| Trading Metrics calculated at close of trading on 06-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2022 |
06-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
2,094.1 |
2,045.0 |
-49.1 |
-2.3% |
2,075.5 |
| High |
2,107.9 |
2,049.6 |
-58.3 |
-2.8% |
2,137.1 |
| Low |
2,037.8 |
1,999.5 |
-38.3 |
-1.9% |
2,043.0 |
| Close |
2,042.9 |
2,014.1 |
-28.8 |
-1.4% |
2,088.3 |
| Range |
70.1 |
50.1 |
-20.0 |
-28.5% |
94.1 |
| ATR |
50.9 |
50.9 |
-0.1 |
-0.1% |
0.0 |
| Volume |
204,213 |
273,733 |
69,520 |
34.0% |
981,127 |
|
| Daily Pivots for day following 06-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.4 |
2,142.8 |
2,041.7 |
|
| R3 |
2,121.3 |
2,092.7 |
2,027.9 |
|
| R2 |
2,071.2 |
2,071.2 |
2,023.3 |
|
| R1 |
2,042.6 |
2,042.6 |
2,018.7 |
2,031.9 |
| PP |
2,021.1 |
2,021.1 |
2,021.1 |
2,015.7 |
| S1 |
1,992.5 |
1,992.5 |
2,009.5 |
1,981.8 |
| S2 |
1,971.0 |
1,971.0 |
2,004.9 |
|
| S3 |
1,920.9 |
1,942.4 |
2,000.3 |
|
| S4 |
1,870.8 |
1,892.3 |
1,986.5 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.8 |
2,324.1 |
2,140.1 |
|
| R3 |
2,277.7 |
2,230.0 |
2,114.2 |
|
| R2 |
2,183.6 |
2,183.6 |
2,105.6 |
|
| R1 |
2,135.9 |
2,135.9 |
2,096.9 |
2,159.8 |
| PP |
2,089.5 |
2,089.5 |
2,089.5 |
2,101.4 |
| S1 |
2,041.8 |
2,041.8 |
2,079.7 |
2,065.7 |
| S2 |
1,995.4 |
1,995.4 |
2,071.0 |
|
| S3 |
1,901.3 |
1,947.7 |
2,062.4 |
|
| S4 |
1,807.2 |
1,853.6 |
2,036.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,107.9 |
1,999.5 |
108.4 |
5.4% |
42.4 |
2.1% |
13% |
False |
True |
204,961 |
| 10 |
2,137.1 |
1,999.5 |
137.6 |
6.8% |
42.2 |
2.1% |
11% |
False |
True |
189,472 |
| 20 |
2,137.1 |
1,911.8 |
225.3 |
11.2% |
48.5 |
2.4% |
45% |
False |
False |
207,775 |
| 40 |
2,137.1 |
1,881.7 |
255.4 |
12.7% |
56.7 |
2.8% |
52% |
False |
False |
104,841 |
| 60 |
2,206.4 |
1,881.7 |
324.7 |
16.1% |
59.2 |
2.9% |
41% |
False |
False |
70,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,262.5 |
|
2.618 |
2,180.8 |
|
1.618 |
2,130.7 |
|
1.000 |
2,099.7 |
|
0.618 |
2,080.6 |
|
HIGH |
2,049.6 |
|
0.618 |
2,030.5 |
|
0.500 |
2,024.6 |
|
0.382 |
2,018.6 |
|
LOW |
1,999.5 |
|
0.618 |
1,968.5 |
|
1.000 |
1,949.4 |
|
1.618 |
1,918.4 |
|
2.618 |
1,868.3 |
|
4.250 |
1,786.6 |
|
|
| Fisher Pivots for day following 06-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,024.6 |
2,053.7 |
| PP |
2,021.1 |
2,040.5 |
| S1 |
2,017.6 |
2,027.3 |
|