| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
39,661.03 |
39,774.06 |
113.03 |
0.3% |
38,826.93 |
| High |
39,889.05 |
39,824.76 |
-64.29 |
-0.2% |
39,889.05 |
| Low |
39,589.23 |
39,469.53 |
-119.70 |
-0.3% |
38,760.79 |
| Close |
39,781.37 |
39,475.90 |
-305.47 |
-0.8% |
39,475.90 |
| Range |
299.82 |
355.23 |
55.41 |
18.5% |
1,128.26 |
| ATR |
325.89 |
327.98 |
2.10 |
0.6% |
0.00 |
| Volume |
408,992,643 |
337,228,248 |
-71,764,395 |
-17.5% |
1,742,237,341 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40,655.75 |
40,421.06 |
39,671.28 |
|
| R3 |
40,300.52 |
40,065.83 |
39,573.59 |
|
| R2 |
39,945.29 |
39,945.29 |
39,541.03 |
|
| R1 |
39,710.60 |
39,710.60 |
39,508.46 |
39,650.33 |
| PP |
39,590.06 |
39,590.06 |
39,590.06 |
39,559.93 |
| S1 |
39,355.37 |
39,355.37 |
39,443.34 |
39,295.10 |
| S2 |
39,234.83 |
39,234.83 |
39,410.77 |
|
| S3 |
38,879.60 |
39,000.14 |
39,378.21 |
|
| S4 |
38,524.37 |
38,644.91 |
39,280.52 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42,760.03 |
42,246.22 |
40,096.44 |
|
| R3 |
41,631.77 |
41,117.96 |
39,786.17 |
|
| R2 |
40,503.51 |
40,503.51 |
39,682.75 |
|
| R1 |
39,989.70 |
39,989.70 |
39,579.32 |
40,246.61 |
| PP |
39,375.25 |
39,375.25 |
39,375.25 |
39,503.70 |
| S1 |
38,861.44 |
38,861.44 |
39,372.48 |
39,118.35 |
| S2 |
38,246.99 |
38,246.99 |
39,269.05 |
|
| S3 |
37,118.73 |
37,733.18 |
39,165.63 |
|
| S4 |
35,990.47 |
36,604.92 |
38,855.36 |
|
|
| 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 |
38,760.79 |
1,128.26 |
2.9% |
338.92 |
0.9% |
63% |
False |
False |
348,447,468 |
| 10 |
39,889.05 |
38,483.25 |
1,405.80 |
3.6% |
339.61 |
0.9% |
71% |
False |
False |
387,596,981 |
| 20 |
39,889.05 |
38,457.83 |
1,431.22 |
3.6% |
296.45 |
0.8% |
71% |
False |
False |
371,081,691 |
| 40 |
39,889.05 |
37,997.77 |
1,891.28 |
4.8% |
299.82 |
0.8% |
78% |
False |
False |
347,003,727 |
| 60 |
39,889.05 |
37,122.95 |
2,766.10 |
7.0% |
293.09 |
0.7% |
85% |
False |
False |
337,667,446 |
| 80 |
39,889.05 |
35,307.73 |
4,581.32 |
11.6% |
286.35 |
0.7% |
91% |
False |
False |
336,706,470 |
| 100 |
39,889.05 |
32,537.54 |
7,351.51 |
18.6% |
278.00 |
0.7% |
94% |
False |
False |
328,756,533 |
| 120 |
39,889.05 |
32,327.20 |
7,561.85 |
19.2% |
291.82 |
0.7% |
95% |
False |
False |
324,867,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
41,334.49 |
|
2.618 |
40,754.75 |
|
1.618 |
40,399.52 |
|
1.000 |
40,179.99 |
|
0.618 |
40,044.29 |
|
HIGH |
39,824.76 |
|
0.618 |
39,689.06 |
|
0.500 |
39,647.15 |
|
0.382 |
39,605.23 |
|
LOW |
39,469.53 |
|
0.618 |
39,250.00 |
|
1.000 |
39,114.30 |
|
1.618 |
38,894.77 |
|
2.618 |
38,539.54 |
|
4.250 |
37,959.80 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
39,647.15 |
39,463.55 |
| PP |
39,590.06 |
39,451.20 |
| S1 |
39,532.98 |
39,438.85 |
|