815.5 |
7,791.0 |
-24.5 |
-0.3% |
7,818.0 |
Low |
7,740.5 |
7,745.0 |
4.5 |
0.1% |
7,642.0 |
Close |
7,772.0 |
7,760.0 |
-12.0 |
-0.2% |
7,760.0 |
Range |
75.0 |
46.0 |
-29.0 |
-38.7% |
176.0 |
ATR |
55.3 |
54.6 |
-0.7 |
-1.2% |
0.0 |
Volume |
107,292 |
122,822 |
15,530 |
14.5% |
974,171 |
|
Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,903.5 |
7,877.5 |
7,785.5 |
|
R3 |
7,857.5 |
7,831.5 |
7,772.5 |
|
R2 |
7,811.5 |
7,811.5 |
7,768.5 |
|
R1 |
7,785.5 |
7,785.5 |
7,764.0 |
7,775.5 |
PP |
7,765.5 |
7,765.5 |
7,765.5 |
7,760.0 |
S1 |
7,739.5 |
7,739.5 |
7,756.0 |
7,729.5 |
S2 |
7,719.5 |
7,719.5 |
7,751.5 |
|
S3 |
7,673.5 |
7,693.5 |
7,747.5 |
|
S4 |
7,627.5 |
7,647.5 |
7,734.5 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,268.0 |
8,190.0 |
7,857.0 |
|
R3 |
8,092.0 |
8,014.0 |
7,808.5 |
|
R2 |
7,916.0 |
7,916.0 |
7,792.5 |
|
R1 |
7,838.0 |
7,838.0 |
7,776.0 |
7,877.0 |
PP |
7,740.0 |
7,740.0 |
7,740.0 |
7,759.5 |
S1 |
7,662.0 |
7,662.0 |
7,744.0 |
7,701.0 |
S2 |
7,564.0 |
7,564.0 |
7,727.5 |
|
S3 |
7,388.0 |
7,486.0 |
7,711.5 |
|
S4 |
7,212.0 |
7,310.0 |
7,663.0 |
|
|
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% |
64.5 |
0.8% |
67% |
False |
False |
194,834 |
10 |
7,818.0 |
7,611.5 |
206.5 |
2.7% |
61.0 |
0.8% |
72% |
False |
False |
107,442 |
20 |
7,818.0 |
7,611.5 |
206.5 |
2.7% |
44.0 |
0.6% |
72% |
False |
False |
53,767 |
40 |
7,818.0 |
7,486.0 |
332.0 |
4.3% |
29.0 |
0.4% |
83% |
False |
False |
26,890 |
60 |
7,818.0 |
7,450.0 |
368.0 |
4.7% |
25.5 |
0.3% |
84% |
False |
False |
17,930 |
80 |
7,818.0 |
7,450.0 |
368.0 |
4.7% |
19.0 |
0.2% |
84% |
False |
False |
13,448 |
100 |
7,818.0 |
7,354.5 |
463.5 |
6.0% |
15.5 |
0.2% |
87% |
False |
False |
10,758 |
120 |
7,818.0 |
7,354.5 |
463.5 |
6.0% |
13.0 |
0.2% |
87% |
False |
False |
8,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,986.5 |
2.618 |
7,911.5 |
1.618 |
7,865.5 |
1.000 |
7,837.0 |
0.618 |
7,819.5 |
HIGH |
7,791.0 |
0.618 |
7,773.5 |
0.500 |
7,768.0 |
0.382 |
7,762.5 |
LOW |
7,745.0 |
0.618 |
7,716.5 |
1.000 |
7,699.0 |
1.618 |
7,670.5 |
2.618 |
7,624.5 |
4.250 |
7,549.5 |
|
|
Fisher Pivots for day following 15-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
7,768.0 |
7,779.0 |
PP |
7,765.5 |
7,773.0 |
S1 |
7,762.5 |
7,766.5 |
|