| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,193.6 |
2,235.7 |
42.1 |
1.9% |
2,166.6 |
| High |
2,234.1 |
2,264.2 |
30.1 |
1.3% |
2,234.1 |
| Low |
2,187.1 |
2,230.0 |
42.9 |
2.0% |
2,164.4 |
| Close |
2,217.4 |
2,236.5 |
19.1 |
0.9% |
2,217.4 |
| Range |
47.0 |
34.2 |
-12.8 |
-27.2% |
69.7 |
| ATR |
29.0 |
30.3 |
1.3 |
4.4% |
0.0 |
| Volume |
2,040 |
400 |
-1,640 |
-80.4% |
447,223 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,346.2 |
2,325.5 |
2,255.3 |
|
| R3 |
2,312.0 |
2,291.3 |
2,245.9 |
|
| R2 |
2,277.8 |
2,277.8 |
2,242.8 |
|
| R1 |
2,257.1 |
2,257.1 |
2,239.6 |
2,267.5 |
| PP |
2,243.6 |
2,243.6 |
2,243.6 |
2,248.7 |
| S1 |
2,222.9 |
2,222.9 |
2,233.4 |
2,233.3 |
| S2 |
2,209.4 |
2,209.4 |
2,230.2 |
|
| S3 |
2,175.2 |
2,188.7 |
2,227.1 |
|
| S4 |
2,141.0 |
2,154.5 |
2,217.7 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.4 |
2,385.6 |
2,255.7 |
|
| R3 |
2,344.7 |
2,315.9 |
2,236.6 |
|
| R2 |
2,275.0 |
2,275.0 |
2,230.2 |
|
| R1 |
2,246.2 |
2,246.2 |
2,223.8 |
2,260.6 |
| PP |
2,205.3 |
2,205.3 |
2,205.3 |
2,212.5 |
| S1 |
2,176.5 |
2,176.5 |
2,211.0 |
2,190.9 |
| S2 |
2,135.6 |
2,135.6 |
2,204.6 |
|
| S3 |
2,065.9 |
2,106.8 |
2,198.2 |
|
| S4 |
1,996.2 |
2,037.1 |
2,179.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,264.2 |
2,164.4 |
99.8 |
4.5% |
31.2 |
1.4% |
72% |
True |
False |
89,524 |
| 10 |
2,264.2 |
2,149.2 |
115.0 |
5.1% |
31.7 |
1.4% |
76% |
True |
False |
166,877 |
| 20 |
2,264.2 |
2,088.1 |
176.1 |
7.9% |
29.8 |
1.3% |
84% |
True |
False |
222,171 |
| 40 |
2,264.2 |
1,996.4 |
267.8 |
12.0% |
25.5 |
1.1% |
90% |
True |
False |
197,203 |
| 60 |
2,264.2 |
1,996.4 |
267.8 |
12.0% |
25.3 |
1.1% |
90% |
True |
False |
159,258 |
| 80 |
2,264.2 |
1,996.4 |
267.8 |
12.0% |
25.2 |
1.1% |
90% |
True |
False |
121,564 |
| 100 |
2,264.2 |
1,975.1 |
289.1 |
12.9% |
25.5 |
1.1% |
90% |
True |
False |
98,296 |
| 120 |
2,264.2 |
1,895.6 |
368.6 |
16.5% |
25.3 |
1.1% |
92% |
True |
False |
82,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,409.6 |
|
2.618 |
2,353.7 |
|
1.618 |
2,319.5 |
|
1.000 |
2,298.4 |
|
0.618 |
2,285.3 |
|
HIGH |
2,264.2 |
|
0.618 |
2,251.1 |
|
0.500 |
2,247.1 |
|
0.382 |
2,243.1 |
|
LOW |
2,230.0 |
|
0.618 |
2,208.9 |
|
1.000 |
2,195.8 |
|
1.618 |
2,174.7 |
|
2.618 |
2,140.5 |
|
4.250 |
2,084.7 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,247.1 |
2,230.4 |
| PP |
2,243.6 |
2,224.3 |
| S1 |
2,240.0 |
2,218.2 |
|