| Trading Metrics calculated at close of trading on 04-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2022 |
04-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
14,918.75 |
14,846.00 |
-72.75 |
-0.5% |
14,756.00 |
| High |
14,960.00 |
15,174.50 |
214.50 |
1.4% |
15,268.75 |
| Low |
14,725.00 |
14,801.00 |
76.00 |
0.5% |
14,658.75 |
| Close |
14,863.75 |
15,164.25 |
300.50 |
2.0% |
14,863.75 |
| Range |
235.00 |
373.50 |
138.50 |
58.9% |
610.00 |
| ATR |
385.32 |
384.47 |
-0.84 |
-0.2% |
0.00 |
| Volume |
539,029 |
460,171 |
-78,858 |
-14.6% |
2,698,406 |
|
| Daily Pivots for day following 04-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,167.00 |
16,039.25 |
15,369.75 |
|
| R3 |
15,793.50 |
15,665.75 |
15,267.00 |
|
| R2 |
15,420.00 |
15,420.00 |
15,232.75 |
|
| R1 |
15,292.25 |
15,292.25 |
15,198.50 |
15,356.00 |
| PP |
15,046.50 |
15,046.50 |
15,046.50 |
15,078.50 |
| S1 |
14,918.75 |
14,918.75 |
15,130.00 |
14,982.50 |
| S2 |
14,673.00 |
14,673.00 |
15,095.75 |
|
| S3 |
14,299.50 |
14,545.25 |
15,061.50 |
|
| S4 |
13,926.00 |
14,171.75 |
14,958.75 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,760.50 |
16,422.00 |
15,199.25 |
|
| R3 |
16,150.50 |
15,812.00 |
15,031.50 |
|
| R2 |
15,540.50 |
15,540.50 |
14,975.50 |
|
| R1 |
15,202.00 |
15,202.00 |
14,919.75 |
15,371.25 |
| PP |
14,930.50 |
14,930.50 |
14,930.50 |
15,015.00 |
| S1 |
14,592.00 |
14,592.00 |
14,807.75 |
14,761.25 |
| S2 |
14,320.50 |
14,320.50 |
14,752.00 |
|
| S3 |
13,710.50 |
13,982.00 |
14,696.00 |
|
| S4 |
13,100.50 |
13,372.00 |
14,528.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,268.75 |
14,725.00 |
543.75 |
3.6% |
299.25 |
2.0% |
81% |
False |
False |
525,290 |
| 10 |
15,268.75 |
14,293.50 |
975.25 |
6.4% |
307.75 |
2.0% |
89% |
False |
False |
528,982 |
| 20 |
15,268.75 |
12,942.50 |
2,326.25 |
15.3% |
393.75 |
2.6% |
96% |
False |
False |
460,743 |
| 40 |
15,268.75 |
12,942.50 |
2,326.25 |
15.3% |
424.75 |
2.8% |
96% |
False |
False |
231,755 |
| 60 |
16,007.50 |
12,942.50 |
3,065.00 |
20.2% |
447.00 |
2.9% |
72% |
False |
False |
155,188 |
| 80 |
16,654.00 |
12,942.50 |
3,711.50 |
24.5% |
413.50 |
2.7% |
60% |
False |
False |
116,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,762.00 |
|
2.618 |
16,152.25 |
|
1.618 |
15,778.75 |
|
1.000 |
15,548.00 |
|
0.618 |
15,405.25 |
|
HIGH |
15,174.50 |
|
0.618 |
15,031.75 |
|
0.500 |
14,987.75 |
|
0.382 |
14,943.75 |
|
LOW |
14,801.00 |
|
0.618 |
14,570.25 |
|
1.000 |
14,427.50 |
|
1.618 |
14,196.75 |
|
2.618 |
13,823.25 |
|
4.250 |
13,213.50 |
|
|
| Fisher Pivots for day following 04-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
15,105.50 |
15,093.75 |
| PP |
15,046.50 |
15,023.25 |
| S1 |
14,987.75 |
14,953.00 |
|