| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,214.5 |
2,218.6 |
4.1 |
0.2% |
2,198.0 |
| High |
2,241.8 |
2,237.9 |
-3.9 |
-0.2% |
2,263.1 |
| Low |
2,210.1 |
2,213.7 |
3.6 |
0.2% |
2,190.7 |
| Close |
2,218.9 |
2,232.4 |
13.5 |
0.6% |
2,201.2 |
| Range |
31.7 |
24.2 |
-7.5 |
-23.7% |
72.4 |
| ATR |
26.5 |
26.4 |
-0.2 |
-0.6% |
0.0 |
| Volume |
4,769 |
4,255 |
-514 |
-10.8% |
16,546 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,300.6 |
2,290.7 |
2,245.7 |
|
| R3 |
2,276.4 |
2,266.5 |
2,239.1 |
|
| R2 |
2,252.2 |
2,252.2 |
2,236.8 |
|
| R1 |
2,242.3 |
2,242.3 |
2,234.6 |
2,247.3 |
| PP |
2,228.0 |
2,228.0 |
2,228.0 |
2,230.5 |
| S1 |
2,218.1 |
2,218.1 |
2,230.2 |
2,223.1 |
| S2 |
2,203.8 |
2,203.8 |
2,228.0 |
|
| S3 |
2,179.6 |
2,193.9 |
2,225.7 |
|
| S4 |
2,155.4 |
2,169.7 |
2,219.1 |
|
|
| 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 |
2,199.7 |
63.4 |
2.8% |
30.9 |
1.4% |
52% |
False |
False |
4,198 |
| 10 |
2,263.1 |
2,190.7 |
72.4 |
3.2% |
26.7 |
1.2% |
58% |
False |
False |
3,330 |
| 20 |
2,263.1 |
2,075.0 |
188.1 |
8.4% |
28.1 |
1.3% |
84% |
False |
False |
3,444 |
| 40 |
2,263.1 |
2,036.0 |
227.1 |
10.2% |
23.6 |
1.1% |
86% |
False |
False |
2,900 |
| 60 |
2,263.1 |
2,036.0 |
227.1 |
10.2% |
23.2 |
1.0% |
86% |
False |
False |
2,605 |
| 80 |
2,263.1 |
2,036.0 |
227.1 |
10.2% |
24.5 |
1.1% |
86% |
False |
False |
2,457 |
| 100 |
2,263.1 |
2,013.5 |
249.6 |
11.2% |
23.4 |
1.0% |
88% |
False |
False |
2,270 |
| 120 |
2,263.1 |
1,899.6 |
363.5 |
16.3% |
23.4 |
1.0% |
92% |
False |
False |
1,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,340.8 |
|
2.618 |
2,301.3 |
|
1.618 |
2,277.1 |
|
1.000 |
2,262.1 |
|
0.618 |
2,252.9 |
|
HIGH |
2,237.9 |
|
0.618 |
2,228.7 |
|
0.500 |
2,225.8 |
|
0.382 |
2,222.9 |
|
LOW |
2,213.7 |
|
0.618 |
2,198.7 |
|
1.000 |
2,189.5 |
|
1.618 |
2,174.5 |
|
2.618 |
2,150.3 |
|
4.250 |
2,110.9 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,230.2 |
2,229.5 |
| PP |
2,228.0 |
2,226.7 |
| S1 |
2,225.8 |
2,223.8 |
|