Trading Metrics calculated at close of trading on 20-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
7,734.0 |
7,753.5 |
19.5 |
0.3% |
7,675.0 |
High |
7,769.0 |
7,803.0 |
34.0 |
0.4% |
7,818.0 |
Low |
7,718.5 |
7,733.0 |
14.5 |
0.2% |
7,642.0 |
Close |
7,761.5 |
7,765.0 |
3.5 |
0.0% |
7,760.0 |
Range |
50.5 |
70.0 |
19.5 |
38.6% |
176.0 |
ATR |
53.3 |
54.5 |
1.2 |
2.2% |
0.0 |
Volume |
74,015 |
64,014 |
-10,001 |
-13.5% |
974,171 |
|
Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,977.0 |
7,941.0 |
7,803.5 |
|
R3 |
7,907.0 |
7,871.0 |
7,784.0 |
|
R2 |
7,837.0 |
7,837.0 |
7,778.0 |
|
R1 |
7,801.0 |
7,801.0 |
7,771.5 |
7,819.0 |
PP |
7,767.0 |
7,767.0 |
7,767.0 |
7,776.0 |
S1 |
7,731.0 |
7,731.0 |
7,758.5 |
7,749.0 |
S2 |
7,697.0 |
7,697.0 |
7,752.0 |
|
S3 |
7,627.0 |
7,661.0 |
7,746.0 |
|
S4 |
7,557.0 |
7,591.0 |
7,726.5 |
|
|
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 |
7,815.5 |
7,718.5 |
97.0 |
1.2% |
56.0 |
0.7% |
48% |
False |
False |
85,168 |
10 |
7,818.0 |
7,642.0 |
176.0 |
2.3% |
61.5 |
0.8% |
70% |
False |
False |
126,571 |
20 |
7,818.0 |
7,611.5 |
206.5 |
2.7% |
47.5 |
0.6% |
74% |
False |
False |
63,546 |
40 |
7,818.0 |
7,486.0 |
332.0 |
4.3% |
33.0 |
0.4% |
84% |
False |
False |
31,782 |
60 |
7,818.0 |
7,450.0 |
368.0 |
4.7% |
28.0 |
0.4% |
86% |
False |
False |
21,192 |
80 |
7,818.0 |
7,450.0 |
368.0 |
4.7% |
21.0 |
0.3% |
86% |
False |
False |
15,894 |
100 |
7,818.0 |
7,368.0 |
450.0 |
5.8% |
17.0 |
0.2% |
88% |
False |
False |
12,715 |
120 |
7,818.0 |
7,354.5 |
463.5 |
6.0% |
14.0 |
0.2% |
89% |
False |
False |
10,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,100.5 |
2.618 |
7,986.5 |
1.618 |
7,916.5 |
1.000 |
7,873.0 |
0.618 |
7,846.5 |
HIGH |
7,803.0 |
0.618 |
7,776.5 |
0.500 |
7,768.0 |
0.382 |
7,759.5 |
LOW |
7,733.0 |
0.618 |
7,689.5 |
1.000 |
7,663.0 |
1.618 |
7,619.5 |
2.618 |
7,549.5 |
4.250 |
7,435.5 |
|
|
Fisher Pivots for day following 20-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
7,768.0 |
7,763.5 |
PP |
7,767.0 |
7,762.0 |
S1 |
7,766.0 |
7,761.0 |
|