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 |
3,816.0 |
3,834.0 |
18.0 |
0.5% |
3,792.0 |
High |
3,855.0 |
3,885.0 |
30.0 |
0.8% |
3,944.0 |
Low |
3,807.0 |
3,807.0 |
0.0 |
0.0% |
3,783.0 |
Close |
3,837.0 |
3,874.0 |
37.0 |
1.0% |
3,837.0 |
Range |
48.0 |
78.0 |
30.0 |
62.5% |
161.0 |
ATR |
110.2 |
107.9 |
-2.3 |
-2.1% |
0.0 |
Volume |
626,990 |
615,826 |
-11,164 |
-1.8% |
3,954,832 |
|
Daily Pivots for day following 04-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,089.3 |
4,059.7 |
3,916.9 |
|
R3 |
4,011.3 |
3,981.7 |
3,895.5 |
|
R2 |
3,933.3 |
3,933.3 |
3,888.3 |
|
R1 |
3,903.7 |
3,903.7 |
3,881.2 |
3,918.5 |
PP |
3,855.3 |
3,855.3 |
3,855.3 |
3,862.8 |
S1 |
3,825.7 |
3,825.7 |
3,866.9 |
3,840.5 |
S2 |
3,777.3 |
3,777.3 |
3,859.7 |
|
S3 |
3,699.3 |
3,747.7 |
3,852.6 |
|
S4 |
3,621.3 |
3,669.7 |
3,831.1 |
|
|
Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,337.7 |
4,248.3 |
3,925.6 |
|
R3 |
4,176.7 |
4,087.3 |
3,881.3 |
|
R2 |
4,015.7 |
4,015.7 |
3,866.5 |
|
R1 |
3,926.3 |
3,926.3 |
3,851.8 |
3,971.0 |
PP |
3,854.7 |
3,854.7 |
3,854.7 |
3,877.0 |
S1 |
3,765.3 |
3,765.3 |
3,822.2 |
3,810.0 |
S2 |
3,693.7 |
3,693.7 |
3,807.5 |
|
S3 |
3,532.7 |
3,604.3 |
3,792.7 |
|
S4 |
3,371.7 |
3,443.3 |
3,748.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,944.0 |
3,795.0 |
149.0 |
3.8% |
82.2 |
2.1% |
53% |
False |
False |
779,887 |
10 |
3,944.0 |
3,760.0 |
184.0 |
4.7% |
78.5 |
2.0% |
62% |
False |
False |
732,994 |
20 |
3,944.0 |
3,330.0 |
614.0 |
15.8% |
116.0 |
3.0% |
89% |
False |
False |
808,789 |
40 |
4,132.0 |
3,309.0 |
823.0 |
21.2% |
118.2 |
3.1% |
69% |
False |
False |
424,214 |
60 |
4,238.0 |
3,309.0 |
929.0 |
24.0% |
102.1 |
2.6% |
61% |
False |
False |
286,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,216.5 |
2.618 |
4,089.2 |
1.618 |
4,011.2 |
1.000 |
3,963.0 |
0.618 |
3,933.2 |
HIGH |
3,885.0 |
0.618 |
3,855.2 |
0.500 |
3,846.0 |
0.382 |
3,836.8 |
LOW |
3,807.0 |
0.618 |
3,758.8 |
1.000 |
3,729.0 |
1.618 |
3,680.8 |
2.618 |
3,602.8 |
4.250 |
3,475.5 |
|
|
Fisher Pivots for day following 04-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
3,864.7 |
3,864.8 |
PP |
3,855.3 |
3,855.7 |
S1 |
3,846.0 |
3,846.5 |
|