| 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 |
1,990.0 |
2,001.3 |
11.3 |
0.6% |
2,000.3 |
| High |
2,008.0 |
2,043.4 |
35.4 |
1.8% |
2,005.5 |
| Low |
1,965.9 |
1,994.0 |
28.1 |
1.4% |
1,962.7 |
| Close |
2,000.4 |
2,038.2 |
37.8 |
1.9% |
1,986.2 |
| Range |
42.1 |
49.4 |
7.3 |
17.3% |
42.8 |
| ATR |
33.1 |
34.2 |
1.2 |
3.5% |
0.0 |
| Volume |
187,986 |
233,301 |
45,315 |
24.1% |
708,407 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.4 |
2,155.2 |
2,065.4 |
|
| R3 |
2,124.0 |
2,105.8 |
2,051.8 |
|
| R2 |
2,074.6 |
2,074.6 |
2,047.3 |
|
| R1 |
2,056.4 |
2,056.4 |
2,042.7 |
2,065.5 |
| PP |
2,025.2 |
2,025.2 |
2,025.2 |
2,029.8 |
| S1 |
2,007.0 |
2,007.0 |
2,033.7 |
2,016.1 |
| S2 |
1,975.8 |
1,975.8 |
2,029.1 |
|
| S3 |
1,926.4 |
1,957.6 |
2,024.6 |
|
| S4 |
1,877.0 |
1,908.2 |
2,011.0 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.2 |
2,092.5 |
2,009.7 |
|
| R3 |
2,070.4 |
2,049.7 |
1,998.0 |
|
| R2 |
2,027.6 |
2,027.6 |
1,994.0 |
|
| R1 |
2,006.9 |
2,006.9 |
1,990.1 |
1,995.9 |
| PP |
1,984.8 |
1,984.8 |
1,984.8 |
1,979.3 |
| S1 |
1,964.1 |
1,964.1 |
1,982.3 |
1,953.1 |
| S2 |
1,942.0 |
1,942.0 |
1,978.4 |
|
| S3 |
1,899.2 |
1,921.3 |
1,974.4 |
|
| S4 |
1,856.4 |
1,878.5 |
1,962.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,043.4 |
1,965.9 |
77.5 |
3.8% |
32.1 |
1.6% |
93% |
True |
False |
180,183 |
| 10 |
2,043.4 |
1,953.7 |
89.7 |
4.4% |
33.9 |
1.7% |
94% |
True |
False |
138,346 |
| 20 |
2,043.4 |
1,830.2 |
213.2 |
10.5% |
36.5 |
1.8% |
98% |
True |
False |
102,110 |
| 40 |
2,043.4 |
1,827.6 |
215.8 |
10.6% |
28.9 |
1.4% |
98% |
True |
False |
55,735 |
| 60 |
2,043.4 |
1,827.6 |
215.8 |
10.6% |
28.3 |
1.4% |
98% |
True |
False |
38,760 |
| 80 |
2,043.4 |
1,813.2 |
230.2 |
11.3% |
27.3 |
1.3% |
98% |
True |
False |
29,446 |
| 100 |
2,043.4 |
1,749.3 |
294.1 |
14.4% |
26.5 |
1.3% |
98% |
True |
False |
23,903 |
| 120 |
2,043.4 |
1,663.2 |
380.2 |
18.7% |
26.4 |
1.3% |
99% |
True |
False |
20,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,253.4 |
|
2.618 |
2,172.7 |
|
1.618 |
2,123.3 |
|
1.000 |
2,092.8 |
|
0.618 |
2,073.9 |
|
HIGH |
2,043.4 |
|
0.618 |
2,024.5 |
|
0.500 |
2,018.7 |
|
0.382 |
2,012.9 |
|
LOW |
1,994.0 |
|
0.618 |
1,963.5 |
|
1.000 |
1,944.6 |
|
1.618 |
1,914.1 |
|
2.618 |
1,864.7 |
|
4.250 |
1,784.1 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.7 |
2,027.0 |
| PP |
2,025.2 |
2,015.8 |
| S1 |
2,018.7 |
2,004.7 |
|