Trading Metrics calculated at close of trading on 20-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,434.00 |
18,497.75 |
63.75 |
0.3% |
18,447.00 |
High |
18,512.00 |
18,765.25 |
253.25 |
1.4% |
18,722.00 |
Low |
18,275.25 |
18,454.25 |
179.00 |
1.0% |
18,225.75 |
Close |
18,493.25 |
18,702.25 |
209.00 |
1.1% |
18,278.75 |
Range |
236.75 |
311.00 |
74.25 |
31.4% |
496.25 |
ATR |
268.28 |
271.33 |
3.05 |
1.1% |
0.00 |
Volume |
1,059 |
1,168 |
109 |
10.3% |
2,266 |
|
Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,573.50 |
19,449.00 |
18,873.25 |
|
R3 |
19,262.50 |
19,138.00 |
18,787.75 |
|
R2 |
18,951.50 |
18,951.50 |
18,759.25 |
|
R1 |
18,827.00 |
18,827.00 |
18,730.75 |
18,889.25 |
PP |
18,640.50 |
18,640.50 |
18,640.50 |
18,671.75 |
S1 |
18,516.00 |
18,516.00 |
18,673.75 |
18,578.25 |
S2 |
18,329.50 |
18,329.50 |
18,645.25 |
|
S3 |
18,018.50 |
18,205.00 |
18,616.75 |
|
S4 |
17,707.50 |
17,894.00 |
18,531.25 |
|
|
Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,897.50 |
19,584.50 |
18,551.75 |
|
R3 |
19,401.25 |
19,088.25 |
18,415.25 |
|
R2 |
18,905.00 |
18,905.00 |
18,369.75 |
|
R1 |
18,592.00 |
18,592.00 |
18,324.25 |
18,500.50 |
PP |
18,408.75 |
18,408.75 |
18,408.75 |
18,363.00 |
S1 |
18,095.75 |
18,095.75 |
18,233.25 |
18,004.00 |
S2 |
17,912.50 |
17,912.50 |
18,187.75 |
|
S3 |
17,416.25 |
17,599.50 |
18,142.25 |
|
S4 |
16,920.00 |
17,103.25 |
18,005.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,765.25 |
18,225.75 |
539.50 |
2.9% |
287.75 |
1.5% |
88% |
True |
False |
859 |
10 |
18,901.25 |
18,225.75 |
675.50 |
3.6% |
298.25 |
1.6% |
71% |
False |
False |
551 |
20 |
18,901.25 |
18,201.75 |
699.50 |
3.7% |
259.50 |
1.4% |
72% |
False |
False |
301 |
40 |
18,901.25 |
17,645.50 |
1,255.75 |
6.7% |
239.00 |
1.3% |
84% |
False |
False |
158 |
60 |
18,901.25 |
16,747.50 |
2,153.75 |
11.5% |
211.25 |
1.1% |
91% |
False |
False |
106 |
80 |
18,901.25 |
16,402.00 |
2,499.25 |
13.4% |
168.75 |
0.9% |
92% |
False |
False |
80 |
100 |
18,901.25 |
14,750.00 |
4,151.25 |
22.2% |
142.25 |
0.8% |
95% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,087.00 |
2.618 |
19,579.50 |
1.618 |
19,268.50 |
1.000 |
19,076.25 |
0.618 |
18,957.50 |
HIGH |
18,765.25 |
0.618 |
18,646.50 |
0.500 |
18,609.75 |
0.382 |
18,573.00 |
LOW |
18,454.25 |
0.618 |
18,262.00 |
1.000 |
18,143.25 |
1.618 |
17,951.00 |
2.618 |
17,640.00 |
4.250 |
17,132.50 |
|
|
Fisher Pivots for day following 20-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,671.50 |
18,641.50 |
PP |
18,640.50 |
18,581.00 |
S1 |
18,609.75 |
18,520.25 |
|