| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,086.6 |
2,098.1 |
11.5 |
0.6% |
2,104.6 |
| High |
2,106.0 |
2,106.2 |
0.2 |
0.0% |
2,146.0 |
| Low |
2,082.8 |
2,040.4 |
-42.4 |
-2.0% |
2,072.4 |
| Close |
2,097.1 |
2,057.0 |
-40.1 |
-1.9% |
2,109.3 |
| Range |
23.2 |
65.8 |
42.6 |
183.6% |
73.6 |
| ATR |
35.7 |
37.8 |
2.2 |
6.0% |
0.0 |
| Volume |
206,030 |
271,767 |
65,737 |
31.9% |
186,616 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,265.3 |
2,226.9 |
2,093.2 |
|
| R3 |
2,199.5 |
2,161.1 |
2,075.1 |
|
| R2 |
2,133.7 |
2,133.7 |
2,069.1 |
|
| R1 |
2,095.3 |
2,095.3 |
2,063.0 |
2,081.6 |
| PP |
2,067.9 |
2,067.9 |
2,067.9 |
2,061.0 |
| S1 |
2,029.5 |
2,029.5 |
2,051.0 |
2,015.8 |
| S2 |
2,002.1 |
2,002.1 |
2,044.9 |
|
| S3 |
1,936.3 |
1,963.7 |
2,038.9 |
|
| S4 |
1,870.5 |
1,897.9 |
2,020.8 |
|
|
| 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 |
2,040.4 |
105.6 |
5.1% |
40.5 |
2.0% |
16% |
False |
True |
265,685 |
| 10 |
2,146.0 |
2,040.4 |
105.6 |
5.1% |
36.4 |
1.8% |
16% |
False |
True |
136,542 |
| 20 |
2,146.0 |
2,007.0 |
139.0 |
6.8% |
35.2 |
1.7% |
36% |
False |
False |
68,515 |
| 40 |
2,146.0 |
1,931.7 |
214.3 |
10.4% |
38.5 |
1.9% |
58% |
False |
False |
34,388 |
| 60 |
2,146.0 |
1,925.7 |
220.3 |
10.7% |
38.2 |
1.9% |
60% |
False |
False |
22,975 |
| 80 |
2,146.0 |
1,825.1 |
320.9 |
15.6% |
35.3 |
1.7% |
72% |
False |
False |
17,233 |
| 100 |
2,146.0 |
1,676.0 |
470.0 |
22.8% |
33.2 |
1.6% |
81% |
False |
False |
13,787 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.8% |
31.7 |
1.5% |
81% |
False |
False |
11,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,385.9 |
|
2.618 |
2,278.5 |
|
1.618 |
2,212.7 |
|
1.000 |
2,172.0 |
|
0.618 |
2,146.9 |
|
HIGH |
2,106.2 |
|
0.618 |
2,081.1 |
|
0.500 |
2,073.3 |
|
0.382 |
2,065.5 |
|
LOW |
2,040.4 |
|
0.618 |
1,999.7 |
|
1.000 |
1,974.6 |
|
1.618 |
1,933.9 |
|
2.618 |
1,868.1 |
|
4.250 |
1,760.8 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.3 |
2,074.9 |
| PP |
2,067.9 |
2,068.9 |
| S1 |
2,062.4 |
2,063.0 |
|