Trading Metrics calculated at close of trading on 22-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,750.25 |
18,804.00 |
53.75 |
0.3% |
18,310.00 |
High |
18,932.50 |
18,848.25 |
-84.25 |
-0.4% |
18,932.50 |
Low |
18,750.25 |
18,721.75 |
-28.50 |
-0.2% |
18,275.25 |
Close |
18,788.75 |
18,800.25 |
11.50 |
0.1% |
18,800.25 |
Range |
182.25 |
126.50 |
-55.75 |
-30.6% |
657.25 |
ATR |
268.40 |
258.26 |
-10.14 |
-3.8% |
0.00 |
Volume |
765 |
391 |
-374 |
-48.9% |
4,136 |
|
Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,169.50 |
19,111.50 |
18,869.75 |
|
R3 |
19,043.00 |
18,985.00 |
18,835.00 |
|
R2 |
18,916.50 |
18,916.50 |
18,823.50 |
|
R1 |
18,858.50 |
18,858.50 |
18,811.75 |
18,824.25 |
PP |
18,790.00 |
18,790.00 |
18,790.00 |
18,773.00 |
S1 |
18,732.00 |
18,732.00 |
18,788.75 |
18,697.75 |
S2 |
18,663.50 |
18,663.50 |
18,777.00 |
|
S3 |
18,537.00 |
18,605.50 |
18,765.50 |
|
S4 |
18,410.50 |
18,479.00 |
18,730.75 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,641.00 |
20,378.00 |
19,161.75 |
|
R3 |
19,983.75 |
19,720.75 |
18,981.00 |
|
R2 |
19,326.50 |
19,326.50 |
18,920.75 |
|
R1 |
19,063.50 |
19,063.50 |
18,860.50 |
19,195.00 |
PP |
18,669.25 |
18,669.25 |
18,669.25 |
18,735.00 |
S1 |
18,406.25 |
18,406.25 |
18,740.00 |
18,537.75 |
S2 |
18,012.00 |
18,012.00 |
18,679.75 |
|
S3 |
17,354.75 |
17,749.00 |
18,619.50 |
|
S4 |
16,697.50 |
17,091.75 |
18,438.75 |
|
|
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 |
18,275.25 |
657.25 |
3.5% |
234.50 |
1.2% |
80% |
False |
False |
827 |
10 |
18,932.50 |
18,225.75 |
706.75 |
3.8% |
243.00 |
1.3% |
81% |
False |
False |
640 |
20 |
18,932.50 |
18,225.75 |
706.75 |
3.8% |
249.50 |
1.3% |
81% |
False |
False |
357 |
40 |
18,932.50 |
17,645.50 |
1,287.00 |
6.8% |
237.50 |
1.3% |
90% |
False |
False |
187 |
60 |
18,932.50 |
16,747.50 |
2,185.00 |
11.6% |
214.75 |
1.1% |
94% |
False |
False |
125 |
80 |
18,932.50 |
16,402.00 |
2,530.50 |
13.5% |
172.50 |
0.9% |
95% |
False |
False |
94 |
100 |
18,932.50 |
14,929.25 |
4,003.25 |
21.3% |
145.00 |
0.8% |
97% |
False |
False |
75 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,386.00 |
2.618 |
19,179.50 |
1.618 |
19,053.00 |
1.000 |
18,974.75 |
0.618 |
18,926.50 |
HIGH |
18,848.25 |
0.618 |
18,800.00 |
0.500 |
18,785.00 |
0.382 |
18,770.00 |
LOW |
18,721.75 |
0.618 |
18,643.50 |
1.000 |
18,595.25 |
1.618 |
18,517.00 |
2.618 |
18,390.50 |
4.250 |
18,184.00 |
|
|
Fisher Pivots for day following 22-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,795.25 |
18,764.50 |
PP |
18,790.00 |
18,729.00 |
S1 |
18,785.00 |
18,693.50 |
|