Trading Metrics calculated at close of trading on 12-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
17,959.68 |
18,069.61 |
109.93 |
0.6% |
18,290.10 |
High |
18,003.05 |
18,228.37 |
225.32 |
1.3% |
18,416.73 |
Low |
17,873.33 |
17,922.07 |
48.74 |
0.3% |
17,804.50 |
Close |
17,951.69 |
18,219.11 |
267.42 |
1.5% |
18,018.45 |
Range |
129.72 |
306.30 |
176.58 |
136.1% |
612.23 |
ATR |
238.24 |
243.10 |
4.86 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,042.08 |
18,936.90 |
18,387.58 |
|
R3 |
18,735.78 |
18,630.60 |
18,303.34 |
|
R2 |
18,429.48 |
18,429.48 |
18,275.27 |
|
R1 |
18,324.30 |
18,324.30 |
18,247.19 |
18,376.89 |
PP |
18,123.18 |
18,123.18 |
18,123.18 |
18,149.48 |
S1 |
18,018.00 |
18,018.00 |
18,191.03 |
18,070.59 |
S2 |
17,816.88 |
17,816.88 |
18,162.96 |
|
S3 |
17,510.58 |
17,711.70 |
18,134.88 |
|
S4 |
17,204.28 |
17,405.40 |
18,050.65 |
|
|
Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,916.58 |
19,579.75 |
18,355.18 |
|
R3 |
19,304.35 |
18,967.52 |
18,186.81 |
|
R2 |
18,692.12 |
18,692.12 |
18,130.69 |
|
R1 |
18,355.29 |
18,355.29 |
18,074.57 |
18,217.59 |
PP |
18,079.89 |
18,079.89 |
18,079.89 |
18,011.05 |
S1 |
17,743.06 |
17,743.06 |
17,962.33 |
17,605.36 |
S2 |
17,467.66 |
17,467.66 |
17,906.21 |
|
S3 |
16,855.43 |
17,130.83 |
17,850.09 |
|
S4 |
16,243.20 |
16,518.60 |
17,681.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,416.73 |
17,873.33 |
543.40 |
3.0% |
258.15 |
1.4% |
64% |
False |
False |
|
10 |
18,416.73 |
17,804.50 |
612.23 |
3.4% |
223.53 |
1.2% |
68% |
False |
False |
|
20 |
18,416.73 |
17,319.44 |
1,097.29 |
6.0% |
202.56 |
1.1% |
82% |
False |
False |
|
40 |
18,416.73 |
16,561.49 |
1,855.24 |
10.2% |
191.69 |
1.1% |
89% |
False |
False |
|
60 |
18,416.73 |
16,249.19 |
2,167.54 |
11.9% |
182.31 |
1.0% |
91% |
False |
False |
|
80 |
18,416.73 |
15,695.64 |
2,721.09 |
14.9% |
175.33 |
1.0% |
93% |
False |
False |
|
100 |
18,416.73 |
14,058.33 |
4,358.40 |
23.9% |
181.17 |
1.0% |
95% |
False |
False |
|
120 |
18,416.73 |
14,058.33 |
4,358.40 |
23.9% |
188.81 |
1.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,530.15 |
2.618 |
19,030.26 |
1.618 |
18,723.96 |
1.000 |
18,534.67 |
0.618 |
18,417.66 |
HIGH |
18,228.37 |
0.618 |
18,111.36 |
0.500 |
18,075.22 |
0.382 |
18,039.08 |
LOW |
17,922.07 |
0.618 |
17,732.78 |
1.000 |
17,615.77 |
1.618 |
17,426.48 |
2.618 |
17,120.18 |
4.250 |
16,620.30 |
|
|
Fisher Pivots for day following 12-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,171.15 |
18,194.42 |
PP |
18,123.18 |
18,169.72 |
S1 |
18,075.22 |
18,145.03 |
|