Trading Metrics calculated at close of trading on 14-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,298.25 |
5,293.00 |
-5.25 |
-0.1% |
5,261.25 |
High |
5,302.75 |
5,309.50 |
6.75 |
0.1% |
5,311.50 |
Low |
5,274.25 |
5,244.75 |
-29.50 |
-0.6% |
5,179.50 |
Close |
5,289.00 |
5,274.00 |
-15.00 |
-0.3% |
5,247.25 |
Range |
28.50 |
64.75 |
36.25 |
127.2% |
132.00 |
ATR |
51.01 |
51.99 |
0.98 |
1.9% |
0.00 |
Volume |
4,545 |
971 |
-3,574 |
-78.6% |
3,182 |
|
Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,470.25 |
5,437.00 |
5,309.50 |
|
R3 |
5,405.50 |
5,372.25 |
5,291.75 |
|
R2 |
5,340.75 |
5,340.75 |
5,285.75 |
|
R1 |
5,307.50 |
5,307.50 |
5,280.00 |
5,291.75 |
PP |
5,276.00 |
5,276.00 |
5,276.00 |
5,268.25 |
S1 |
5,242.75 |
5,242.75 |
5,268.00 |
5,227.00 |
S2 |
5,211.25 |
5,211.25 |
5,262.25 |
|
S3 |
5,146.50 |
5,178.00 |
5,256.25 |
|
S4 |
5,081.75 |
5,113.25 |
5,238.50 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,642.00 |
5,576.75 |
5,319.75 |
|
R3 |
5,510.00 |
5,444.75 |
5,283.50 |
|
R2 |
5,378.00 |
5,378.00 |
5,271.50 |
|
R1 |
5,312.75 |
5,312.75 |
5,259.25 |
5,279.50 |
PP |
5,246.00 |
5,246.00 |
5,246.00 |
5,229.50 |
S1 |
5,180.75 |
5,180.75 |
5,235.25 |
5,147.50 |
S2 |
5,114.00 |
5,114.00 |
5,223.00 |
|
S3 |
4,982.00 |
5,048.75 |
5,211.00 |
|
S4 |
4,850.00 |
4,916.75 |
5,174.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,311.50 |
5,212.00 |
99.50 |
1.9% |
54.00 |
1.0% |
62% |
False |
False |
1,553 |
10 |
5,311.50 |
5,179.50 |
132.00 |
2.5% |
55.75 |
1.1% |
72% |
False |
False |
1,051 |
20 |
5,311.50 |
5,070.25 |
241.25 |
4.6% |
50.50 |
1.0% |
84% |
False |
False |
649 |
40 |
5,311.50 |
4,862.25 |
449.25 |
8.5% |
48.25 |
0.9% |
92% |
False |
False |
451 |
60 |
5,311.50 |
4,803.25 |
508.25 |
9.6% |
46.00 |
0.9% |
93% |
False |
False |
307 |
80 |
5,311.50 |
4,663.50 |
648.00 |
12.3% |
39.75 |
0.8% |
94% |
False |
False |
240 |
100 |
5,311.50 |
4,255.50 |
1,056.00 |
20.0% |
38.75 |
0.7% |
96% |
False |
False |
214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,584.75 |
2.618 |
5,479.00 |
1.618 |
5,414.25 |
1.000 |
5,374.25 |
0.618 |
5,349.50 |
HIGH |
5,309.50 |
0.618 |
5,284.75 |
0.500 |
5,277.00 |
0.382 |
5,269.50 |
LOW |
5,244.75 |
0.618 |
5,204.75 |
1.000 |
5,180.00 |
1.618 |
5,140.00 |
2.618 |
5,075.25 |
4.250 |
4,969.50 |
|
|
Fisher Pivots for day following 14-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,277.00 |
5,273.00 |
PP |
5,276.00 |
5,272.25 |
S1 |
5,275.00 |
5,271.25 |
|