Trading Metrics calculated at close of trading on 01-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
3,509.2520 |
3,497.3110 |
-11.9410 |
-0.3% |
3,318.2600 |
High |
3,608.6730 |
3,654.0750 |
45.4020 |
1.3% |
3,675.7290 |
Low |
3,476.7010 |
3,420.2020 |
-56.4990 |
-1.6% |
3,254.5110 |
Close |
3,562.3680 |
3,490.6310 |
-71.7370 |
-2.0% |
3,562.3680 |
Range |
131.9720 |
233.8730 |
101.9010 |
77.2% |
421.2180 |
ATR |
231.2232 |
231.4125 |
0.1893 |
0.1% |
0.0000 |
Volume |
138,766 |
1,609 |
-137,157 |
-98.8% |
505,300 |
|
Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,223.2550 |
4,090.8160 |
3,619.2612 |
|
R3 |
3,989.3820 |
3,856.9430 |
3,554.9461 |
|
R2 |
3,755.5090 |
3,755.5090 |
3,533.5077 |
|
R1 |
3,623.0700 |
3,623.0700 |
3,512.0694 |
3,572.3530 |
PP |
3,521.6360 |
3,521.6360 |
3,521.6360 |
3,496.2775 |
S1 |
3,389.1970 |
3,389.1970 |
3,469.1926 |
3,338.4800 |
S2 |
3,287.7630 |
3,287.7630 |
3,447.7543 |
|
S3 |
3,053.8900 |
3,155.3240 |
3,426.3159 |
|
S4 |
2,820.0170 |
2,921.4510 |
3,362.0009 |
|
|
Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,761.1900 |
4,582.9970 |
3,794.0379 |
|
R3 |
4,339.9720 |
4,161.7790 |
3,678.2030 |
|
R2 |
3,918.7540 |
3,918.7540 |
3,639.5913 |
|
R1 |
3,740.5610 |
3,740.5610 |
3,600.9797 |
3,829.6575 |
PP |
3,497.5360 |
3,497.5360 |
3,497.5360 |
3,542.0843 |
S1 |
3,319.3430 |
3,319.3430 |
3,523.7564 |
3,408.4395 |
S2 |
3,076.3180 |
3,076.3180 |
3,485.1447 |
|
S3 |
2,655.1000 |
2,898.1250 |
3,446.5331 |
|
S4 |
2,233.8820 |
2,476.9070 |
3,330.6981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,675.7290 |
3,254.5110 |
421.2180 |
12.1% |
215.7360 |
6.2% |
56% |
False |
False |
101,381 |
10 |
3,779.0420 |
3,073.6660 |
705.3760 |
20.2% |
260.3492 |
7.5% |
59% |
False |
False |
145,268 |
20 |
4,090.3060 |
3,073.6660 |
1,016.6400 |
29.1% |
275.6002 |
7.9% |
41% |
False |
False |
206,418 |
40 |
4,090.3060 |
2,269.1870 |
1,821.1190 |
52.2% |
200.6259 |
5.7% |
67% |
False |
False |
195,418 |
60 |
4,090.3060 |
2,169.5890 |
1,920.7170 |
55.0% |
173.6781 |
5.0% |
69% |
False |
False |
186,923 |
80 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
56.7% |
160.8910 |
4.6% |
70% |
False |
False |
192,948 |
100 |
4,090.3060 |
1,825.7960 |
2,264.5100 |
64.9% |
148.6301 |
4.3% |
74% |
False |
False |
190,207 |
120 |
4,090.3060 |
1,523.0770 |
2,567.2290 |
73.5% |
134.8794 |
3.9% |
77% |
False |
False |
184,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,648.0353 |
2.618 |
4,266.3545 |
1.618 |
4,032.4815 |
1.000 |
3,887.9480 |
0.618 |
3,798.6085 |
HIGH |
3,654.0750 |
0.618 |
3,564.7355 |
0.500 |
3,537.1385 |
0.382 |
3,509.5415 |
LOW |
3,420.2020 |
0.618 |
3,275.6685 |
1.000 |
3,186.3290 |
1.618 |
3,041.7955 |
2.618 |
2,807.9225 |
4.250 |
2,426.2418 |
|
|
Fisher Pivots for day following 01-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
3,537.1385 |
3,538.1625 |
PP |
3,521.6360 |
3,522.3187 |
S1 |
3,506.1335 |
3,506.4748 |
|