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 |
18,327.64 |
18,343.55 |
15.91 |
0.1% |
18,024.24 |
High |
18,378.70 |
18,344.09 |
-34.61 |
-0.2% |
18,464.70 |
Low |
18,207.88 |
18,168.20 |
-39.68 |
-0.2% |
17,809.15 |
Close |
18,210.54 |
18,280.84 |
70.30 |
0.4% |
18,339.44 |
Range |
170.82 |
175.89 |
5.07 |
3.0% |
655.55 |
ATR |
223.68 |
220.26 |
-3.41 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,792.05 |
18,712.33 |
18,377.58 |
|
R3 |
18,616.16 |
18,536.44 |
18,329.21 |
|
R2 |
18,440.27 |
18,440.27 |
18,313.09 |
|
R1 |
18,360.55 |
18,360.55 |
18,296.96 |
18,312.47 |
PP |
18,264.38 |
18,264.38 |
18,264.38 |
18,240.33 |
S1 |
18,184.66 |
18,184.66 |
18,264.72 |
18,136.58 |
S2 |
18,088.49 |
18,088.49 |
18,248.59 |
|
S3 |
17,912.60 |
18,008.77 |
18,232.47 |
|
S4 |
17,736.71 |
17,832.88 |
18,184.10 |
|
|
Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,171.08 |
19,910.81 |
18,699.99 |
|
R3 |
19,515.53 |
19,255.26 |
18,519.72 |
|
R2 |
18,859.98 |
18,859.98 |
18,459.62 |
|
R1 |
18,599.71 |
18,599.71 |
18,399.53 |
18,729.85 |
PP |
18,204.43 |
18,204.43 |
18,204.43 |
18,269.50 |
S1 |
17,944.16 |
17,944.16 |
18,279.35 |
18,074.30 |
S2 |
17,548.88 |
17,548.88 |
18,219.26 |
|
S3 |
16,893.33 |
17,288.61 |
18,159.16 |
|
S4 |
16,237.78 |
16,633.06 |
17,978.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,464.70 |
18,168.20 |
296.50 |
1.6% |
152.23 |
0.8% |
38% |
False |
True |
|
10 |
18,464.70 |
17,764.99 |
699.71 |
3.8% |
178.28 |
1.0% |
74% |
False |
False |
|
20 |
18,464.70 |
17,764.99 |
699.71 |
3.8% |
203.04 |
1.1% |
74% |
False |
False |
|
40 |
18,464.70 |
17,128.74 |
1,335.96 |
7.3% |
192.17 |
1.1% |
86% |
False |
False |
|
60 |
18,464.70 |
16,249.19 |
2,215.51 |
12.1% |
188.57 |
1.0% |
92% |
False |
False |
|
80 |
18,464.70 |
15,695.64 |
2,769.06 |
15.1% |
180.88 |
1.0% |
93% |
False |
False |
|
100 |
18,464.70 |
14,795.14 |
3,669.56 |
20.1% |
174.35 |
1.0% |
95% |
False |
False |
|
120 |
18,464.70 |
14,058.33 |
4,406.37 |
24.1% |
184.89 |
1.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,091.62 |
2.618 |
18,804.57 |
1.618 |
18,628.68 |
1.000 |
18,519.98 |
0.618 |
18,452.79 |
HIGH |
18,344.09 |
0.618 |
18,276.90 |
0.500 |
18,256.15 |
0.382 |
18,235.39 |
LOW |
18,168.20 |
0.618 |
18,059.50 |
1.000 |
17,992.31 |
1.618 |
17,883.61 |
2.618 |
17,707.72 |
4.250 |
17,420.67 |
|
|
Fisher Pivots for day following 27-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,272.61 |
18,278.38 |
PP |
18,264.38 |
18,275.91 |
S1 |
18,256.15 |
18,273.45 |
|