Trading Metrics calculated at close of trading on 05-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
4,152.50 |
4,134.00 |
-18.50 |
-0.4% |
4,008.00 |
High |
4,171.75 |
4,135.50 |
-36.25 |
-0.9% |
4,142.50 |
Low |
4,115.25 |
4,099.00 |
-16.25 |
-0.4% |
3,980.75 |
Close |
4,129.00 |
4,117.25 |
-11.75 |
-0.3% |
4,137.75 |
Range |
56.50 |
36.50 |
-20.00 |
-35.4% |
161.75 |
ATR |
66.72 |
64.56 |
-2.16 |
-3.2% |
0.00 |
Volume |
1,582,414 |
1,470,176 |
-112,238 |
-7.1% |
6,942,788 |
|
Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,226.75 |
4,208.50 |
4,137.25 |
|
R3 |
4,190.25 |
4,172.00 |
4,127.25 |
|
R2 |
4,153.75 |
4,153.75 |
4,124.00 |
|
R1 |
4,135.50 |
4,135.50 |
4,120.50 |
4,126.50 |
PP |
4,117.25 |
4,117.25 |
4,117.25 |
4,112.75 |
S1 |
4,099.00 |
4,099.00 |
4,114.00 |
4,090.00 |
S2 |
4,080.75 |
4,080.75 |
4,110.50 |
|
S3 |
4,044.25 |
4,062.50 |
4,107.25 |
|
S4 |
4,007.75 |
4,026.00 |
4,097.25 |
|
|
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 |
4,052.50 |
119.25 |
2.9% |
45.50 |
1.1% |
54% |
False |
False |
1,491,449 |
10 |
4,171.75 |
3,937.00 |
234.75 |
5.7% |
52.75 |
1.3% |
77% |
False |
False |
1,555,759 |
20 |
4,171.75 |
3,839.25 |
332.50 |
8.1% |
75.00 |
1.8% |
84% |
False |
False |
1,862,911 |
40 |
4,223.75 |
3,839.25 |
384.50 |
9.3% |
67.75 |
1.6% |
72% |
False |
False |
939,807 |
60 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
66.75 |
1.6% |
69% |
False |
False |
627,585 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.3% |
70.00 |
1.7% |
70% |
False |
False |
471,009 |
100 |
4,244.75 |
3,820.25 |
424.50 |
10.3% |
70.25 |
1.7% |
70% |
False |
False |
376,861 |
120 |
4,244.75 |
3,562.00 |
682.75 |
16.6% |
75.00 |
1.8% |
81% |
False |
False |
314,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,290.50 |
2.618 |
4,231.00 |
1.618 |
4,194.50 |
1.000 |
4,172.00 |
0.618 |
4,158.00 |
HIGH |
4,135.50 |
0.618 |
4,121.50 |
0.500 |
4,117.25 |
0.382 |
4,113.00 |
LOW |
4,099.00 |
0.618 |
4,076.50 |
1.000 |
4,062.50 |
1.618 |
4,040.00 |
2.618 |
4,003.50 |
4.250 |
3,944.00 |
|
|
Fisher Pivots for day following 05-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
4,117.25 |
4,135.50 |
PP |
4,117.25 |
4,129.25 |
S1 |
4,117.25 |
4,123.25 |
|