| Trading Metrics calculated at close of trading on 06-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2023 |
06-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
2,022.1 |
2,022.2 |
0.1 |
0.0% |
1,982.6 |
| High |
2,033.8 |
2,023.3 |
-10.5 |
-0.5% |
1,986.8 |
| Low |
2,013.6 |
2,005.0 |
-8.6 |
-0.4% |
1,945.0 |
| Close |
2,020.9 |
2,011.9 |
-9.0 |
-0.4% |
1,969.0 |
| Range |
20.2 |
18.3 |
-1.9 |
-9.4% |
41.8 |
| ATR |
33.1 |
32.0 |
-1.1 |
-3.2% |
0.0 |
| Volume |
525 |
525 |
0 |
0.0% |
489,851 |
|
| Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.3 |
2,058.4 |
2,022.0 |
|
| R3 |
2,050.0 |
2,040.1 |
2,016.9 |
|
| R2 |
2,031.7 |
2,031.7 |
2,015.3 |
|
| R1 |
2,021.8 |
2,021.8 |
2,013.6 |
2,017.6 |
| PP |
2,013.4 |
2,013.4 |
2,013.4 |
2,011.3 |
| S1 |
2,003.5 |
2,003.5 |
2,010.2 |
1,999.3 |
| S2 |
1,995.1 |
1,995.1 |
2,008.5 |
|
| S3 |
1,976.8 |
1,985.2 |
2,006.9 |
|
| S4 |
1,958.5 |
1,966.9 |
2,001.8 |
|
|
| 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 |
4.2% |
29.4 |
1.5% |
74% |
False |
False |
711 |
| 10 |
2,033.8 |
1,945.0 |
88.8 |
4.4% |
28.8 |
1.4% |
75% |
False |
False |
77,789 |
| 20 |
2,033.8 |
1,830.0 |
203.8 |
10.1% |
36.3 |
1.8% |
89% |
False |
False |
195,808 |
| 40 |
2,033.8 |
1,810.8 |
223.0 |
11.1% |
29.2 |
1.4% |
90% |
False |
False |
185,622 |
| 60 |
2,033.8 |
1,810.8 |
223.0 |
11.1% |
28.8 |
1.4% |
90% |
False |
False |
164,438 |
| 80 |
2,033.8 |
1,797.6 |
236.2 |
11.7% |
27.7 |
1.4% |
91% |
False |
False |
126,040 |
| 100 |
2,033.8 |
1,749.6 |
284.2 |
14.1% |
26.6 |
1.3% |
92% |
False |
False |
101,460 |
| 120 |
2,033.8 |
1,647.7 |
386.1 |
19.2% |
26.7 |
1.3% |
94% |
False |
False |
84,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.1 |
|
2.618 |
2,071.2 |
|
1.618 |
2,052.9 |
|
1.000 |
2,041.6 |
|
0.618 |
2,034.6 |
|
HIGH |
2,023.3 |
|
0.618 |
2,016.3 |
|
0.500 |
2,014.2 |
|
0.382 |
2,012.0 |
|
LOW |
2,005.0 |
|
0.618 |
1,993.7 |
|
1.000 |
1,986.7 |
|
1.618 |
1,975.4 |
|
2.618 |
1,957.1 |
|
4.250 |
1,927.2 |
|
|
| Fisher Pivots for day following 06-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,014.2 |
2,010.1 |
| PP |
2,013.4 |
2,008.2 |
| S1 |
2,012.7 |
2,006.4 |
|