Trading Metrics calculated at close of trading on 26-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
7,964.0 |
7,948.0 |
-16.0 |
-0.2% |
7,765.0 |
High |
7,971.5 |
7,964.0 |
-7.5 |
-0.1% |
7,995.0 |
Low |
7,920.5 |
7,918.5 |
-2.0 |
0.0% |
7,718.5 |
Close |
7,949.5 |
7,961.0 |
11.5 |
0.1% |
7,967.0 |
Range |
51.0 |
45.5 |
-5.5 |
-10.8% |
276.5 |
ATR |
63.5 |
62.3 |
-1.3 |
-2.0% |
0.0 |
Volume |
76,277 |
74,453 |
-1,824 |
-2.4% |
438,636 |
|
Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,084.5 |
8,068.0 |
7,986.0 |
|
R3 |
8,039.0 |
8,022.5 |
7,973.5 |
|
R2 |
7,993.5 |
7,993.5 |
7,969.5 |
|
R1 |
7,977.0 |
7,977.0 |
7,965.0 |
7,985.0 |
PP |
7,948.0 |
7,948.0 |
7,948.0 |
7,952.0 |
S1 |
7,931.5 |
7,931.5 |
7,957.0 |
7,940.0 |
S2 |
7,902.5 |
7,902.5 |
7,952.5 |
|
S3 |
7,857.0 |
7,886.0 |
7,948.5 |
|
S4 |
7,811.5 |
7,840.5 |
7,936.0 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,723.0 |
8,621.5 |
8,119.0 |
|
R3 |
8,446.5 |
8,345.0 |
8,043.0 |
|
R2 |
8,170.0 |
8,170.0 |
8,017.5 |
|
R1 |
8,068.5 |
8,068.5 |
7,992.5 |
8,119.0 |
PP |
7,893.5 |
7,893.5 |
7,893.5 |
7,919.0 |
S1 |
7,792.0 |
7,792.0 |
7,941.5 |
7,843.0 |
S2 |
7,617.0 |
7,617.0 |
7,916.5 |
|
S3 |
7,340.5 |
7,515.5 |
7,891.0 |
|
S4 |
7,064.0 |
7,239.0 |
7,815.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,995.0 |
7,733.0 |
262.0 |
3.3% |
78.5 |
1.0% |
87% |
False |
False |
91,530 |
10 |
7,995.0 |
7,718.5 |
276.5 |
3.5% |
65.5 |
0.8% |
88% |
False |
False |
96,038 |
20 |
7,995.0 |
7,611.5 |
383.5 |
4.8% |
60.5 |
0.8% |
91% |
False |
False |
83,202 |
40 |
7,995.0 |
7,486.0 |
509.0 |
6.4% |
40.5 |
0.5% |
93% |
False |
False |
41,621 |
60 |
7,995.0 |
7,450.0 |
545.0 |
6.8% |
32.0 |
0.4% |
94% |
False |
False |
27,753 |
80 |
7,995.0 |
7,450.0 |
545.0 |
6.8% |
25.0 |
0.3% |
94% |
False |
False |
20,815 |
100 |
7,995.0 |
7,408.5 |
586.5 |
7.4% |
20.0 |
0.3% |
94% |
False |
False |
16,652 |
120 |
7,995.0 |
7,354.5 |
640.5 |
8.0% |
17.0 |
0.2% |
95% |
False |
False |
13,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,157.5 |
2.618 |
8,083.0 |
1.618 |
8,037.5 |
1.000 |
8,009.5 |
0.618 |
7,992.0 |
HIGH |
7,964.0 |
0.618 |
7,946.5 |
0.500 |
7,941.0 |
0.382 |
7,936.0 |
LOW |
7,918.5 |
0.618 |
7,890.5 |
1.000 |
7,873.0 |
1.618 |
7,845.0 |
2.618 |
7,799.5 |
4.250 |
7,725.0 |
|
|
Fisher Pivots for day following 26-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
7,954.5 |
7,957.5 |
PP |
7,948.0 |
7,954.5 |
S1 |
7,941.0 |
7,951.0 |
|