| 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 |
2,007.5 |
2,019.8 |
12.3 |
0.6% |
2,017.0 |
| High |
2,026.1 |
2,061.1 |
35.0 |
1.7% |
2,022.8 |
| Low |
1,984.5 |
2,012.7 |
28.2 |
1.4% |
1,980.4 |
| Close |
2,018.5 |
2,056.2 |
37.7 |
1.9% |
2,004.1 |
| Range |
41.6 |
48.4 |
6.8 |
16.3% |
42.4 |
| ATR |
32.0 |
33.1 |
1.2 |
3.7% |
0.0 |
| Volume |
4,321 |
4,335 |
14 |
0.3% |
19,149 |
|
| Daily Pivots for day following 04-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,188.5 |
2,170.8 |
2,082.8 |
|
| R3 |
2,140.1 |
2,122.4 |
2,069.5 |
|
| R2 |
2,091.7 |
2,091.7 |
2,065.1 |
|
| R1 |
2,074.0 |
2,074.0 |
2,060.6 |
2,082.9 |
| PP |
2,043.3 |
2,043.3 |
2,043.3 |
2,047.8 |
| S1 |
2,025.6 |
2,025.6 |
2,051.8 |
2,034.5 |
| S2 |
1,994.9 |
1,994.9 |
2,047.3 |
|
| S3 |
1,946.5 |
1,977.2 |
2,042.9 |
|
| S4 |
1,898.1 |
1,928.8 |
2,029.6 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.6 |
2,109.3 |
2,027.4 |
|
| R3 |
2,087.2 |
2,066.9 |
2,015.8 |
|
| R2 |
2,044.8 |
2,044.8 |
2,011.9 |
|
| R1 |
2,024.5 |
2,024.5 |
2,008.0 |
2,013.5 |
| PP |
2,002.4 |
2,002.4 |
2,002.4 |
1,996.9 |
| S1 |
1,982.1 |
1,982.1 |
2,000.2 |
1,971.1 |
| S2 |
1,960.0 |
1,960.0 |
1,996.3 |
|
| S3 |
1,917.6 |
1,939.7 |
1,992.4 |
|
| S4 |
1,875.2 |
1,897.3 |
1,980.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,061.1 |
1,984.5 |
76.6 |
3.7% |
31.2 |
1.5% |
94% |
True |
False |
4,332 |
| 10 |
2,061.1 |
1,971.3 |
89.8 |
4.4% |
32.8 |
1.6% |
95% |
True |
False |
3,615 |
| 20 |
2,061.1 |
1,848.6 |
212.5 |
10.3% |
34.7 |
1.7% |
98% |
True |
False |
3,416 |
| 40 |
2,061.1 |
1,845.7 |
215.4 |
10.5% |
27.6 |
1.3% |
98% |
True |
False |
2,591 |
| 60 |
2,061.1 |
1,845.7 |
215.4 |
10.5% |
26.9 |
1.3% |
98% |
True |
False |
2,242 |
| 80 |
2,061.1 |
1,828.8 |
232.3 |
11.3% |
25.5 |
1.2% |
98% |
True |
False |
1,790 |
| 100 |
2,061.1 |
1,767.1 |
294.0 |
14.3% |
24.2 |
1.2% |
98% |
True |
False |
1,516 |
| 120 |
2,061.1 |
1,683.6 |
377.5 |
18.4% |
22.8 |
1.1% |
99% |
True |
False |
1,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,266.8 |
|
2.618 |
2,187.8 |
|
1.618 |
2,139.4 |
|
1.000 |
2,109.5 |
|
0.618 |
2,091.0 |
|
HIGH |
2,061.1 |
|
0.618 |
2,042.6 |
|
0.500 |
2,036.9 |
|
0.382 |
2,031.2 |
|
LOW |
2,012.7 |
|
0.618 |
1,982.8 |
|
1.000 |
1,964.3 |
|
1.618 |
1,934.4 |
|
2.618 |
1,886.0 |
|
4.250 |
1,807.0 |
|
|
| Fisher Pivots for day following 04-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.8 |
2,045.1 |
| PP |
2,043.3 |
2,033.9 |
| S1 |
2,036.9 |
2,022.8 |
|