| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,098.1 |
2,058.4 |
-39.7 |
-1.9% |
2,114.9 |
| High |
2,106.2 |
2,069.6 |
-36.6 |
-1.7% |
2,114.9 |
| Low |
2,040.4 |
2,049.7 |
9.3 |
0.5% |
2,040.4 |
| Close |
2,057.0 |
2,063.3 |
6.3 |
0.3% |
2,063.3 |
| Range |
65.8 |
19.9 |
-45.9 |
-69.8% |
74.5 |
| ATR |
37.8 |
36.5 |
-1.3 |
-3.4% |
0.0 |
| Volume |
271,767 |
201,888 |
-69,879 |
-25.7% |
1,379,611 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.6 |
2,111.8 |
2,074.2 |
|
| R3 |
2,100.7 |
2,091.9 |
2,068.8 |
|
| R2 |
2,080.8 |
2,080.8 |
2,066.9 |
|
| R1 |
2,072.0 |
2,072.0 |
2,065.1 |
2,076.4 |
| PP |
2,060.9 |
2,060.9 |
2,060.9 |
2,063.1 |
| S1 |
2,052.1 |
2,052.1 |
2,061.5 |
2,056.5 |
| S2 |
2,041.0 |
2,041.0 |
2,059.7 |
|
| S3 |
2,021.1 |
2,032.2 |
2,057.8 |
|
| S4 |
2,001.2 |
2,012.3 |
2,052.4 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,296.4 |
2,254.3 |
2,104.3 |
|
| R3 |
2,221.9 |
2,179.8 |
2,083.8 |
|
| R2 |
2,147.4 |
2,147.4 |
2,077.0 |
|
| R1 |
2,105.3 |
2,105.3 |
2,070.1 |
2,089.1 |
| PP |
2,072.9 |
2,072.9 |
2,072.9 |
2,064.8 |
| S1 |
2,030.8 |
2,030.8 |
2,056.5 |
2,014.6 |
| S2 |
1,998.4 |
1,998.4 |
2,049.6 |
|
| S3 |
1,923.9 |
1,956.3 |
2,042.8 |
|
| S4 |
1,849.4 |
1,881.8 |
2,022.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,114.9 |
2,040.4 |
74.5 |
3.6% |
34.3 |
1.7% |
31% |
False |
False |
275,922 |
| 10 |
2,146.0 |
2,040.4 |
105.6 |
5.1% |
34.7 |
1.7% |
22% |
False |
False |
156,622 |
| 20 |
2,146.0 |
2,007.0 |
139.0 |
6.7% |
33.5 |
1.6% |
41% |
False |
False |
78,587 |
| 40 |
2,146.0 |
1,942.5 |
203.5 |
9.9% |
38.2 |
1.9% |
59% |
False |
False |
39,430 |
| 60 |
2,146.0 |
1,925.7 |
220.3 |
10.7% |
38.2 |
1.9% |
62% |
False |
False |
26,338 |
| 80 |
2,146.0 |
1,825.1 |
320.9 |
15.6% |
35.5 |
1.7% |
74% |
False |
False |
19,757 |
| 100 |
2,146.0 |
1,676.0 |
470.0 |
22.8% |
33.4 |
1.6% |
82% |
False |
False |
15,806 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.8% |
31.7 |
1.5% |
82% |
False |
False |
13,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.2 |
|
2.618 |
2,121.7 |
|
1.618 |
2,101.8 |
|
1.000 |
2,089.5 |
|
0.618 |
2,081.9 |
|
HIGH |
2,069.6 |
|
0.618 |
2,062.0 |
|
0.500 |
2,059.7 |
|
0.382 |
2,057.3 |
|
LOW |
2,049.7 |
|
0.618 |
2,037.4 |
|
1.000 |
2,029.8 |
|
1.618 |
2,017.5 |
|
2.618 |
1,997.6 |
|
4.250 |
1,965.1 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,062.1 |
2,073.3 |
| PP |
2,060.9 |
2,070.0 |
| S1 |
2,059.7 |
2,066.6 |
|