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 |
4,127.00 |
4,152.50 |
25.50 |
0.6% |
4,008.00 |
High |
4,157.75 |
4,171.75 |
14.00 |
0.3% |
4,142.50 |
Low |
4,122.75 |
4,115.25 |
-7.50 |
-0.2% |
3,980.75 |
Close |
4,153.75 |
4,129.00 |
-24.75 |
-0.6% |
4,137.75 |
Range |
35.00 |
56.50 |
21.50 |
61.4% |
161.75 |
ATR |
67.50 |
66.72 |
-0.79 |
-1.2% |
0.00 |
Volume |
1,380,286 |
1,582,414 |
202,128 |
14.6% |
6,942,788 |
|
Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,308.25 |
4,275.00 |
4,160.00 |
|
R3 |
4,251.75 |
4,218.50 |
4,144.50 |
|
R2 |
4,195.25 |
4,195.25 |
4,139.25 |
|
R1 |
4,162.00 |
4,162.00 |
4,134.25 |
4,150.50 |
PP |
4,138.75 |
4,138.75 |
4,138.75 |
4,132.75 |
S1 |
4,105.50 |
4,105.50 |
4,123.75 |
4,094.00 |
S2 |
4,082.25 |
4,082.25 |
4,118.75 |
|
S3 |
4,025.75 |
4,049.00 |
4,113.50 |
|
S4 |
3,969.25 |
3,992.50 |
4,098.00 |
|
|
Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,572.25 |
4,516.75 |
4,226.75 |
|
R3 |
4,410.50 |
4,355.00 |
4,182.25 |
|
R2 |
4,248.75 |
4,248.75 |
4,167.50 |
|
R1 |
4,193.25 |
4,193.25 |
4,152.50 |
4,221.00 |
PP |
4,087.00 |
4,087.00 |
4,087.00 |
4,101.00 |
S1 |
4,031.50 |
4,031.50 |
4,123.00 |
4,059.25 |
S2 |
3,925.25 |
3,925.25 |
4,108.00 |
|
S3 |
3,763.50 |
3,869.75 |
4,093.25 |
|
S4 |
3,601.75 |
3,708.00 |
4,048.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,171.75 |
4,006.00 |
165.75 |
4.0% |
49.25 |
1.2% |
74% |
True |
False |
1,475,284 |
10 |
4,171.75 |
3,937.00 |
234.75 |
5.7% |
59.75 |
1.4% |
82% |
True |
False |
1,589,035 |
20 |
4,171.75 |
3,839.25 |
332.50 |
8.1% |
74.75 |
1.8% |
87% |
True |
False |
1,793,392 |
40 |
4,225.25 |
3,839.25 |
386.00 |
9.3% |
69.00 |
1.7% |
75% |
False |
False |
903,134 |
60 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
67.25 |
1.6% |
71% |
False |
False |
603,101 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.3% |
70.25 |
1.7% |
73% |
False |
False |
452,634 |
100 |
4,244.75 |
3,816.25 |
428.50 |
10.4% |
70.75 |
1.7% |
73% |
False |
False |
362,160 |
120 |
4,244.75 |
3,562.00 |
682.75 |
16.5% |
75.00 |
1.8% |
83% |
False |
False |
301,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,412.00 |
2.618 |
4,319.75 |
1.618 |
4,263.25 |
1.000 |
4,228.25 |
0.618 |
4,206.75 |
HIGH |
4,171.75 |
0.618 |
4,150.25 |
0.500 |
4,143.50 |
0.382 |
4,136.75 |
LOW |
4,115.25 |
0.618 |
4,080.25 |
1.000 |
4,058.75 |
1.618 |
4,023.75 |
2.618 |
3,967.25 |
4.250 |
3,875.00 |
|
|
Fisher Pivots for day following 04-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
4,143.50 |
4,127.50 |
PP |
4,138.75 |
4,126.25 |
S1 |
4,133.75 |
4,125.00 |
|