| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,095.2 |
2,086.6 |
-8.6 |
-0.4% |
2,104.6 |
| High |
2,109.3 |
2,106.0 |
-3.3 |
-0.2% |
2,146.0 |
| Low |
2,073.2 |
2,082.8 |
9.6 |
0.5% |
2,072.4 |
| Close |
2,089.2 |
2,097.1 |
7.9 |
0.4% |
2,109.3 |
| Range |
36.1 |
23.2 |
-12.9 |
-35.7% |
73.6 |
| ATR |
36.6 |
35.7 |
-1.0 |
-2.6% |
0.0 |
| Volume |
319,893 |
206,030 |
-113,863 |
-35.6% |
186,616 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.9 |
2,154.2 |
2,109.9 |
|
| R3 |
2,141.7 |
2,131.0 |
2,103.5 |
|
| R2 |
2,118.5 |
2,118.5 |
2,101.4 |
|
| R1 |
2,107.8 |
2,107.8 |
2,099.2 |
2,113.2 |
| PP |
2,095.3 |
2,095.3 |
2,095.3 |
2,098.0 |
| S1 |
2,084.6 |
2,084.6 |
2,095.0 |
2,090.0 |
| S2 |
2,072.1 |
2,072.1 |
2,092.8 |
|
| S3 |
2,048.9 |
2,061.4 |
2,090.7 |
|
| S4 |
2,025.7 |
2,038.2 |
2,084.3 |
|
|
| 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% |
35.6 |
1.7% |
33% |
False |
False |
216,938 |
| 10 |
2,146.0 |
2,061.0 |
85.0 |
4.1% |
34.3 |
1.6% |
42% |
False |
False |
109,498 |
| 20 |
2,146.0 |
1,992.3 |
153.7 |
7.3% |
34.4 |
1.6% |
68% |
False |
False |
54,959 |
| 40 |
2,146.0 |
1,925.7 |
220.3 |
10.5% |
37.7 |
1.8% |
78% |
False |
False |
27,596 |
| 60 |
2,146.0 |
1,925.7 |
220.3 |
10.5% |
37.8 |
1.8% |
78% |
False |
False |
18,448 |
| 80 |
2,146.0 |
1,809.7 |
336.3 |
16.0% |
34.9 |
1.7% |
85% |
False |
False |
13,836 |
| 100 |
2,146.0 |
1,676.0 |
470.0 |
22.4% |
32.9 |
1.6% |
90% |
False |
False |
11,069 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.4% |
31.3 |
1.5% |
90% |
False |
False |
9,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,204.6 |
|
2.618 |
2,166.7 |
|
1.618 |
2,143.5 |
|
1.000 |
2,129.2 |
|
0.618 |
2,120.3 |
|
HIGH |
2,106.0 |
|
0.618 |
2,097.1 |
|
0.500 |
2,094.4 |
|
0.382 |
2,091.7 |
|
LOW |
2,082.8 |
|
0.618 |
2,068.5 |
|
1.000 |
2,059.6 |
|
1.618 |
2,045.3 |
|
2.618 |
2,022.1 |
|
4.250 |
1,984.2 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.2 |
2,096.1 |
| PP |
2,095.3 |
2,095.1 |
| S1 |
2,094.4 |
2,094.1 |
|