| 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 |
2,201.7 |
2,231.4 |
29.7 |
1.3% |
2,227.6 |
| High |
2,233.0 |
2,263.1 |
30.1 |
1.3% |
2,234.2 |
| Low |
2,193.4 |
2,210.0 |
16.6 |
0.8% |
2,198.6 |
| Close |
2,201.9 |
2,226.1 |
24.2 |
1.1% |
2,202.6 |
| Range |
39.6 |
53.1 |
13.5 |
34.1% |
35.6 |
| ATR |
23.7 |
26.4 |
2.7 |
11.3% |
0.0 |
| Volume |
3,961 |
5,170 |
1,209 |
30.5% |
17,999 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,392.4 |
2,362.3 |
2,255.3 |
|
| R3 |
2,339.3 |
2,309.2 |
2,240.7 |
|
| R2 |
2,286.2 |
2,286.2 |
2,235.8 |
|
| R1 |
2,256.1 |
2,256.1 |
2,231.0 |
2,244.6 |
| PP |
2,233.1 |
2,233.1 |
2,233.1 |
2,227.3 |
| S1 |
2,203.0 |
2,203.0 |
2,221.2 |
2,191.5 |
| S2 |
2,180.0 |
2,180.0 |
2,216.4 |
|
| S3 |
2,126.9 |
2,149.9 |
2,211.5 |
|
| S4 |
2,073.8 |
2,096.8 |
2,196.9 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.6 |
2,296.2 |
2,222.2 |
|
| R3 |
2,283.0 |
2,260.6 |
2,212.4 |
|
| R2 |
2,247.4 |
2,247.4 |
2,209.1 |
|
| R1 |
2,225.0 |
2,225.0 |
2,205.9 |
2,218.4 |
| PP |
2,211.8 |
2,211.8 |
2,211.8 |
2,208.5 |
| S1 |
2,189.4 |
2,189.4 |
2,199.3 |
2,182.8 |
| S2 |
2,176.2 |
2,176.2 |
2,196.1 |
|
| S3 |
2,140.6 |
2,153.8 |
2,192.8 |
|
| S4 |
2,105.0 |
2,118.2 |
2,183.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,263.1 |
2,190.7 |
72.4 |
3.3% |
28.5 |
1.3% |
49% |
True |
False |
3,023 |
| 10 |
2,263.1 |
2,190.7 |
72.4 |
3.3% |
27.1 |
1.2% |
49% |
True |
False |
3,486 |
| 20 |
2,263.1 |
2,063.7 |
199.4 |
9.0% |
26.0 |
1.2% |
81% |
True |
False |
2,992 |
| 40 |
2,263.1 |
2,036.0 |
227.1 |
10.2% |
22.7 |
1.0% |
84% |
True |
False |
2,716 |
| 60 |
2,263.1 |
2,036.0 |
227.1 |
10.2% |
22.7 |
1.0% |
84% |
True |
False |
2,403 |
| 80 |
2,263.1 |
2,036.0 |
227.1 |
10.2% |
24.2 |
1.1% |
84% |
True |
False |
2,313 |
| 100 |
2,263.1 |
2,013.5 |
249.6 |
11.2% |
23.4 |
1.1% |
85% |
True |
False |
2,147 |
| 120 |
2,263.1 |
1,899.6 |
363.5 |
16.3% |
23.2 |
1.0% |
90% |
True |
False |
1,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,488.8 |
|
2.618 |
2,402.1 |
|
1.618 |
2,349.0 |
|
1.000 |
2,316.2 |
|
0.618 |
2,295.9 |
|
HIGH |
2,263.1 |
|
0.618 |
2,242.8 |
|
0.500 |
2,236.6 |
|
0.382 |
2,230.3 |
|
LOW |
2,210.0 |
|
0.618 |
2,177.2 |
|
1.000 |
2,156.9 |
|
1.618 |
2,124.1 |
|
2.618 |
2,071.0 |
|
4.250 |
1,984.3 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,236.6 |
2,227.4 |
| PP |
2,233.1 |
2,227.0 |
| S1 |
2,229.6 |
2,226.5 |
|