| 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 |
5,270.50 |
5,241.50 |
-29.00 |
-0.6% |
5,239.75 |
| High |
5,285.50 |
5,297.25 |
11.75 |
0.2% |
5,309.50 |
| Low |
5,224.00 |
5,238.50 |
14.50 |
0.3% |
5,212.00 |
| Close |
5,239.25 |
5,272.50 |
33.25 |
0.6% |
5,239.25 |
| Range |
61.50 |
58.75 |
-2.75 |
-4.5% |
97.50 |
| ATR |
52.67 |
53.10 |
0.43 |
0.8% |
0.00 |
| Volume |
3,815 |
1,367 |
-2,448 |
-64.2% |
10,796 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,445.75 |
5,417.75 |
5,304.75 |
|
| R3 |
5,387.00 |
5,359.00 |
5,288.75 |
|
| R2 |
5,328.25 |
5,328.25 |
5,283.25 |
|
| R1 |
5,300.25 |
5,300.25 |
5,278.00 |
5,314.25 |
| PP |
5,269.50 |
5,269.50 |
5,269.50 |
5,276.50 |
| S1 |
5,241.50 |
5,241.50 |
5,267.00 |
5,255.50 |
| S2 |
5,210.75 |
5,210.75 |
5,261.75 |
|
| S3 |
5,152.00 |
5,182.75 |
5,256.25 |
|
| S4 |
5,093.25 |
5,124.00 |
5,240.25 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,546.00 |
5,490.25 |
5,293.00 |
|
| R3 |
5,448.50 |
5,392.75 |
5,266.00 |
|
| R2 |
5,351.00 |
5,351.00 |
5,257.00 |
|
| R1 |
5,295.25 |
5,295.25 |
5,248.25 |
5,274.50 |
| PP |
5,253.50 |
5,253.50 |
5,253.50 |
5,243.25 |
| S1 |
5,197.75 |
5,197.75 |
5,230.25 |
5,177.00 |
| S2 |
5,156.00 |
5,156.00 |
5,221.50 |
|
| S3 |
5,058.50 |
5,100.25 |
5,212.50 |
|
| S4 |
4,961.00 |
5,002.75 |
5,185.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,309.50 |
5,224.00 |
85.50 |
1.6% |
56.50 |
1.1% |
57% |
False |
False |
2,301 |
| 10 |
5,311.50 |
5,179.50 |
132.00 |
2.5% |
59.25 |
1.1% |
70% |
False |
False |
1,474 |
| 20 |
5,311.50 |
5,070.25 |
241.25 |
4.6% |
52.50 |
1.0% |
84% |
False |
False |
864 |
| 40 |
5,311.50 |
4,967.50 |
344.00 |
6.5% |
48.50 |
0.9% |
89% |
False |
False |
559 |
| 60 |
5,311.50 |
4,803.25 |
508.25 |
9.6% |
47.25 |
0.9% |
92% |
False |
False |
393 |
| 80 |
5,311.50 |
4,693.50 |
618.00 |
11.7% |
40.75 |
0.8% |
94% |
False |
False |
303 |
| 100 |
5,311.50 |
4,255.50 |
1,056.00 |
20.0% |
39.00 |
0.7% |
96% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,547.00 |
|
2.618 |
5,451.00 |
|
1.618 |
5,392.25 |
|
1.000 |
5,356.00 |
|
0.618 |
5,333.50 |
|
HIGH |
5,297.25 |
|
0.618 |
5,274.75 |
|
0.500 |
5,268.00 |
|
0.382 |
5,261.00 |
|
LOW |
5,238.50 |
|
0.618 |
5,202.25 |
|
1.000 |
5,179.75 |
|
1.618 |
5,143.50 |
|
2.618 |
5,084.75 |
|
4.250 |
4,988.75 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,271.00 |
5,270.50 |
| PP |
5,269.50 |
5,268.75 |
| S1 |
5,268.00 |
5,266.75 |
|