| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,095.8 |
2,140.6 |
44.8 |
2.1% |
2,092.6 |
| High |
2,142.4 |
2,161.8 |
19.4 |
0.9% |
2,161.8 |
| Low |
2,095.8 |
2,132.4 |
36.6 |
1.7% |
2,089.2 |
| Close |
2,138.4 |
2,145.9 |
7.5 |
0.4% |
2,145.9 |
| Range |
46.6 |
29.4 |
-17.2 |
-36.9% |
72.6 |
| ATR |
36.8 |
36.3 |
-0.5 |
-1.4% |
0.0 |
| Volume |
188,244 |
191,410 |
3,166 |
1.7% |
616,814 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,234.9 |
2,219.8 |
2,162.1 |
|
| R3 |
2,205.5 |
2,190.4 |
2,154.0 |
|
| R2 |
2,176.1 |
2,176.1 |
2,151.3 |
|
| R1 |
2,161.0 |
2,161.0 |
2,148.6 |
2,168.6 |
| PP |
2,146.7 |
2,146.7 |
2,146.7 |
2,150.5 |
| S1 |
2,131.6 |
2,131.6 |
2,143.2 |
2,139.2 |
| S2 |
2,117.3 |
2,117.3 |
2,140.5 |
|
| S3 |
2,087.9 |
2,102.2 |
2,137.8 |
|
| S4 |
2,058.5 |
2,072.8 |
2,129.7 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,350.1 |
2,320.6 |
2,185.8 |
|
| R3 |
2,277.5 |
2,248.0 |
2,165.9 |
|
| R2 |
2,204.9 |
2,204.9 |
2,159.2 |
|
| R1 |
2,175.4 |
2,175.4 |
2,152.6 |
2,190.2 |
| PP |
2,132.3 |
2,132.3 |
2,132.3 |
2,139.7 |
| S1 |
2,102.8 |
2,102.8 |
2,139.2 |
2,117.6 |
| S2 |
2,059.7 |
2,059.7 |
2,132.6 |
|
| S3 |
1,987.1 |
2,030.2 |
2,125.9 |
|
| S4 |
1,914.5 |
1,957.6 |
2,106.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,161.8 |
2,089.2 |
72.6 |
3.4% |
33.2 |
1.5% |
78% |
True |
False |
156,838 |
| 10 |
2,161.8 |
2,032.5 |
129.3 |
6.0% |
34.1 |
1.6% |
88% |
True |
False |
174,001 |
| 20 |
2,161.8 |
2,032.5 |
129.3 |
6.0% |
35.2 |
1.6% |
88% |
True |
False |
155,271 |
| 40 |
2,161.8 |
1,947.2 |
214.6 |
10.0% |
37.4 |
1.7% |
93% |
True |
False |
77,841 |
| 60 |
2,161.8 |
1,925.7 |
236.1 |
11.0% |
38.2 |
1.8% |
93% |
True |
False |
51,957 |
| 80 |
2,161.8 |
1,886.0 |
275.8 |
12.9% |
37.1 |
1.7% |
94% |
True |
False |
38,984 |
| 100 |
2,161.8 |
1,725.3 |
436.5 |
20.3% |
34.8 |
1.6% |
96% |
True |
False |
31,187 |
| 120 |
2,161.8 |
1,676.0 |
485.8 |
22.6% |
32.6 |
1.5% |
97% |
True |
False |
25,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,286.8 |
|
2.618 |
2,238.8 |
|
1.618 |
2,209.4 |
|
1.000 |
2,191.2 |
|
0.618 |
2,180.0 |
|
HIGH |
2,161.8 |
|
0.618 |
2,150.6 |
|
0.500 |
2,147.1 |
|
0.382 |
2,143.6 |
|
LOW |
2,132.4 |
|
0.618 |
2,114.2 |
|
1.000 |
2,103.0 |
|
1.618 |
2,084.8 |
|
2.618 |
2,055.4 |
|
4.250 |
2,007.5 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,147.1 |
2,139.5 |
| PP |
2,146.7 |
2,133.1 |
| S1 |
2,146.3 |
2,126.7 |
|