Trading Metrics calculated at close of trading on 28-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
7,951.5 |
7,976.5 |
25.0 |
0.3% |
7,964.0 |
High |
7,974.0 |
8,005.5 |
31.5 |
0.4% |
8,005.5 |
Low |
7,913.5 |
7,972.5 |
59.0 |
0.7% |
7,913.5 |
Close |
7,954.5 |
7,988.0 |
33.5 |
0.4% |
7,988.0 |
Range |
60.5 |
33.0 |
-27.5 |
-45.5% |
92.0 |
ATR |
62.1 |
61.3 |
-0.8 |
-1.3% |
0.0 |
Volume |
79,095 |
92,214 |
13,119 |
16.6% |
322,039 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,087.5 |
8,071.0 |
8,006.0 |
|
R3 |
8,054.5 |
8,038.0 |
7,997.0 |
|
R2 |
8,021.5 |
8,021.5 |
7,994.0 |
|
R1 |
8,005.0 |
8,005.0 |
7,991.0 |
8,013.0 |
PP |
7,988.5 |
7,988.5 |
7,988.5 |
7,993.0 |
S1 |
7,972.0 |
7,972.0 |
7,985.0 |
7,980.0 |
S2 |
7,955.5 |
7,955.5 |
7,982.0 |
|
S3 |
7,922.5 |
7,939.0 |
7,979.0 |
|
S4 |
7,889.5 |
7,906.0 |
7,970.0 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,245.0 |
8,208.5 |
8,038.5 |
|
R3 |
8,153.0 |
8,116.5 |
8,013.5 |
|
R2 |
8,061.0 |
8,061.0 |
8,005.0 |
|
R1 |
8,024.5 |
8,024.5 |
7,996.5 |
8,043.0 |
PP |
7,969.0 |
7,969.0 |
7,969.0 |
7,978.0 |
S1 |
7,932.5 |
7,932.5 |
7,979.5 |
7,951.0 |
S2 |
7,877.0 |
7,877.0 |
7,971.0 |
|
S3 |
7,785.0 |
7,840.5 |
7,962.5 |
|
S4 |
7,693.0 |
7,748.5 |
7,937.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,005.5 |
7,907.0 |
98.5 |
1.2% |
55.5 |
0.7% |
82% |
True |
False |
84,768 |
10 |
8,005.5 |
7,718.5 |
287.0 |
3.6% |
62.0 |
0.8% |
94% |
True |
False |
88,349 |
20 |
8,005.5 |
7,611.5 |
394.0 |
4.9% |
60.5 |
0.8% |
96% |
True |
False |
91,762 |
40 |
8,005.5 |
7,486.0 |
519.5 |
6.5% |
42.5 |
0.5% |
97% |
True |
False |
45,903 |
60 |
8,005.5 |
7,450.0 |
555.5 |
7.0% |
33.5 |
0.4% |
97% |
True |
False |
30,608 |
80 |
8,005.5 |
7,450.0 |
555.5 |
7.0% |
26.5 |
0.3% |
97% |
True |
False |
22,956 |
100 |
8,005.5 |
7,408.5 |
597.0 |
7.5% |
21.0 |
0.3% |
97% |
True |
False |
18,365 |
120 |
8,005.5 |
7,354.5 |
651.0 |
8.1% |
17.5 |
0.2% |
97% |
True |
False |
15,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,146.0 |
2.618 |
8,092.0 |
1.618 |
8,059.0 |
1.000 |
8,038.5 |
0.618 |
8,026.0 |
HIGH |
8,005.5 |
0.618 |
7,993.0 |
0.500 |
7,989.0 |
0.382 |
7,985.0 |
LOW |
7,972.5 |
0.618 |
7,952.0 |
1.000 |
7,939.5 |
1.618 |
7,919.0 |
2.618 |
7,886.0 |
4.250 |
7,832.0 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
7,989.0 |
7,978.5 |
PP |
7,988.5 |
7,969.0 |
S1 |
7,988.5 |
7,959.5 |
|