| 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 |
2,038.2 |
2,037.1 |
-1.1 |
-0.1% |
2,000.3 |
| High |
2,049.2 |
2,037.7 |
-11.5 |
-0.6% |
2,005.5 |
| Low |
2,026.1 |
2,016.5 |
-9.6 |
-0.5% |
1,962.7 |
| Close |
2,035.6 |
2,026.4 |
-9.2 |
-0.5% |
1,986.2 |
| Range |
23.1 |
21.2 |
-1.9 |
-8.2% |
42.8 |
| ATR |
33.4 |
32.6 |
-0.9 |
-2.6% |
0.0 |
| Volume |
197,371 |
197,371 |
0 |
0.0% |
708,407 |
|
| Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.5 |
2,079.6 |
2,038.1 |
|
| R3 |
2,069.3 |
2,058.4 |
2,032.2 |
|
| R2 |
2,048.1 |
2,048.1 |
2,030.3 |
|
| R1 |
2,037.2 |
2,037.2 |
2,028.3 |
2,032.1 |
| PP |
2,026.9 |
2,026.9 |
2,026.9 |
2,024.3 |
| S1 |
2,016.0 |
2,016.0 |
2,024.5 |
2,010.9 |
| S2 |
2,005.7 |
2,005.7 |
2,022.5 |
|
| S3 |
1,984.5 |
1,994.8 |
2,020.6 |
|
| S4 |
1,963.3 |
1,973.6 |
2,014.7 |
|
|
| 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 |
2,049.2 |
1,965.9 |
83.3 |
4.1% |
31.4 |
1.6% |
73% |
False |
False |
195,648 |
| 10 |
2,049.2 |
1,962.7 |
86.5 |
4.3% |
29.8 |
1.5% |
74% |
False |
False |
164,312 |
| 20 |
2,049.2 |
1,847.0 |
202.2 |
10.0% |
36.7 |
1.8% |
89% |
False |
False |
115,039 |
| 40 |
2,049.2 |
1,827.6 |
221.6 |
10.9% |
29.2 |
1.4% |
90% |
False |
False |
65,329 |
| 60 |
2,049.2 |
1,827.6 |
221.6 |
10.9% |
28.6 |
1.4% |
90% |
False |
False |
45,145 |
| 80 |
2,049.2 |
1,813.2 |
236.0 |
11.6% |
27.4 |
1.4% |
90% |
False |
False |
34,330 |
| 100 |
2,049.2 |
1,769.1 |
280.1 |
13.8% |
26.2 |
1.3% |
92% |
False |
False |
27,802 |
| 120 |
2,049.2 |
1,663.2 |
386.0 |
19.0% |
26.4 |
1.3% |
94% |
False |
False |
23,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.8 |
|
2.618 |
2,093.2 |
|
1.618 |
2,072.0 |
|
1.000 |
2,058.9 |
|
0.618 |
2,050.8 |
|
HIGH |
2,037.7 |
|
0.618 |
2,029.6 |
|
0.500 |
2,027.1 |
|
0.382 |
2,024.6 |
|
LOW |
2,016.5 |
|
0.618 |
2,003.4 |
|
1.000 |
1,995.3 |
|
1.618 |
1,982.2 |
|
2.618 |
1,961.0 |
|
4.250 |
1,926.4 |
|
|
| Fisher Pivots for day following 06-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.1 |
2,024.8 |
| PP |
2,026.9 |
2,023.2 |
| S1 |
2,026.6 |
2,021.6 |
|