Trading Metrics calculated at close of trading on 27-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,784.75 |
18,697.50 |
-87.25 |
-0.5% |
18,310.00 |
High |
18,842.00 |
18,796.00 |
-46.00 |
-0.2% |
18,932.50 |
Low |
18,666.00 |
18,605.75 |
-60.25 |
-0.3% |
18,275.25 |
Close |
18,674.25 |
18,729.50 |
55.25 |
0.3% |
18,800.25 |
Range |
176.00 |
190.25 |
14.25 |
8.1% |
657.25 |
ATR |
247.39 |
243.31 |
-4.08 |
-1.6% |
0.00 |
Volume |
229 |
469 |
240 |
104.8% |
4,136 |
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,281.25 |
19,195.50 |
18,834.25 |
|
R3 |
19,091.00 |
19,005.25 |
18,781.75 |
|
R2 |
18,900.75 |
18,900.75 |
18,764.50 |
|
R1 |
18,815.00 |
18,815.00 |
18,747.00 |
18,858.00 |
PP |
18,710.50 |
18,710.50 |
18,710.50 |
18,731.75 |
S1 |
18,624.75 |
18,624.75 |
18,712.00 |
18,667.50 |
S2 |
18,520.25 |
18,520.25 |
18,694.50 |
|
S3 |
18,330.00 |
18,434.50 |
18,677.25 |
|
S4 |
18,139.75 |
18,244.25 |
18,624.75 |
|
|
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 |
18,605.75 |
326.75 |
1.7% |
171.50 |
0.9% |
38% |
False |
True |
424 |
10 |
18,932.50 |
18,225.75 |
706.75 |
3.8% |
229.75 |
1.2% |
71% |
False |
False |
641 |
20 |
18,932.50 |
18,225.75 |
706.75 |
3.8% |
261.00 |
1.4% |
71% |
False |
False |
403 |
40 |
18,932.50 |
17,645.50 |
1,287.00 |
6.9% |
235.75 |
1.3% |
84% |
False |
False |
210 |
60 |
18,932.50 |
16,747.50 |
2,185.00 |
11.7% |
222.00 |
1.2% |
91% |
False |
False |
142 |
80 |
18,932.50 |
16,402.00 |
2,530.50 |
13.5% |
178.50 |
1.0% |
92% |
False |
False |
106 |
100 |
18,932.50 |
15,556.00 |
3,376.50 |
18.0% |
146.75 |
0.8% |
94% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,604.50 |
2.618 |
19,294.00 |
1.618 |
19,103.75 |
1.000 |
18,986.25 |
0.618 |
18,913.50 |
HIGH |
18,796.00 |
0.618 |
18,723.25 |
0.500 |
18,701.00 |
0.382 |
18,678.50 |
LOW |
18,605.75 |
0.618 |
18,488.25 |
1.000 |
18,415.50 |
1.618 |
18,298.00 |
2.618 |
18,107.75 |
4.250 |
17,797.25 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,720.00 |
18,727.50 |
PP |
18,710.50 |
18,725.75 |
S1 |
18,701.00 |
18,724.00 |
|