| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1,984.6 |
2,022.1 |
37.5 |
1.9% |
1,982.6 |
| High |
2,027.1 |
2,033.8 |
6.7 |
0.3% |
1,986.8 |
| Low |
1,979.0 |
2,013.6 |
34.6 |
1.7% |
1,945.0 |
| Close |
2,022.2 |
2,020.9 |
-1.3 |
-0.1% |
1,969.0 |
| Range |
48.1 |
20.2 |
-27.9 |
-58.0% |
41.8 |
| ATR |
34.1 |
33.1 |
-1.0 |
-2.9% |
0.0 |
| Volume |
811 |
525 |
-286 |
-35.3% |
489,851 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,083.4 |
2,072.3 |
2,032.0 |
|
| R3 |
2,063.2 |
2,052.1 |
2,026.5 |
|
| R2 |
2,043.0 |
2,043.0 |
2,024.6 |
|
| R1 |
2,031.9 |
2,031.9 |
2,022.8 |
2,027.4 |
| PP |
2,022.8 |
2,022.8 |
2,022.8 |
2,020.5 |
| S1 |
2,011.7 |
2,011.7 |
2,019.0 |
2,007.2 |
| S2 |
2,002.6 |
2,002.6 |
2,017.2 |
|
| S3 |
1,982.4 |
1,991.5 |
2,015.3 |
|
| S4 |
1,962.2 |
1,971.3 |
2,009.8 |
|
|
| 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 |
2,033.8 |
1,950.0 |
83.8 |
4.1% |
31.7 |
1.6% |
85% |
True |
False |
2,629 |
| 10 |
2,033.8 |
1,945.0 |
88.8 |
4.4% |
30.9 |
1.5% |
85% |
True |
False |
103,961 |
| 20 |
2,033.8 |
1,815.4 |
218.4 |
10.8% |
36.6 |
1.8% |
94% |
True |
False |
207,205 |
| 40 |
2,033.8 |
1,810.8 |
223.0 |
11.0% |
29.1 |
1.4% |
94% |
True |
False |
188,906 |
| 60 |
2,033.8 |
1,810.8 |
223.0 |
11.0% |
28.7 |
1.4% |
94% |
True |
False |
165,203 |
| 80 |
2,033.8 |
1,797.6 |
236.2 |
11.7% |
27.7 |
1.4% |
95% |
True |
False |
126,090 |
| 100 |
2,033.8 |
1,735.2 |
298.6 |
14.8% |
26.9 |
1.3% |
96% |
True |
False |
101,510 |
| 120 |
2,033.8 |
1,647.7 |
386.1 |
19.1% |
26.9 |
1.3% |
97% |
True |
False |
84,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,119.7 |
|
2.618 |
2,086.7 |
|
1.618 |
2,066.5 |
|
1.000 |
2,054.0 |
|
0.618 |
2,046.3 |
|
HIGH |
2,033.8 |
|
0.618 |
2,026.1 |
|
0.500 |
2,023.7 |
|
0.382 |
2,021.3 |
|
LOW |
2,013.6 |
|
0.618 |
2,001.1 |
|
1.000 |
1,993.4 |
|
1.618 |
1,980.9 |
|
2.618 |
1,960.7 |
|
4.250 |
1,927.8 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,023.7 |
2,011.2 |
| PP |
2,022.8 |
2,001.6 |
| S1 |
2,021.8 |
1,991.9 |
|