| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,125.3 |
2,092.6 |
-32.7 |
-1.5% |
2,064.1 |
| High |
2,132.2 |
2,111.9 |
-20.3 |
-1.0% |
2,132.7 |
| Low |
2,091.4 |
2,089.2 |
-2.2 |
-0.1% |
2,032.5 |
| Close |
2,093.6 |
2,097.3 |
3.7 |
0.2% |
2,093.6 |
| Range |
40.8 |
22.7 |
-18.1 |
-44.4% |
100.2 |
| ATR |
37.6 |
36.5 |
-1.1 |
-2.8% |
0.0 |
| Volume |
167,378 |
104,367 |
-63,011 |
-37.6% |
921,315 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.6 |
2,155.1 |
2,109.8 |
|
| R3 |
2,144.9 |
2,132.4 |
2,103.5 |
|
| R2 |
2,122.2 |
2,122.2 |
2,101.5 |
|
| R1 |
2,109.7 |
2,109.7 |
2,099.4 |
2,116.0 |
| PP |
2,099.5 |
2,099.5 |
2,099.5 |
2,102.6 |
| S1 |
2,087.0 |
2,087.0 |
2,095.2 |
2,093.3 |
| S2 |
2,076.8 |
2,076.8 |
2,093.1 |
|
| S3 |
2,054.1 |
2,064.3 |
2,091.1 |
|
| S4 |
2,031.4 |
2,041.6 |
2,084.8 |
|
|
| 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% |
37.7 |
1.8% |
65% |
False |
False |
174,089 |
| 10 |
2,132.7 |
2,032.5 |
100.2 |
4.8% |
36.3 |
1.7% |
65% |
False |
False |
202,526 |
| 20 |
2,146.0 |
2,032.5 |
113.5 |
5.4% |
35.2 |
1.7% |
57% |
False |
False |
129,778 |
| 40 |
2,146.0 |
1,947.2 |
198.8 |
9.5% |
38.2 |
1.8% |
76% |
False |
False |
65,051 |
| 60 |
2,146.0 |
1,925.7 |
220.3 |
10.5% |
38.1 |
1.8% |
78% |
False |
False |
43,423 |
| 80 |
2,146.0 |
1,838.0 |
308.0 |
14.7% |
37.1 |
1.8% |
84% |
False |
False |
32,578 |
| 100 |
2,146.0 |
1,681.4 |
464.6 |
22.2% |
34.5 |
1.6% |
90% |
False |
False |
26,063 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.4% |
32.3 |
1.5% |
90% |
False |
False |
21,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.4 |
|
2.618 |
2,171.3 |
|
1.618 |
2,148.6 |
|
1.000 |
2,134.6 |
|
0.618 |
2,125.9 |
|
HIGH |
2,111.9 |
|
0.618 |
2,103.2 |
|
0.500 |
2,100.6 |
|
0.382 |
2,097.9 |
|
LOW |
2,089.2 |
|
0.618 |
2,075.2 |
|
1.000 |
2,066.5 |
|
1.618 |
2,052.5 |
|
2.618 |
2,029.8 |
|
4.250 |
1,992.7 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,100.6 |
2,111.0 |
| PP |
2,099.5 |
2,106.4 |
| S1 |
2,098.4 |
2,101.9 |
|