| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
7,948.0 |
7,951.5 |
3.5 |
0.0% |
7,765.0 |
| High |
7,964.0 |
7,974.0 |
10.0 |
0.1% |
7,995.0 |
| Low |
7,918.5 |
7,913.5 |
-5.0 |
-0.1% |
7,718.5 |
| Close |
7,961.0 |
7,954.5 |
-6.5 |
-0.1% |
7,967.0 |
| Range |
45.5 |
60.5 |
15.0 |
33.0% |
276.5 |
| ATR |
62.3 |
62.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
74,453 |
79,095 |
4,642 |
6.2% |
438,636 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,129.0 |
8,102.0 |
7,988.0 |
|
| R3 |
8,068.5 |
8,041.5 |
7,971.0 |
|
| R2 |
8,008.0 |
8,008.0 |
7,965.5 |
|
| R1 |
7,981.0 |
7,981.0 |
7,960.0 |
7,994.5 |
| PP |
7,947.5 |
7,947.5 |
7,947.5 |
7,954.0 |
| S1 |
7,920.5 |
7,920.5 |
7,949.0 |
7,934.0 |
| S2 |
7,887.0 |
7,887.0 |
7,943.5 |
|
| S3 |
7,826.5 |
7,860.0 |
7,938.0 |
|
| S4 |
7,766.0 |
7,799.5 |
7,921.0 |
|
|
| 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 |
7,796.0 |
199.0 |
2.5% |
76.5 |
1.0% |
80% |
False |
False |
94,546 |
| 10 |
7,995.0 |
7,718.5 |
276.5 |
3.5% |
66.5 |
0.8% |
85% |
False |
False |
89,857 |
| 20 |
7,995.0 |
7,611.5 |
383.5 |
4.8% |
60.5 |
0.8% |
89% |
False |
False |
87,155 |
| 40 |
7,995.0 |
7,486.0 |
509.0 |
6.4% |
41.5 |
0.5% |
92% |
False |
False |
43,597 |
| 60 |
7,995.0 |
7,450.0 |
545.0 |
6.9% |
33.0 |
0.4% |
93% |
False |
False |
29,071 |
| 80 |
7,995.0 |
7,450.0 |
545.0 |
6.9% |
26.0 |
0.3% |
93% |
False |
False |
21,803 |
| 100 |
7,995.0 |
7,408.5 |
586.5 |
7.4% |
21.0 |
0.3% |
93% |
False |
False |
17,443 |
| 120 |
7,995.0 |
7,354.5 |
640.5 |
8.1% |
17.5 |
0.2% |
94% |
False |
False |
14,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,231.0 |
|
2.618 |
8,132.5 |
|
1.618 |
8,072.0 |
|
1.000 |
8,034.5 |
|
0.618 |
8,011.5 |
|
HIGH |
7,974.0 |
|
0.618 |
7,951.0 |
|
0.500 |
7,944.0 |
|
0.382 |
7,936.5 |
|
LOW |
7,913.5 |
|
0.618 |
7,876.0 |
|
1.000 |
7,853.0 |
|
1.618 |
7,815.5 |
|
2.618 |
7,755.0 |
|
4.250 |
7,656.5 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,951.0 |
7,951.0 |
| PP |
7,947.5 |
7,947.5 |
| S1 |
7,944.0 |
7,944.0 |
|