| Trading Metrics calculated at close of trading on 12-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
2,007.0 |
2,019.1 |
12.1 |
0.6% |
1,990.0 |
| High |
2,022.5 |
2,043.9 |
21.4 |
1.1% |
2,049.2 |
| Low |
2,003.7 |
2,015.7 |
12.0 |
0.6% |
1,965.9 |
| Close |
2,019.0 |
2,024.9 |
5.9 |
0.3% |
2,026.4 |
| Range |
18.8 |
28.2 |
9.4 |
50.0% |
83.3 |
| ATR |
31.4 |
31.2 |
-0.2 |
-0.7% |
0.0 |
| Volume |
126,376 |
228,494 |
102,118 |
80.8% |
816,029 |
|
| Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,112.8 |
2,097.0 |
2,040.4 |
|
| R3 |
2,084.6 |
2,068.8 |
2,032.7 |
|
| R2 |
2,056.4 |
2,056.4 |
2,030.1 |
|
| R1 |
2,040.6 |
2,040.6 |
2,027.5 |
2,048.5 |
| PP |
2,028.2 |
2,028.2 |
2,028.2 |
2,032.1 |
| S1 |
2,012.4 |
2,012.4 |
2,022.3 |
2,020.3 |
| S2 |
2,000.0 |
2,000.0 |
2,019.7 |
|
| S3 |
1,971.8 |
1,984.2 |
2,017.1 |
|
| S4 |
1,943.6 |
1,956.0 |
2,009.4 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,263.7 |
2,228.4 |
2,072.2 |
|
| R3 |
2,180.4 |
2,145.1 |
2,049.3 |
|
| R2 |
2,097.1 |
2,097.1 |
2,041.7 |
|
| R1 |
2,061.8 |
2,061.8 |
2,034.0 |
2,079.5 |
| PP |
2,013.8 |
2,013.8 |
2,013.8 |
2,022.7 |
| S1 |
1,978.5 |
1,978.5 |
2,018.8 |
1,996.2 |
| S2 |
1,930.5 |
1,930.5 |
2,011.1 |
|
| S3 |
1,847.2 |
1,895.2 |
2,003.5 |
|
| S4 |
1,763.9 |
1,811.9 |
1,980.6 |
|
|
| 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 |
1,996.5 |
52.7 |
2.6% |
23.3 |
1.1% |
54% |
False |
False |
177,168 |
| 10 |
2,049.2 |
1,965.9 |
83.3 |
4.1% |
27.7 |
1.4% |
71% |
False |
False |
178,675 |
| 20 |
2,049.2 |
1,906.0 |
143.2 |
7.1% |
35.0 |
1.7% |
83% |
False |
False |
129,524 |
| 40 |
2,049.2 |
1,827.6 |
221.6 |
10.9% |
29.3 |
1.4% |
89% |
False |
False |
77,166 |
| 60 |
2,049.2 |
1,827.6 |
221.6 |
10.9% |
28.5 |
1.4% |
89% |
False |
False |
52,980 |
| 80 |
2,049.2 |
1,813.2 |
236.0 |
11.7% |
27.3 |
1.3% |
90% |
False |
False |
40,397 |
| 100 |
2,049.2 |
1,769.1 |
280.1 |
13.8% |
26.2 |
1.3% |
91% |
False |
False |
32,655 |
| 120 |
2,049.2 |
1,663.2 |
386.0 |
19.1% |
26.5 |
1.3% |
94% |
False |
False |
27,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.8 |
|
2.618 |
2,117.7 |
|
1.618 |
2,089.5 |
|
1.000 |
2,072.1 |
|
0.618 |
2,061.3 |
|
HIGH |
2,043.9 |
|
0.618 |
2,033.1 |
|
0.500 |
2,029.8 |
|
0.382 |
2,026.5 |
|
LOW |
2,015.7 |
|
0.618 |
1,998.3 |
|
1.000 |
1,987.5 |
|
1.618 |
1,970.1 |
|
2.618 |
1,941.9 |
|
4.250 |
1,895.9 |
|
|
| Fisher Pivots for day following 12-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.8 |
2,023.3 |
| PP |
2,028.2 |
2,021.8 |
| S1 |
2,026.5 |
2,020.2 |
|