Trading Metrics calculated at close of trading on 21-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
7,753.5 |
7,796.0 |
42.5 |
0.5% |
7,675.0 |
High |
7,803.0 |
7,934.5 |
131.5 |
1.7% |
7,818.0 |
Low |
7,733.0 |
7,796.0 |
63.0 |
0.8% |
7,642.0 |
Close |
7,765.0 |
7,918.5 |
153.5 |
2.0% |
7,760.0 |
Range |
70.0 |
138.5 |
68.5 |
97.9% |
176.0 |
ATR |
54.5 |
62.7 |
8.2 |
15.1% |
0.0 |
Volume |
64,014 |
141,103 |
77,089 |
120.4% |
974,171 |
|
Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,298.5 |
8,247.0 |
7,994.5 |
|
R3 |
8,160.0 |
8,108.5 |
7,956.5 |
|
R2 |
8,021.5 |
8,021.5 |
7,944.0 |
|
R1 |
7,970.0 |
7,970.0 |
7,931.0 |
7,996.0 |
PP |
7,883.0 |
7,883.0 |
7,883.0 |
7,896.0 |
S1 |
7,831.5 |
7,831.5 |
7,906.0 |
7,857.0 |
S2 |
7,744.5 |
7,744.5 |
7,893.0 |
|
S3 |
7,606.0 |
7,693.0 |
7,880.5 |
|
S4 |
7,467.5 |
7,554.5 |
7,842.5 |
|
|
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 |
7,934.5 |
7,718.5 |
216.0 |
2.7% |
69.0 |
0.9% |
93% |
True |
False |
91,931 |
10 |
7,934.5 |
7,642.0 |
292.5 |
3.7% |
69.0 |
0.9% |
95% |
True |
False |
138,729 |
20 |
7,934.5 |
7,611.5 |
323.0 |
4.1% |
53.0 |
0.7% |
95% |
True |
False |
70,601 |
40 |
7,934.5 |
7,486.0 |
448.5 |
5.7% |
36.5 |
0.5% |
96% |
True |
False |
35,309 |
60 |
7,934.5 |
7,450.0 |
484.5 |
6.1% |
29.5 |
0.4% |
97% |
True |
False |
23,544 |
80 |
7,934.5 |
7,450.0 |
484.5 |
6.1% |
23.0 |
0.3% |
97% |
True |
False |
17,658 |
100 |
7,934.5 |
7,368.0 |
566.5 |
7.2% |
18.5 |
0.2% |
97% |
True |
False |
14,126 |
120 |
7,934.5 |
7,354.5 |
580.0 |
7.3% |
15.5 |
0.2% |
97% |
True |
False |
11,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,523.0 |
2.618 |
8,297.0 |
1.618 |
8,158.5 |
1.000 |
8,073.0 |
0.618 |
8,020.0 |
HIGH |
7,934.5 |
0.618 |
7,881.5 |
0.500 |
7,865.0 |
0.382 |
7,849.0 |
LOW |
7,796.0 |
0.618 |
7,710.5 |
1.000 |
7,657.5 |
1.618 |
7,572.0 |
2.618 |
7,433.5 |
4.250 |
7,207.5 |
|
|
Fisher Pivots for day following 21-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
7,901.0 |
7,888.0 |
PP |
7,883.0 |
7,857.0 |
S1 |
7,865.0 |
7,826.5 |
|