| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,102.2 |
2,125.3 |
23.1 |
1.1% |
2,064.1 |
| High |
2,132.7 |
2,132.2 |
-0.5 |
0.0% |
2,132.7 |
| Low |
2,101.7 |
2,091.4 |
-10.3 |
-0.5% |
2,032.5 |
| Close |
2,122.8 |
2,093.6 |
-29.2 |
-1.4% |
2,093.6 |
| Range |
31.0 |
40.8 |
9.8 |
31.6% |
100.2 |
| ATR |
37.4 |
37.6 |
0.2 |
0.7% |
0.0 |
| Volume |
208,947 |
167,378 |
-41,569 |
-19.9% |
921,315 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,228.1 |
2,201.7 |
2,116.0 |
|
| R3 |
2,187.3 |
2,160.9 |
2,104.8 |
|
| R2 |
2,146.5 |
2,146.5 |
2,101.1 |
|
| R1 |
2,120.1 |
2,120.1 |
2,097.3 |
2,112.9 |
| PP |
2,105.7 |
2,105.7 |
2,105.7 |
2,102.2 |
| S1 |
2,079.3 |
2,079.3 |
2,089.9 |
2,072.1 |
| S2 |
2,064.9 |
2,064.9 |
2,086.1 |
|
| S3 |
2,024.1 |
2,038.5 |
2,082.4 |
|
| S4 |
1,983.3 |
1,997.7 |
2,071.2 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.9 |
2,340.4 |
2,148.7 |
|
| R3 |
2,286.7 |
2,240.2 |
2,121.2 |
|
| R2 |
2,186.5 |
2,186.5 |
2,112.0 |
|
| R1 |
2,140.0 |
2,140.0 |
2,102.8 |
2,163.3 |
| PP |
2,086.3 |
2,086.3 |
2,086.3 |
2,097.9 |
| S1 |
2,039.8 |
2,039.8 |
2,084.4 |
2,063.1 |
| S2 |
1,986.1 |
1,986.1 |
2,075.2 |
|
| S3 |
1,885.9 |
1,939.6 |
2,066.0 |
|
| S4 |
1,785.7 |
1,839.4 |
2,038.5 |
|
|
| 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 |
4.8% |
39.0 |
1.9% |
61% |
False |
False |
184,263 |
| 10 |
2,132.7 |
2,032.5 |
100.2 |
4.8% |
36.7 |
1.8% |
61% |
False |
False |
230,092 |
| 20 |
2,146.0 |
2,032.4 |
113.6 |
5.4% |
35.4 |
1.7% |
54% |
False |
False |
124,579 |
| 40 |
2,146.0 |
1,947.2 |
198.8 |
9.5% |
38.3 |
1.8% |
74% |
False |
False |
62,444 |
| 60 |
2,146.0 |
1,925.7 |
220.3 |
10.5% |
38.1 |
1.8% |
76% |
False |
False |
41,685 |
| 80 |
2,146.0 |
1,828.5 |
317.5 |
15.2% |
37.0 |
1.8% |
83% |
False |
False |
31,273 |
| 100 |
2,146.0 |
1,681.4 |
464.6 |
22.2% |
34.4 |
1.6% |
89% |
False |
False |
25,019 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.4% |
32.4 |
1.5% |
89% |
False |
False |
20,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,305.6 |
|
2.618 |
2,239.0 |
|
1.618 |
2,198.2 |
|
1.000 |
2,173.0 |
|
0.618 |
2,157.4 |
|
HIGH |
2,132.2 |
|
0.618 |
2,116.6 |
|
0.500 |
2,111.8 |
|
0.382 |
2,107.0 |
|
LOW |
2,091.4 |
|
0.618 |
2,066.2 |
|
1.000 |
2,050.6 |
|
1.618 |
2,025.4 |
|
2.618 |
1,984.6 |
|
4.250 |
1,918.0 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,111.8 |
2,092.5 |
| PP |
2,105.7 |
2,091.4 |
| S1 |
2,099.7 |
2,090.3 |
|