| 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 |
39,338.32 |
39,461.98 |
123.66 |
0.3% |
38,826.93 |
| High |
39,439.44 |
39,769.41 |
329.97 |
0.8% |
39,889.05 |
| Low |
39,277.19 |
39,461.98 |
184.79 |
0.5% |
38,760.79 |
| Close |
39,282.33 |
39,760.08 |
477.75 |
1.2% |
39,475.90 |
| Range |
162.25 |
307.43 |
145.18 |
89.5% |
1,128.26 |
| ATR |
306.32 |
319.23 |
12.91 |
4.2% |
0.00 |
| Volume |
312,198,473 |
337,343,739 |
25,145,266 |
8.1% |
1,742,237,341 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
40,586.11 |
40,480.53 |
39,929.17 |
|
| R3 |
40,278.68 |
40,173.10 |
39,844.62 |
|
| R2 |
39,971.25 |
39,971.25 |
39,816.44 |
|
| R1 |
39,865.67 |
39,865.67 |
39,788.26 |
39,918.46 |
| PP |
39,663.82 |
39,663.82 |
39,663.82 |
39,690.22 |
| S1 |
39,558.24 |
39,558.24 |
39,731.90 |
39,611.03 |
| S2 |
39,356.39 |
39,356.39 |
39,703.72 |
|
| S3 |
39,048.96 |
39,250.81 |
39,675.54 |
|
| S4 |
38,741.53 |
38,943.38 |
39,590.99 |
|
|
| 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 |
39,277.19 |
611.86 |
1.5% |
251.77 |
0.6% |
79% |
False |
False |
344,547,088 |
| 10 |
39,889.05 |
38,618.20 |
1,270.85 |
3.2% |
306.42 |
0.8% |
90% |
False |
False |
388,057,675 |
| 20 |
39,889.05 |
38,457.83 |
1,431.22 |
3.6% |
294.60 |
0.7% |
91% |
False |
False |
377,691,495 |
| 40 |
39,889.05 |
38,039.86 |
1,849.19 |
4.7% |
296.42 |
0.7% |
93% |
False |
False |
345,502,453 |
| 60 |
39,889.05 |
37,122.95 |
2,766.10 |
7.0% |
294.10 |
0.7% |
95% |
False |
False |
342,497,441 |
| 80 |
39,889.05 |
35,914.45 |
3,974.60 |
10.0% |
284.37 |
0.7% |
97% |
False |
False |
336,438,168 |
| 100 |
39,889.05 |
33,450.03 |
6,439.02 |
16.2% |
273.29 |
0.7% |
98% |
False |
False |
329,343,380 |
| 120 |
39,889.05 |
32,327.20 |
7,561.85 |
19.0% |
288.03 |
0.7% |
98% |
False |
False |
325,842,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
41,075.99 |
|
2.618 |
40,574.26 |
|
1.618 |
40,266.83 |
|
1.000 |
40,076.84 |
|
0.618 |
39,959.40 |
|
HIGH |
39,769.41 |
|
0.618 |
39,651.97 |
|
0.500 |
39,615.70 |
|
0.382 |
39,579.42 |
|
LOW |
39,461.98 |
|
0.618 |
39,271.99 |
|
1.000 |
39,154.55 |
|
1.618 |
38,964.56 |
|
2.618 |
38,657.13 |
|
4.250 |
38,155.40 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
39,711.95 |
39,681.15 |
| PP |
39,663.82 |
39,602.23 |
| S1 |
39,615.70 |
39,523.30 |
|