| Trading Metrics calculated at close of trading on 04-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2023 |
04-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1,968.1 |
1,984.6 |
16.5 |
0.8% |
1,982.6 |
| High |
1,991.7 |
2,027.1 |
35.4 |
1.8% |
1,986.8 |
| Low |
1,950.0 |
1,979.0 |
29.0 |
1.5% |
1,945.0 |
| Close |
1,983.9 |
2,022.2 |
38.3 |
1.9% |
1,969.0 |
| Range |
41.7 |
48.1 |
6.4 |
15.3% |
41.8 |
| ATR |
33.0 |
34.1 |
1.1 |
3.3% |
0.0 |
| Volume |
737 |
811 |
74 |
10.0% |
489,851 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.7 |
2,136.1 |
2,048.7 |
|
| R3 |
2,105.6 |
2,088.0 |
2,035.4 |
|
| R2 |
2,057.5 |
2,057.5 |
2,031.0 |
|
| R1 |
2,039.9 |
2,039.9 |
2,026.6 |
2,048.7 |
| PP |
2,009.4 |
2,009.4 |
2,009.4 |
2,013.9 |
| S1 |
1,991.8 |
1,991.8 |
2,017.8 |
2,000.6 |
| S2 |
1,961.3 |
1,961.3 |
2,013.4 |
|
| S3 |
1,913.2 |
1,943.7 |
2,009.0 |
|
| S4 |
1,865.1 |
1,895.6 |
1,995.7 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.3 |
2,072.5 |
1,992.0 |
|
| R3 |
2,050.5 |
2,030.7 |
1,980.5 |
|
| R2 |
2,008.7 |
2,008.7 |
1,976.7 |
|
| R1 |
1,988.9 |
1,988.9 |
1,972.8 |
1,977.9 |
| PP |
1,966.9 |
1,966.9 |
1,966.9 |
1,961.5 |
| S1 |
1,947.1 |
1,947.1 |
1,965.2 |
1,936.1 |
| S2 |
1,925.1 |
1,925.1 |
1,961.3 |
|
| S3 |
1,883.3 |
1,905.3 |
1,957.5 |
|
| S4 |
1,841.5 |
1,863.5 |
1,946.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,027.1 |
1,950.0 |
77.1 |
3.8% |
30.9 |
1.5% |
94% |
True |
False |
20,237 |
| 10 |
2,027.1 |
1,936.5 |
90.6 |
4.5% |
33.4 |
1.7% |
95% |
True |
False |
128,411 |
| 20 |
2,027.1 |
1,813.4 |
213.7 |
10.6% |
36.4 |
1.8% |
98% |
True |
False |
217,594 |
| 40 |
2,027.1 |
1,810.8 |
216.3 |
10.7% |
29.1 |
1.4% |
98% |
True |
False |
193,385 |
| 60 |
2,027.1 |
1,810.8 |
216.3 |
10.7% |
28.7 |
1.4% |
98% |
True |
False |
166,067 |
| 80 |
2,027.1 |
1,797.6 |
229.5 |
11.3% |
27.6 |
1.4% |
98% |
True |
False |
126,118 |
| 100 |
2,027.1 |
1,735.2 |
291.9 |
14.4% |
26.9 |
1.3% |
98% |
True |
False |
101,539 |
| 120 |
2,027.1 |
1,647.7 |
379.4 |
18.8% |
26.8 |
1.3% |
99% |
True |
False |
85,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.5 |
|
2.618 |
2,153.0 |
|
1.618 |
2,104.9 |
|
1.000 |
2,075.2 |
|
0.618 |
2,056.8 |
|
HIGH |
2,027.1 |
|
0.618 |
2,008.7 |
|
0.500 |
2,003.1 |
|
0.382 |
1,997.4 |
|
LOW |
1,979.0 |
|
0.618 |
1,949.3 |
|
1.000 |
1,930.9 |
|
1.618 |
1,901.2 |
|
2.618 |
1,853.1 |
|
4.250 |
1,774.6 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,015.8 |
2,011.0 |
| PP |
2,009.4 |
1,999.8 |
| S1 |
2,003.1 |
1,988.6 |
|