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 |
4,134.00 |
4,113.75 |
-20.25 |
-0.5% |
4,127.00 |
High |
4,135.50 |
4,135.25 |
-0.25 |
0.0% |
4,171.75 |
Low |
4,099.00 |
4,096.50 |
-2.50 |
-0.1% |
4,096.50 |
Close |
4,117.25 |
4,132.00 |
14.75 |
0.4% |
4,132.00 |
Range |
36.50 |
38.75 |
2.25 |
6.2% |
75.25 |
ATR |
64.56 |
62.72 |
-1.84 |
-2.9% |
0.00 |
Volume |
1,470,176 |
1,299,214 |
-170,962 |
-11.6% |
5,732,090 |
|
Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,237.50 |
4,223.50 |
4,153.25 |
|
R3 |
4,198.75 |
4,184.75 |
4,142.75 |
|
R2 |
4,160.00 |
4,160.00 |
4,139.00 |
|
R1 |
4,146.00 |
4,146.00 |
4,135.50 |
4,153.00 |
PP |
4,121.25 |
4,121.25 |
4,121.25 |
4,124.75 |
S1 |
4,107.25 |
4,107.25 |
4,128.50 |
4,114.25 |
S2 |
4,082.50 |
4,082.50 |
4,125.00 |
|
S3 |
4,043.75 |
4,068.50 |
4,121.25 |
|
S4 |
4,005.00 |
4,029.75 |
4,110.75 |
|
|
Weekly Pivots for week ending 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,359.25 |
4,320.75 |
4,173.50 |
|
R3 |
4,284.00 |
4,245.50 |
4,152.75 |
|
R2 |
4,208.75 |
4,208.75 |
4,145.75 |
|
R1 |
4,170.25 |
4,170.25 |
4,139.00 |
4,189.50 |
PP |
4,133.50 |
4,133.50 |
4,133.50 |
4,143.00 |
S1 |
4,095.00 |
4,095.00 |
4,125.00 |
4,114.25 |
S2 |
4,058.25 |
4,058.25 |
4,118.25 |
|
S3 |
3,983.00 |
4,019.75 |
4,111.25 |
|
S4 |
3,907.75 |
3,944.50 |
4,090.50 |
|
|
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 |
4,078.00 |
93.75 |
2.3% |
46.25 |
1.1% |
58% |
False |
False |
1,485,586 |
10 |
4,171.75 |
3,937.00 |
234.75 |
5.7% |
47.50 |
1.2% |
83% |
False |
False |
1,461,985 |
20 |
4,171.75 |
3,839.25 |
332.50 |
8.0% |
71.25 |
1.7% |
88% |
False |
False |
1,909,015 |
40 |
4,223.75 |
3,839.25 |
384.50 |
9.3% |
67.25 |
1.6% |
76% |
False |
False |
972,164 |
60 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
66.50 |
1.6% |
72% |
False |
False |
649,219 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
69.75 |
1.7% |
73% |
False |
False |
487,246 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
68.50 |
1.7% |
73% |
False |
False |
389,846 |
120 |
4,244.75 |
3,654.00 |
590.75 |
14.3% |
73.50 |
1.8% |
81% |
False |
False |
324,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,300.00 |
2.618 |
4,236.75 |
1.618 |
4,198.00 |
1.000 |
4,174.00 |
0.618 |
4,159.25 |
HIGH |
4,135.25 |
0.618 |
4,120.50 |
0.500 |
4,116.00 |
0.382 |
4,111.25 |
LOW |
4,096.50 |
0.618 |
4,072.50 |
1.000 |
4,057.75 |
1.618 |
4,033.75 |
2.618 |
3,995.00 |
4.250 |
3,931.75 |
|
|
Fisher Pivots for day following 06-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
4,126.50 |
4,134.00 |
PP |
4,121.25 |
4,133.50 |
S1 |
4,116.00 |
4,132.75 |
|