| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,114.9 |
2,095.2 |
-19.7 |
-0.9% |
2,104.6 |
| High |
2,114.9 |
2,109.3 |
-5.6 |
-0.3% |
2,146.0 |
| Low |
2,088.3 |
2,073.2 |
-15.1 |
-0.7% |
2,072.4 |
| Close |
2,092.7 |
2,089.2 |
-3.5 |
-0.2% |
2,109.3 |
| Range |
26.6 |
36.1 |
9.5 |
35.7% |
73.6 |
| ATR |
36.7 |
36.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
380,033 |
319,893 |
-60,140 |
-15.8% |
186,616 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,198.9 |
2,180.1 |
2,109.1 |
|
| R3 |
2,162.8 |
2,144.0 |
2,099.1 |
|
| R2 |
2,126.7 |
2,126.7 |
2,095.8 |
|
| R1 |
2,107.9 |
2,107.9 |
2,092.5 |
2,099.3 |
| PP |
2,090.6 |
2,090.6 |
2,090.6 |
2,086.2 |
| S1 |
2,071.8 |
2,071.8 |
2,085.9 |
2,063.2 |
| S2 |
2,054.5 |
2,054.5 |
2,082.6 |
|
| S3 |
2,018.4 |
2,035.7 |
2,079.3 |
|
| S4 |
1,982.3 |
1,999.6 |
2,069.3 |
|
|
| 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 |
2,073.2 |
72.8 |
3.5% |
36.2 |
1.7% |
22% |
False |
True |
176,450 |
| 10 |
2,146.0 |
2,061.0 |
85.0 |
4.1% |
34.2 |
1.6% |
33% |
False |
False |
88,953 |
| 20 |
2,146.0 |
1,976.0 |
170.0 |
8.1% |
38.5 |
1.8% |
67% |
False |
False |
44,679 |
| 40 |
2,146.0 |
1,925.7 |
220.3 |
10.5% |
38.1 |
1.8% |
74% |
False |
False |
22,451 |
| 60 |
2,146.0 |
1,925.7 |
220.3 |
10.5% |
38.2 |
1.8% |
74% |
False |
False |
15,014 |
| 80 |
2,146.0 |
1,809.7 |
336.3 |
16.1% |
35.0 |
1.7% |
83% |
False |
False |
11,261 |
| 100 |
2,146.0 |
1,676.0 |
470.0 |
22.5% |
32.6 |
1.6% |
88% |
False |
False |
9,009 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.5% |
31.4 |
1.5% |
88% |
False |
False |
7,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,262.7 |
|
2.618 |
2,203.8 |
|
1.618 |
2,167.7 |
|
1.000 |
2,145.4 |
|
0.618 |
2,131.6 |
|
HIGH |
2,109.3 |
|
0.618 |
2,095.5 |
|
0.500 |
2,091.3 |
|
0.382 |
2,087.0 |
|
LOW |
2,073.2 |
|
0.618 |
2,050.9 |
|
1.000 |
2,037.1 |
|
1.618 |
2,014.8 |
|
2.618 |
1,978.7 |
|
4.250 |
1,919.8 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.3 |
2,109.6 |
| PP |
2,090.6 |
2,102.8 |
| S1 |
2,089.9 |
2,096.0 |
|