| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,092.6 |
2,098.8 |
6.2 |
0.3% |
2,064.1 |
| High |
2,111.9 |
2,118.2 |
6.3 |
0.3% |
2,132.7 |
| Low |
2,089.2 |
2,091.5 |
2.3 |
0.1% |
2,032.5 |
| Close |
2,097.3 |
2,092.6 |
-4.7 |
-0.2% |
2,093.6 |
| Range |
22.7 |
26.7 |
4.0 |
17.6% |
100.2 |
| ATR |
36.5 |
35.8 |
-0.7 |
-1.9% |
0.0 |
| Volume |
104,367 |
132,793 |
28,426 |
27.2% |
921,315 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.9 |
2,163.4 |
2,107.3 |
|
| R3 |
2,154.2 |
2,136.7 |
2,099.9 |
|
| R2 |
2,127.5 |
2,127.5 |
2,097.5 |
|
| R1 |
2,110.0 |
2,110.0 |
2,095.0 |
2,105.4 |
| PP |
2,100.8 |
2,100.8 |
2,100.8 |
2,098.5 |
| S1 |
2,083.3 |
2,083.3 |
2,090.2 |
2,078.7 |
| S2 |
2,074.1 |
2,074.1 |
2,087.7 |
|
| S3 |
2,047.4 |
2,056.6 |
2,085.3 |
|
| S4 |
2,020.7 |
2,029.9 |
2,077.9 |
|
|
| 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 |
2,047.8 |
84.9 |
4.1% |
36.4 |
1.7% |
53% |
False |
False |
169,991 |
| 10 |
2,132.7 |
2,032.5 |
100.2 |
4.8% |
35.4 |
1.7% |
60% |
False |
False |
183,816 |
| 20 |
2,146.0 |
2,032.5 |
113.5 |
5.4% |
34.8 |
1.7% |
53% |
False |
False |
136,384 |
| 40 |
2,146.0 |
1,947.2 |
198.8 |
9.5% |
37.8 |
1.8% |
73% |
False |
False |
68,365 |
| 60 |
2,146.0 |
1,925.7 |
220.3 |
10.5% |
38.2 |
1.8% |
76% |
False |
False |
45,636 |
| 80 |
2,146.0 |
1,838.0 |
308.0 |
14.7% |
37.1 |
1.8% |
83% |
False |
False |
34,238 |
| 100 |
2,146.0 |
1,689.7 |
456.3 |
21.8% |
34.5 |
1.7% |
88% |
False |
False |
27,390 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.5% |
32.2 |
1.5% |
89% |
False |
False |
22,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.7 |
|
2.618 |
2,188.1 |
|
1.618 |
2,161.4 |
|
1.000 |
2,144.9 |
|
0.618 |
2,134.7 |
|
HIGH |
2,118.2 |
|
0.618 |
2,108.0 |
|
0.500 |
2,104.9 |
|
0.382 |
2,101.7 |
|
LOW |
2,091.5 |
|
0.618 |
2,075.0 |
|
1.000 |
2,064.8 |
|
1.618 |
2,048.3 |
|
2.618 |
2,021.6 |
|
4.250 |
1,978.0 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,104.9 |
2,110.7 |
| PP |
2,100.8 |
2,104.7 |
| S1 |
2,096.7 |
2,098.6 |
|