Trading Metrics calculated at close of trading on 21-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,297.50 |
5,354.25 |
56.75 |
1.1% |
5,239.75 |
High |
5,354.75 |
5,380.00 |
25.25 |
0.5% |
5,309.50 |
Low |
5,290.75 |
5,351.50 |
60.75 |
1.1% |
5,212.00 |
Close |
5,344.00 |
5,360.50 |
16.50 |
0.3% |
5,239.25 |
Range |
64.00 |
28.50 |
-35.50 |
-55.5% |
97.50 |
ATR |
54.21 |
52.91 |
-1.30 |
-2.4% |
0.00 |
Volume |
2,868 |
2,001 |
-867 |
-30.2% |
10,796 |
|
Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,449.50 |
5,433.50 |
5,376.25 |
|
R3 |
5,421.00 |
5,405.00 |
5,368.25 |
|
R2 |
5,392.50 |
5,392.50 |
5,365.75 |
|
R1 |
5,376.50 |
5,376.50 |
5,363.00 |
5,384.50 |
PP |
5,364.00 |
5,364.00 |
5,364.00 |
5,368.00 |
S1 |
5,348.00 |
5,348.00 |
5,358.00 |
5,356.00 |
S2 |
5,335.50 |
5,335.50 |
5,355.25 |
|
S3 |
5,307.00 |
5,319.50 |
5,352.75 |
|
S4 |
5,278.50 |
5,291.00 |
5,344.75 |
|
|
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 |
5,380.00 |
5,224.00 |
156.00 |
2.9% |
54.25 |
1.0% |
88% |
True |
False |
2,271 |
10 |
5,380.00 |
5,212.00 |
168.00 |
3.1% |
54.00 |
1.0% |
88% |
True |
False |
1,912 |
20 |
5,380.00 |
5,176.50 |
203.50 |
3.8% |
49.25 |
0.9% |
90% |
True |
False |
1,143 |
40 |
5,380.00 |
4,967.50 |
412.50 |
7.7% |
50.00 |
0.9% |
95% |
True |
False |
701 |
60 |
5,380.00 |
4,803.25 |
576.75 |
10.8% |
47.00 |
0.9% |
97% |
True |
False |
494 |
80 |
5,380.00 |
4,698.50 |
681.50 |
12.7% |
42.25 |
0.8% |
97% |
True |
False |
380 |
100 |
5,380.00 |
4,255.50 |
1,124.50 |
21.0% |
39.50 |
0.7% |
98% |
True |
False |
324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,501.00 |
2.618 |
5,454.50 |
1.618 |
5,426.00 |
1.000 |
5,408.50 |
0.618 |
5,397.50 |
HIGH |
5,380.00 |
0.618 |
5,369.00 |
0.500 |
5,365.75 |
0.382 |
5,362.50 |
LOW |
5,351.50 |
0.618 |
5,334.00 |
1.000 |
5,323.00 |
1.618 |
5,305.50 |
2.618 |
5,277.00 |
4.250 |
5,230.50 |
|
|
Fisher Pivots for day following 21-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,365.75 |
5,344.25 |
PP |
5,364.00 |
5,328.00 |
S1 |
5,362.25 |
5,311.75 |
|