Trading Metrics calculated at close of trading on 11-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,732.00 |
18,447.00 |
-285.00 |
-1.5% |
18,801.50 |
High |
18,901.25 |
18,516.00 |
-385.25 |
-2.0% |
18,901.25 |
Low |
18,485.75 |
18,356.25 |
-129.50 |
-0.7% |
18,297.00 |
Close |
18,513.00 |
18,430.00 |
-83.00 |
-0.4% |
18,513.00 |
Range |
415.50 |
159.75 |
-255.75 |
-61.6% |
604.25 |
ATR |
271.81 |
263.81 |
-8.00 |
-2.9% |
0.00 |
Volume |
143 |
263 |
120 |
83.9% |
620 |
|
Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,913.25 |
18,831.50 |
18,517.75 |
|
R3 |
18,753.50 |
18,671.75 |
18,474.00 |
|
R2 |
18,593.75 |
18,593.75 |
18,459.25 |
|
R1 |
18,512.00 |
18,512.00 |
18,444.75 |
18,473.00 |
PP |
18,434.00 |
18,434.00 |
18,434.00 |
18,414.50 |
S1 |
18,352.25 |
18,352.25 |
18,415.25 |
18,313.25 |
S2 |
18,274.25 |
18,274.25 |
18,400.75 |
|
S3 |
18,114.50 |
18,192.50 |
18,386.00 |
|
S4 |
17,954.75 |
18,032.75 |
18,342.25 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,383.25 |
20,052.25 |
18,845.25 |
|
R3 |
19,779.00 |
19,448.00 |
18,679.25 |
|
R2 |
19,174.75 |
19,174.75 |
18,623.75 |
|
R1 |
18,843.75 |
18,843.75 |
18,568.50 |
18,707.00 |
PP |
18,570.50 |
18,570.50 |
18,570.50 |
18,502.00 |
S1 |
18,239.50 |
18,239.50 |
18,457.50 |
18,103.00 |
S2 |
17,966.25 |
17,966.25 |
18,402.25 |
|
S3 |
17,362.00 |
17,635.25 |
18,346.75 |
|
S4 |
16,757.75 |
17,031.00 |
18,180.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,901.25 |
18,297.00 |
604.25 |
3.3% |
332.00 |
1.8% |
22% |
False |
False |
151 |
10 |
18,901.25 |
18,284.25 |
617.00 |
3.3% |
260.00 |
1.4% |
24% |
False |
False |
98 |
20 |
18,901.25 |
17,819.50 |
1,081.75 |
5.9% |
248.25 |
1.3% |
56% |
False |
False |
61 |
40 |
18,901.25 |
17,093.00 |
1,808.25 |
9.8% |
224.50 |
1.2% |
74% |
False |
False |
35 |
60 |
18,901.25 |
16,747.50 |
2,153.75 |
11.7% |
189.00 |
1.0% |
78% |
False |
False |
23 |
80 |
18,901.25 |
16,402.00 |
2,499.25 |
13.6% |
145.75 |
0.8% |
81% |
False |
False |
17 |
100 |
18,901.25 |
14,750.00 |
4,151.25 |
22.5% |
125.00 |
0.7% |
89% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,195.00 |
2.618 |
18,934.25 |
1.618 |
18,774.50 |
1.000 |
18,675.75 |
0.618 |
18,614.75 |
HIGH |
18,516.00 |
0.618 |
18,455.00 |
0.500 |
18,436.00 |
0.382 |
18,417.25 |
LOW |
18,356.25 |
0.618 |
18,257.50 |
1.000 |
18,196.50 |
1.618 |
18,097.75 |
2.618 |
17,938.00 |
4.250 |
17,677.25 |
|
|
Fisher Pivots for day following 11-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,436.00 |
18,628.75 |
PP |
18,434.00 |
18,562.50 |
S1 |
18,432.00 |
18,496.25 |
|