Trading Metrics calculated at close of trading on 18-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,990.0 |
4,993.0 |
3.0 |
0.1% |
4,927.0 |
High |
5,050.0 |
4,993.0 |
-57.0 |
-1.1% |
5,050.0 |
Low |
4,985.0 |
4,973.0 |
-12.0 |
-0.2% |
4,927.0 |
Close |
4,993.0 |
4,980.0 |
-13.0 |
-0.3% |
4,993.0 |
Range |
65.0 |
20.0 |
-45.0 |
-69.2% |
123.0 |
ATR |
30.1 |
29.4 |
-0.7 |
-2.4% |
0.0 |
Volume |
2,138 |
463 |
-1,675 |
-78.3% |
2,222 |
|
Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,042.0 |
5,031.0 |
4,991.0 |
|
R3 |
5,022.0 |
5,011.0 |
4,985.5 |
|
R2 |
5,002.0 |
5,002.0 |
4,983.7 |
|
R1 |
4,991.0 |
4,991.0 |
4,981.8 |
4,986.5 |
PP |
4,982.0 |
4,982.0 |
4,982.0 |
4,979.8 |
S1 |
4,971.0 |
4,971.0 |
4,978.2 |
4,966.5 |
S2 |
4,962.0 |
4,962.0 |
4,976.3 |
|
S3 |
4,942.0 |
4,951.0 |
4,974.5 |
|
S4 |
4,922.0 |
4,931.0 |
4,969.0 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,359.0 |
5,299.0 |
5,060.7 |
|
R3 |
5,236.0 |
5,176.0 |
5,026.8 |
|
R2 |
5,113.0 |
5,113.0 |
5,015.6 |
|
R1 |
5,053.0 |
5,053.0 |
5,004.3 |
5,083.0 |
PP |
4,990.0 |
4,990.0 |
4,990.0 |
5,005.0 |
S1 |
4,930.0 |
4,930.0 |
4,981.7 |
4,960.0 |
S2 |
4,867.0 |
4,867.0 |
4,970.5 |
|
S3 |
4,744.0 |
4,807.0 |
4,959.2 |
|
S4 |
4,621.0 |
4,684.0 |
4,925.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,050.0 |
4,967.0 |
83.0 |
1.7% |
28.2 |
0.6% |
16% |
False |
False |
535 |
10 |
5,050.0 |
4,888.0 |
162.0 |
3.3% |
20.0 |
0.4% |
57% |
False |
False |
348 |
20 |
5,050.0 |
4,761.0 |
289.0 |
5.8% |
10.0 |
0.2% |
76% |
False |
False |
210 |
40 |
5,050.0 |
4,463.0 |
587.0 |
11.8% |
5.1 |
0.1% |
88% |
False |
False |
116 |
60 |
5,050.0 |
4,397.0 |
653.0 |
13.1% |
3.4 |
0.1% |
89% |
False |
False |
77 |
80 |
5,050.0 |
4,363.0 |
687.0 |
13.8% |
2.6 |
0.1% |
90% |
False |
False |
58 |
100 |
5,050.0 |
4,034.0 |
1,016.0 |
20.4% |
2.1 |
0.0% |
93% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,078.0 |
2.618 |
5,045.4 |
1.618 |
5,025.4 |
1.000 |
5,013.0 |
0.618 |
5,005.4 |
HIGH |
4,993.0 |
0.618 |
4,985.4 |
0.500 |
4,983.0 |
0.382 |
4,980.6 |
LOW |
4,973.0 |
0.618 |
4,960.6 |
1.000 |
4,953.0 |
1.618 |
4,940.6 |
2.618 |
4,920.6 |
4.250 |
4,888.0 |
|
|
Fisher Pivots for day following 18-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,983.0 |
5,008.5 |
PP |
4,982.0 |
4,999.0 |
S1 |
4,981.0 |
4,989.5 |
|