Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,447.00 |
18,480.00 |
33.00 |
0.2% |
18,801.50 |
High |
18,516.00 |
18,704.50 |
188.50 |
1.0% |
18,901.25 |
Low |
18,356.25 |
18,393.50 |
37.25 |
0.2% |
18,297.00 |
Close |
18,430.00 |
18,697.00 |
267.00 |
1.4% |
18,513.00 |
Range |
159.75 |
311.00 |
151.25 |
94.7% |
604.25 |
ATR |
263.81 |
267.18 |
3.37 |
1.3% |
0.00 |
Volume |
263 |
559 |
296 |
112.5% |
620 |
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,531.25 |
19,425.25 |
18,868.00 |
|
R3 |
19,220.25 |
19,114.25 |
18,782.50 |
|
R2 |
18,909.25 |
18,909.25 |
18,754.00 |
|
R1 |
18,803.25 |
18,803.25 |
18,725.50 |
18,856.25 |
PP |
18,598.25 |
18,598.25 |
18,598.25 |
18,625.00 |
S1 |
18,492.25 |
18,492.25 |
18,668.50 |
18,545.25 |
S2 |
18,287.25 |
18,287.25 |
18,640.00 |
|
S3 |
17,976.25 |
18,181.25 |
18,611.50 |
|
S4 |
17,665.25 |
17,870.25 |
18,526.00 |
|
|
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 |
18,356.25 |
545.00 |
2.9% |
310.50 |
1.7% |
63% |
False |
False |
232 |
10 |
18,901.25 |
18,284.25 |
617.00 |
3.3% |
280.50 |
1.5% |
67% |
False |
False |
153 |
20 |
18,901.25 |
17,819.50 |
1,081.75 |
5.8% |
255.25 |
1.4% |
81% |
False |
False |
88 |
40 |
18,901.25 |
17,093.00 |
1,808.25 |
9.7% |
228.50 |
1.2% |
89% |
False |
False |
49 |
60 |
18,901.25 |
16,747.50 |
2,153.75 |
11.5% |
191.25 |
1.0% |
91% |
False |
False |
33 |
80 |
18,901.25 |
16,402.00 |
2,499.25 |
13.4% |
149.75 |
0.8% |
92% |
False |
False |
24 |
100 |
18,901.25 |
14,750.00 |
4,151.25 |
22.2% |
127.75 |
0.7% |
95% |
False |
False |
19 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,026.25 |
2.618 |
19,518.75 |
1.618 |
19,207.75 |
1.000 |
19,015.50 |
0.618 |
18,896.75 |
HIGH |
18,704.50 |
0.618 |
18,585.75 |
0.500 |
18,549.00 |
0.382 |
18,512.25 |
LOW |
18,393.50 |
0.618 |
18,201.25 |
1.000 |
18,082.50 |
1.618 |
17,890.25 |
2.618 |
17,579.25 |
4.250 |
17,071.75 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,647.75 |
18,674.25 |
PP |
18,598.25 |
18,651.50 |
S1 |
18,549.00 |
18,628.75 |
|