| Trading Metrics calculated at close of trading on 12-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2022 |
12-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
3,760.0 |
3,727.0 |
-33.0 |
-0.9% |
3,834.0 |
| High |
3,793.0 |
3,777.0 |
-16.0 |
-0.4% |
3,888.0 |
| Low |
3,728.0 |
3,684.0 |
-44.0 |
-1.2% |
3,708.0 |
| Close |
3,754.0 |
3,754.0 |
0.0 |
0.0% |
3,772.0 |
| Range |
65.0 |
93.0 |
28.0 |
43.1% |
180.0 |
| ATR |
101.0 |
100.5 |
-0.6 |
-0.6% |
0.0 |
| Volume |
736,969 |
924,695 |
187,726 |
25.5% |
4,033,413 |
|
| Daily Pivots for day following 12-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,017.3 |
3,978.7 |
3,805.2 |
|
| R3 |
3,924.3 |
3,885.7 |
3,779.6 |
|
| R2 |
3,831.3 |
3,831.3 |
3,771.1 |
|
| R1 |
3,792.7 |
3,792.7 |
3,762.5 |
3,812.0 |
| PP |
3,738.3 |
3,738.3 |
3,738.3 |
3,748.0 |
| S1 |
3,699.7 |
3,699.7 |
3,745.5 |
3,719.0 |
| S2 |
3,645.3 |
3,645.3 |
3,737.0 |
|
| S3 |
3,552.3 |
3,606.7 |
3,728.4 |
|
| S4 |
3,459.3 |
3,513.7 |
3,702.9 |
|
|
| Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,329.3 |
4,230.7 |
3,871.0 |
|
| R3 |
4,149.3 |
4,050.7 |
3,821.5 |
|
| R2 |
3,969.3 |
3,969.3 |
3,805.0 |
|
| R1 |
3,870.7 |
3,870.7 |
3,788.5 |
3,830.0 |
| PP |
3,789.3 |
3,789.3 |
3,789.3 |
3,769.0 |
| S1 |
3,690.7 |
3,690.7 |
3,755.5 |
3,650.0 |
| S2 |
3,609.3 |
3,609.3 |
3,739.0 |
|
| S3 |
3,429.3 |
3,510.7 |
3,722.5 |
|
| S4 |
3,249.3 |
3,330.7 |
3,673.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,836.0 |
3,684.0 |
152.0 |
4.0% |
84.8 |
2.3% |
46% |
False |
True |
874,341 |
| 10 |
3,928.0 |
3,684.0 |
244.0 |
6.5% |
80.5 |
2.1% |
29% |
False |
True |
791,528 |
| 20 |
3,944.0 |
3,654.5 |
289.5 |
7.7% |
86.6 |
2.3% |
34% |
False |
False |
833,155 |
| 40 |
4,072.0 |
3,309.0 |
763.0 |
20.3% |
118.8 |
3.2% |
58% |
False |
False |
547,439 |
| 60 |
4,211.0 |
3,309.0 |
902.0 |
24.0% |
106.9 |
2.8% |
49% |
False |
False |
369,752 |
| 80 |
4,302.0 |
3,309.0 |
993.0 |
26.5% |
89.5 |
2.4% |
45% |
False |
False |
278,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,172.3 |
|
2.618 |
4,020.5 |
|
1.618 |
3,927.5 |
|
1.000 |
3,870.0 |
|
0.618 |
3,834.5 |
|
HIGH |
3,777.0 |
|
0.618 |
3,741.5 |
|
0.500 |
3,730.5 |
|
0.382 |
3,719.5 |
|
LOW |
3,684.0 |
|
0.618 |
3,626.5 |
|
1.000 |
3,591.0 |
|
1.618 |
3,533.5 |
|
2.618 |
3,440.5 |
|
4.250 |
3,288.8 |
|
|
| Fisher Pivots for day following 12-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,746.2 |
3,749.2 |
| PP |
3,738.3 |
3,744.3 |
| S1 |
3,730.5 |
3,739.5 |
|