| Trading Metrics calculated at close of trading on 05-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2022 |
05-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
3,834.0 |
3,875.0 |
41.0 |
1.1% |
3,792.0 |
| High |
3,885.0 |
3,888.0 |
3.0 |
0.1% |
3,944.0 |
| Low |
3,807.0 |
3,811.0 |
4.0 |
0.1% |
3,783.0 |
| Close |
3,874.0 |
3,827.0 |
-47.0 |
-1.2% |
3,837.0 |
| Range |
78.0 |
77.0 |
-1.0 |
-1.3% |
161.0 |
| ATR |
107.9 |
105.7 |
-2.2 |
-2.0% |
0.0 |
| Volume |
615,826 |
707,543 |
91,717 |
14.9% |
3,954,832 |
|
| Daily Pivots for day following 05-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,073.0 |
4,027.0 |
3,869.4 |
|
| R3 |
3,996.0 |
3,950.0 |
3,848.2 |
|
| R2 |
3,919.0 |
3,919.0 |
3,841.1 |
|
| R1 |
3,873.0 |
3,873.0 |
3,834.1 |
3,857.5 |
| PP |
3,842.0 |
3,842.0 |
3,842.0 |
3,834.3 |
| S1 |
3,796.0 |
3,796.0 |
3,819.9 |
3,780.5 |
| S2 |
3,765.0 |
3,765.0 |
3,812.9 |
|
| S3 |
3,688.0 |
3,719.0 |
3,805.8 |
|
| S4 |
3,611.0 |
3,642.0 |
3,784.7 |
|
|
| 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 |
3,928.0 |
3,795.0 |
133.0 |
3.5% |
76.2 |
2.0% |
24% |
False |
False |
708,714 |
| 10 |
3,944.0 |
3,760.0 |
184.0 |
4.8% |
77.9 |
2.0% |
36% |
False |
False |
741,834 |
| 20 |
3,944.0 |
3,455.0 |
489.0 |
12.8% |
107.4 |
2.8% |
76% |
False |
False |
835,752 |
| 40 |
4,132.0 |
3,309.0 |
823.0 |
21.5% |
119.0 |
3.1% |
63% |
False |
False |
441,020 |
| 60 |
4,238.0 |
3,309.0 |
929.0 |
24.3% |
102.7 |
2.7% |
56% |
False |
False |
297,971 |
| 80 |
4,302.0 |
3,309.0 |
993.0 |
25.9% |
87.7 |
2.3% |
52% |
False |
False |
224,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,215.3 |
|
2.618 |
4,089.6 |
|
1.618 |
4,012.6 |
|
1.000 |
3,965.0 |
|
0.618 |
3,935.6 |
|
HIGH |
3,888.0 |
|
0.618 |
3,858.6 |
|
0.500 |
3,849.5 |
|
0.382 |
3,840.4 |
|
LOW |
3,811.0 |
|
0.618 |
3,763.4 |
|
1.000 |
3,734.0 |
|
1.618 |
3,686.4 |
|
2.618 |
3,609.4 |
|
4.250 |
3,483.8 |
|
|
| Fisher Pivots for day following 05-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,849.5 |
3,847.5 |
| PP |
3,842.0 |
3,840.7 |
| S1 |
3,834.5 |
3,833.8 |
|