Trading Metrics calculated at close of trading on 28-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
18,697.50 |
18,726.50 |
29.00 |
0.2% |
18,804.50 |
High |
18,796.00 |
18,765.00 |
-31.00 |
-0.2% |
18,842.00 |
Low |
18,605.75 |
18,679.25 |
73.50 |
0.4% |
18,605.75 |
Close |
18,729.50 |
18,704.75 |
-24.75 |
-0.1% |
18,704.75 |
Range |
190.25 |
85.75 |
-104.50 |
-54.9% |
236.25 |
ATR |
243.31 |
232.06 |
-11.25 |
-4.6% |
0.00 |
Volume |
469 |
346 |
-123 |
-26.2% |
1,311 |
|
Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,973.50 |
18,925.00 |
18,752.00 |
|
R3 |
18,887.75 |
18,839.25 |
18,728.25 |
|
R2 |
18,802.00 |
18,802.00 |
18,720.50 |
|
R1 |
18,753.50 |
18,753.50 |
18,712.50 |
18,735.00 |
PP |
18,716.25 |
18,716.25 |
18,716.25 |
18,707.00 |
S1 |
18,667.75 |
18,667.75 |
18,697.00 |
18,649.00 |
S2 |
18,630.50 |
18,630.50 |
18,689.00 |
|
S3 |
18,544.75 |
18,582.00 |
18,681.25 |
|
S4 |
18,459.00 |
18,496.25 |
18,657.50 |
|
|
Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,426.25 |
19,301.75 |
18,834.75 |
|
R3 |
19,190.00 |
19,065.50 |
18,769.75 |
|
R2 |
18,953.75 |
18,953.75 |
18,748.00 |
|
R1 |
18,829.25 |
18,829.25 |
18,726.50 |
18,773.50 |
PP |
18,717.50 |
18,717.50 |
18,717.50 |
18,689.50 |
S1 |
18,593.00 |
18,593.00 |
18,683.00 |
18,537.00 |
S2 |
18,481.25 |
18,481.25 |
18,661.50 |
|
S3 |
18,245.00 |
18,356.75 |
18,639.75 |
|
S4 |
18,008.75 |
18,120.50 |
18,574.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,848.25 |
18,605.75 |
242.50 |
1.3% |
152.25 |
0.8% |
41% |
False |
False |
340 |
10 |
18,932.50 |
18,225.75 |
706.75 |
3.8% |
212.00 |
1.1% |
68% |
False |
False |
652 |
20 |
18,932.50 |
18,225.75 |
706.75 |
3.8% |
251.50 |
1.3% |
68% |
False |
False |
419 |
40 |
18,932.50 |
17,769.00 |
1,163.50 |
6.2% |
231.75 |
1.2% |
80% |
False |
False |
218 |
60 |
18,932.50 |
16,747.50 |
2,185.00 |
11.7% |
220.00 |
1.2% |
90% |
False |
False |
147 |
80 |
18,932.50 |
16,402.00 |
2,530.50 |
13.5% |
179.75 |
1.0% |
91% |
False |
False |
111 |
100 |
18,932.50 |
15,556.00 |
3,376.50 |
18.1% |
147.50 |
0.8% |
93% |
False |
False |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,129.50 |
2.618 |
18,989.50 |
1.618 |
18,903.75 |
1.000 |
18,850.75 |
0.618 |
18,818.00 |
HIGH |
18,765.00 |
0.618 |
18,732.25 |
0.500 |
18,722.00 |
0.382 |
18,712.00 |
LOW |
18,679.25 |
0.618 |
18,626.25 |
1.000 |
18,593.50 |
1.618 |
18,540.50 |
2.618 |
18,454.75 |
4.250 |
18,314.75 |
|
|
Fisher Pivots for day following 28-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,722.00 |
18,724.00 |
PP |
18,716.25 |
18,717.50 |
S1 |
18,710.50 |
18,711.00 |
|