| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
39,072.05 |
39,661.03 |
588.98 |
1.5% |
38,667.21 |
| High |
39,529.13 |
39,889.05 |
359.92 |
0.9% |
39,201.94 |
| Low |
38,988.65 |
39,589.23 |
600.58 |
1.5% |
38,483.25 |
| Close |
39,512.13 |
39,781.37 |
269.24 |
0.7% |
38,714.77 |
| Range |
540.48 |
299.82 |
-240.66 |
-44.5% |
718.69 |
| ATR |
321.96 |
325.89 |
3.93 |
1.2% |
0.00 |
| Volume |
350,050,400 |
408,992,643 |
58,942,243 |
16.8% |
2,133,732,478 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40,652.68 |
40,516.84 |
39,946.27 |
|
| R3 |
40,352.86 |
40,217.02 |
39,863.82 |
|
| R2 |
40,053.04 |
40,053.04 |
39,836.34 |
|
| R1 |
39,917.20 |
39,917.20 |
39,808.85 |
39,985.12 |
| PP |
39,753.22 |
39,753.22 |
39,753.22 |
39,787.18 |
| S1 |
39,617.38 |
39,617.38 |
39,753.89 |
39,685.30 |
| S2 |
39,453.40 |
39,453.40 |
39,726.40 |
|
| S3 |
39,153.58 |
39,317.56 |
39,698.92 |
|
| S4 |
38,853.76 |
39,017.74 |
39,616.47 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40,956.06 |
40,554.10 |
39,110.05 |
|
| R3 |
40,237.37 |
39,835.41 |
38,912.41 |
|
| R2 |
39,518.68 |
39,518.68 |
38,846.53 |
|
| R1 |
39,116.72 |
39,116.72 |
38,780.65 |
39,317.70 |
| PP |
38,799.99 |
38,799.99 |
38,799.99 |
38,900.48 |
| S1 |
38,398.03 |
38,398.03 |
38,648.89 |
38,599.01 |
| S2 |
38,081.30 |
38,081.30 |
38,583.01 |
|
| S3 |
37,362.61 |
37,679.34 |
38,517.13 |
|
| S4 |
36,643.92 |
36,960.65 |
38,319.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
39,889.05 |
38,618.20 |
1,270.85 |
3.2% |
329.86 |
0.8% |
92% |
True |
False |
437,665,902 |
| 10 |
39,889.05 |
38,483.25 |
1,405.80 |
3.5% |
330.70 |
0.8% |
92% |
True |
False |
388,986,051 |
| 20 |
39,889.05 |
38,457.83 |
1,431.22 |
3.6% |
288.09 |
0.7% |
92% |
True |
False |
368,823,031 |
| 40 |
39,889.05 |
37,796.47 |
2,092.58 |
5.3% |
297.47 |
0.7% |
95% |
True |
False |
348,647,438 |
| 60 |
39,889.05 |
37,122.95 |
2,766.10 |
7.0% |
291.28 |
0.7% |
96% |
True |
False |
335,631,716 |
| 80 |
39,889.05 |
35,280.57 |
4,608.48 |
11.6% |
283.53 |
0.7% |
98% |
True |
False |
335,720,470 |
| 100 |
39,889.05 |
32,327.20 |
7,561.85 |
19.0% |
279.05 |
0.7% |
99% |
True |
False |
329,154,019 |
| 120 |
39,889.05 |
32,327.20 |
7,561.85 |
19.0% |
292.91 |
0.7% |
99% |
True |
False |
324,741,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
41,163.29 |
|
2.618 |
40,673.98 |
|
1.618 |
40,374.16 |
|
1.000 |
40,188.87 |
|
0.618 |
40,074.34 |
|
HIGH |
39,889.05 |
|
0.618 |
39,774.52 |
|
0.500 |
39,739.14 |
|
0.382 |
39,703.76 |
|
LOW |
39,589.23 |
|
0.618 |
39,403.94 |
|
1.000 |
39,289.41 |
|
1.618 |
39,104.12 |
|
2.618 |
38,804.30 |
|
4.250 |
38,315.00 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
39,767.29 |
39,629.30 |
| PP |
39,753.22 |
39,477.23 |
| S1 |
39,739.14 |
39,325.17 |
|