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 |
18,497.75 |
18,750.25 |
252.50 |
1.4% |
18,447.00 |
High |
18,765.25 |
18,932.50 |
167.25 |
0.9% |
18,722.00 |
Low |
18,454.25 |
18,750.25 |
296.00 |
1.6% |
18,225.75 |
Close |
18,702.25 |
18,788.75 |
86.50 |
0.5% |
18,278.75 |
Range |
311.00 |
182.25 |
-128.75 |
-41.4% |
496.25 |
ATR |
271.33 |
268.40 |
-2.93 |
-1.1% |
0.00 |
Volume |
1,168 |
765 |
-403 |
-34.5% |
2,266 |
|
Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,370.50 |
19,262.00 |
18,889.00 |
|
R3 |
19,188.25 |
19,079.75 |
18,838.75 |
|
R2 |
19,006.00 |
19,006.00 |
18,822.25 |
|
R1 |
18,897.50 |
18,897.50 |
18,805.50 |
18,951.75 |
PP |
18,823.75 |
18,823.75 |
18,823.75 |
18,851.00 |
S1 |
18,715.25 |
18,715.25 |
18,772.00 |
18,769.50 |
S2 |
18,641.50 |
18,641.50 |
18,755.25 |
|
S3 |
18,459.25 |
18,533.00 |
18,738.75 |
|
S4 |
18,277.00 |
18,350.75 |
18,688.50 |
|
|
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 |
18,932.50 |
18,225.75 |
706.75 |
3.8% |
272.00 |
1.4% |
80% |
True |
False |
964 |
10 |
18,932.50 |
18,225.75 |
706.75 |
3.8% |
272.00 |
1.4% |
80% |
True |
False |
615 |
20 |
18,932.50 |
18,225.75 |
706.75 |
3.8% |
252.25 |
1.3% |
80% |
True |
False |
338 |
40 |
18,932.50 |
17,645.50 |
1,287.00 |
6.8% |
238.75 |
1.3% |
89% |
True |
False |
177 |
60 |
18,932.50 |
16,747.50 |
2,185.00 |
11.6% |
213.00 |
1.1% |
93% |
True |
False |
119 |
80 |
18,932.50 |
16,402.00 |
2,530.50 |
13.5% |
171.00 |
0.9% |
94% |
True |
False |
89 |
100 |
18,932.50 |
14,815.75 |
4,116.75 |
21.9% |
144.00 |
0.8% |
97% |
True |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,707.00 |
2.618 |
19,409.75 |
1.618 |
19,227.50 |
1.000 |
19,114.75 |
0.618 |
19,045.25 |
HIGH |
18,932.50 |
0.618 |
18,863.00 |
0.500 |
18,841.50 |
0.382 |
18,819.75 |
LOW |
18,750.25 |
0.618 |
18,637.50 |
1.000 |
18,568.00 |
1.618 |
18,455.25 |
2.618 |
18,273.00 |
4.250 |
17,975.75 |
|
|
Fisher Pivots for day following 21-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,841.50 |
18,727.00 |
PP |
18,823.75 |
18,665.50 |
S1 |
18,806.25 |
18,604.00 |
|