| 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 |
2,224.5 |
2,208.3 |
-16.2 |
-0.7% |
2,198.0 |
| High |
2,227.8 |
2,223.0 |
-4.8 |
-0.2% |
2,263.1 |
| Low |
2,199.7 |
2,205.8 |
6.1 |
0.3% |
2,190.7 |
| Close |
2,201.2 |
2,217.7 |
16.5 |
0.7% |
2,201.2 |
| Range |
28.1 |
17.2 |
-10.9 |
-38.8% |
72.4 |
| ATR |
26.5 |
26.1 |
-0.3 |
-1.3% |
0.0 |
| Volume |
3,119 |
3,679 |
560 |
18.0% |
16,546 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.1 |
2,259.6 |
2,227.2 |
|
| R3 |
2,249.9 |
2,242.4 |
2,222.4 |
|
| R2 |
2,232.7 |
2,232.7 |
2,220.9 |
|
| R1 |
2,225.2 |
2,225.2 |
2,219.3 |
2,229.0 |
| PP |
2,215.5 |
2,215.5 |
2,215.5 |
2,217.4 |
| S1 |
2,208.0 |
2,208.0 |
2,216.1 |
2,211.8 |
| S2 |
2,198.3 |
2,198.3 |
2,214.5 |
|
| S3 |
2,181.1 |
2,190.8 |
2,213.0 |
|
| S4 |
2,163.9 |
2,173.6 |
2,208.2 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,435.5 |
2,390.8 |
2,241.0 |
|
| R3 |
2,363.1 |
2,318.4 |
2,221.1 |
|
| R2 |
2,290.7 |
2,290.7 |
2,214.5 |
|
| R1 |
2,246.0 |
2,246.0 |
2,207.8 |
2,268.4 |
| PP |
2,218.3 |
2,218.3 |
2,218.3 |
2,229.5 |
| S1 |
2,173.6 |
2,173.6 |
2,194.6 |
2,196.0 |
| S2 |
2,145.9 |
2,145.9 |
2,187.9 |
|
| S3 |
2,073.5 |
2,101.2 |
2,181.3 |
|
| S4 |
2,001.1 |
2,028.8 |
2,161.4 |
|
|
| 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 |
2,191.7 |
71.4 |
3.2% |
30.7 |
1.4% |
36% |
False |
False |
3,603 |
| 10 |
2,263.1 |
2,190.7 |
72.4 |
3.3% |
26.4 |
1.2% |
37% |
False |
False |
3,359 |
| 20 |
2,263.1 |
2,072.9 |
190.2 |
8.6% |
26.3 |
1.2% |
76% |
False |
False |
3,134 |
| 40 |
2,263.1 |
2,036.0 |
227.1 |
10.2% |
23.2 |
1.0% |
80% |
False |
False |
2,789 |
| 60 |
2,263.1 |
2,036.0 |
227.1 |
10.2% |
22.9 |
1.0% |
80% |
False |
False |
2,493 |
| 80 |
2,263.1 |
2,036.0 |
227.1 |
10.2% |
24.2 |
1.1% |
80% |
False |
False |
2,369 |
| 100 |
2,263.1 |
2,013.5 |
249.6 |
11.3% |
23.4 |
1.1% |
82% |
False |
False |
2,208 |
| 120 |
2,263.1 |
1,899.6 |
363.5 |
16.4% |
23.1 |
1.0% |
88% |
False |
False |
1,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,296.1 |
|
2.618 |
2,268.0 |
|
1.618 |
2,250.8 |
|
1.000 |
2,240.2 |
|
0.618 |
2,233.6 |
|
HIGH |
2,223.0 |
|
0.618 |
2,216.4 |
|
0.500 |
2,214.4 |
|
0.382 |
2,212.4 |
|
LOW |
2,205.8 |
|
0.618 |
2,195.2 |
|
1.000 |
2,188.6 |
|
1.618 |
2,178.0 |
|
2.618 |
2,160.8 |
|
4.250 |
2,132.7 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,216.6 |
2,231.4 |
| PP |
2,215.5 |
2,226.8 |
| S1 |
2,214.4 |
2,222.3 |
|