| 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 |
3,875.0 |
3,820.0 |
-55.0 |
-1.4% |
3,792.0 |
| High |
3,888.0 |
3,836.0 |
-52.0 |
-1.3% |
3,944.0 |
| Low |
3,811.0 |
3,711.0 |
-100.0 |
-2.6% |
3,783.0 |
| Close |
3,827.0 |
3,740.0 |
-87.0 |
-2.3% |
3,837.0 |
| Range |
77.0 |
125.0 |
48.0 |
62.3% |
161.0 |
| ATR |
105.7 |
107.1 |
1.4 |
1.3% |
0.0 |
| Volume |
707,543 |
946,970 |
239,427 |
33.8% |
3,954,832 |
|
| Daily Pivots for day following 06-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,137.3 |
4,063.7 |
3,808.8 |
|
| R3 |
4,012.3 |
3,938.7 |
3,774.4 |
|
| R2 |
3,887.3 |
3,887.3 |
3,762.9 |
|
| R1 |
3,813.7 |
3,813.7 |
3,751.5 |
3,788.0 |
| PP |
3,762.3 |
3,762.3 |
3,762.3 |
3,749.5 |
| S1 |
3,688.7 |
3,688.7 |
3,728.5 |
3,663.0 |
| S2 |
3,637.3 |
3,637.3 |
3,717.1 |
|
| S3 |
3,512.3 |
3,563.7 |
3,705.6 |
|
| S4 |
3,387.3 |
3,438.7 |
3,671.3 |
|
|
| 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 |
3,898.0 |
3,711.0 |
187.0 |
5.0% |
86.2 |
2.3% |
16% |
False |
True |
752,502 |
| 10 |
3,944.0 |
3,711.0 |
233.0 |
6.2% |
79.8 |
2.1% |
12% |
False |
True |
761,442 |
| 20 |
3,944.0 |
3,523.0 |
421.0 |
11.3% |
100.2 |
2.7% |
52% |
False |
False |
878,773 |
| 40 |
4,132.0 |
3,309.0 |
823.0 |
22.0% |
120.6 |
3.2% |
52% |
False |
False |
462,523 |
| 60 |
4,237.0 |
3,309.0 |
928.0 |
24.8% |
104.2 |
2.8% |
46% |
False |
False |
313,295 |
| 80 |
4,302.0 |
3,309.0 |
993.0 |
26.6% |
89.1 |
2.4% |
43% |
False |
False |
235,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,367.3 |
|
2.618 |
4,163.3 |
|
1.618 |
4,038.3 |
|
1.000 |
3,961.0 |
|
0.618 |
3,913.3 |
|
HIGH |
3,836.0 |
|
0.618 |
3,788.3 |
|
0.500 |
3,773.5 |
|
0.382 |
3,758.8 |
|
LOW |
3,711.0 |
|
0.618 |
3,633.8 |
|
1.000 |
3,586.0 |
|
1.618 |
3,508.8 |
|
2.618 |
3,383.8 |
|
4.250 |
3,179.8 |
|
|
| Fisher Pivots for day following 06-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,773.5 |
3,799.5 |
| PP |
3,762.3 |
3,779.7 |
| S1 |
3,751.2 |
3,759.8 |
|