| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,059.6 |
2,102.2 |
42.6 |
2.1% |
2,114.9 |
| High |
2,108.7 |
2,132.7 |
24.0 |
1.1% |
2,114.9 |
| Low |
2,047.8 |
2,101.7 |
53.9 |
2.6% |
2,040.4 |
| Close |
2,098.6 |
2,122.8 |
24.2 |
1.2% |
2,063.3 |
| Range |
60.9 |
31.0 |
-29.9 |
-49.1% |
74.5 |
| ATR |
37.6 |
37.4 |
-0.3 |
-0.7% |
0.0 |
| Volume |
236,470 |
208,947 |
-27,523 |
-11.6% |
1,379,611 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.1 |
2,198.4 |
2,139.9 |
|
| R3 |
2,181.1 |
2,167.4 |
2,131.3 |
|
| R2 |
2,150.1 |
2,150.1 |
2,128.5 |
|
| R1 |
2,136.4 |
2,136.4 |
2,125.6 |
2,143.3 |
| PP |
2,119.1 |
2,119.1 |
2,119.1 |
2,122.5 |
| S1 |
2,105.4 |
2,105.4 |
2,120.0 |
2,112.3 |
| S2 |
2,088.1 |
2,088.1 |
2,117.1 |
|
| S3 |
2,057.1 |
2,074.4 |
2,114.3 |
|
| S4 |
2,026.1 |
2,043.4 |
2,105.8 |
|
|
| 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 |
2,132.7 |
2,032.5 |
100.2 |
4.7% |
34.9 |
1.6% |
90% |
True |
False |
191,165 |
| 10 |
2,146.0 |
2,032.5 |
113.5 |
5.3% |
37.7 |
1.8% |
80% |
False |
False |
228,425 |
| 20 |
2,146.0 |
2,027.1 |
118.9 |
5.6% |
34.7 |
1.6% |
80% |
False |
False |
116,220 |
| 40 |
2,146.0 |
1,947.2 |
198.8 |
9.4% |
38.1 |
1.8% |
88% |
False |
False |
58,263 |
| 60 |
2,146.0 |
1,925.7 |
220.3 |
10.4% |
37.9 |
1.8% |
89% |
False |
False |
38,896 |
| 80 |
2,146.0 |
1,828.5 |
317.5 |
15.0% |
36.7 |
1.7% |
93% |
False |
False |
29,181 |
| 100 |
2,146.0 |
1,676.0 |
470.0 |
22.1% |
34.3 |
1.6% |
95% |
False |
False |
23,345 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.1% |
32.3 |
1.5% |
95% |
False |
False |
19,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,264.5 |
|
2.618 |
2,213.9 |
|
1.618 |
2,182.9 |
|
1.000 |
2,163.7 |
|
0.618 |
2,151.9 |
|
HIGH |
2,132.7 |
|
0.618 |
2,120.9 |
|
0.500 |
2,117.2 |
|
0.382 |
2,113.5 |
|
LOW |
2,101.7 |
|
0.618 |
2,082.5 |
|
1.000 |
2,070.7 |
|
1.618 |
2,051.5 |
|
2.618 |
2,020.5 |
|
4.250 |
1,970.0 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,120.9 |
2,109.4 |
| PP |
2,119.1 |
2,096.0 |
| S1 |
2,117.2 |
2,082.6 |
|