| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,111.6 |
2,114.9 |
3.3 |
0.2% |
2,104.6 |
| High |
2,146.0 |
2,114.9 |
-31.1 |
-1.4% |
2,146.0 |
| Low |
2,095.0 |
2,088.3 |
-6.7 |
-0.3% |
2,072.4 |
| Close |
2,109.3 |
2,092.7 |
-16.6 |
-0.8% |
2,109.3 |
| Range |
51.0 |
26.6 |
-24.4 |
-47.8% |
73.6 |
| ATR |
37.4 |
36.7 |
-0.8 |
-2.1% |
0.0 |
| Volume |
150,704 |
380,033 |
229,329 |
152.2% |
186,616 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,178.4 |
2,162.2 |
2,107.3 |
|
| R3 |
2,151.8 |
2,135.6 |
2,100.0 |
|
| R2 |
2,125.2 |
2,125.2 |
2,097.6 |
|
| R1 |
2,109.0 |
2,109.0 |
2,095.1 |
2,103.8 |
| PP |
2,098.6 |
2,098.6 |
2,098.6 |
2,096.1 |
| S1 |
2,082.4 |
2,082.4 |
2,090.3 |
2,077.2 |
| S2 |
2,072.0 |
2,072.0 |
2,087.8 |
|
| S3 |
2,045.4 |
2,055.8 |
2,085.4 |
|
| S4 |
2,018.8 |
2,029.2 |
2,078.1 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,330.0 |
2,293.3 |
2,149.8 |
|
| R3 |
2,256.4 |
2,219.7 |
2,129.5 |
|
| R2 |
2,182.8 |
2,182.8 |
2,122.8 |
|
| R1 |
2,146.1 |
2,146.1 |
2,116.0 |
2,164.5 |
| PP |
2,109.2 |
2,109.2 |
2,109.2 |
2,118.4 |
| S1 |
2,072.5 |
2,072.5 |
2,102.6 |
2,090.9 |
| S2 |
2,035.6 |
2,035.6 |
2,095.8 |
|
| S3 |
1,962.0 |
1,998.9 |
2,089.1 |
|
| S4 |
1,888.4 |
1,925.3 |
2,068.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,146.0 |
2,072.4 |
73.6 |
3.5% |
34.7 |
1.7% |
28% |
False |
False |
112,881 |
| 10 |
2,146.0 |
2,050.3 |
95.7 |
4.6% |
34.2 |
1.6% |
44% |
False |
False |
57,031 |
| 20 |
2,146.0 |
1,976.0 |
170.0 |
8.1% |
38.9 |
1.9% |
69% |
False |
False |
28,726 |
| 40 |
2,146.0 |
1,925.7 |
220.3 |
10.5% |
38.3 |
1.8% |
76% |
False |
False |
14,457 |
| 60 |
2,146.0 |
1,907.4 |
238.6 |
11.4% |
38.9 |
1.9% |
78% |
False |
False |
9,683 |
| 80 |
2,146.0 |
1,746.9 |
399.1 |
19.1% |
35.8 |
1.7% |
87% |
False |
False |
7,262 |
| 100 |
2,146.0 |
1,676.0 |
470.0 |
22.5% |
32.7 |
1.6% |
89% |
False |
False |
5,810 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.5% |
31.2 |
1.5% |
89% |
False |
False |
4,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,228.0 |
|
2.618 |
2,184.5 |
|
1.618 |
2,157.9 |
|
1.000 |
2,141.5 |
|
0.618 |
2,131.3 |
|
HIGH |
2,114.9 |
|
0.618 |
2,104.7 |
|
0.500 |
2,101.6 |
|
0.382 |
2,098.5 |
|
LOW |
2,088.3 |
|
0.618 |
2,071.9 |
|
1.000 |
2,061.7 |
|
1.618 |
2,045.3 |
|
2.618 |
2,018.7 |
|
4.250 |
1,975.3 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,101.6 |
2,113.8 |
| PP |
2,098.6 |
2,106.7 |
| S1 |
2,095.7 |
2,099.7 |
|