| Trading Metrics calculated at close of trading on 02-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,235.7 |
2,252.0 |
16.3 |
0.7% |
2,166.6 |
| High |
2,264.2 |
2,279.2 |
15.0 |
0.7% |
2,234.1 |
| Low |
2,230.0 |
2,247.6 |
17.6 |
0.8% |
2,164.4 |
| Close |
2,236.5 |
2,261.0 |
24.5 |
1.1% |
2,217.4 |
| Range |
34.2 |
31.6 |
-2.6 |
-7.6% |
69.7 |
| ATR |
30.3 |
31.2 |
0.9 |
2.9% |
0.0 |
| Volume |
400 |
435 |
35 |
8.8% |
447,223 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,357.4 |
2,340.8 |
2,278.4 |
|
| R3 |
2,325.8 |
2,309.2 |
2,269.7 |
|
| R2 |
2,294.2 |
2,294.2 |
2,266.8 |
|
| R1 |
2,277.6 |
2,277.6 |
2,263.9 |
2,285.9 |
| PP |
2,262.6 |
2,262.6 |
2,262.6 |
2,266.8 |
| S1 |
2,246.0 |
2,246.0 |
2,258.1 |
2,254.3 |
| S2 |
2,231.0 |
2,231.0 |
2,255.2 |
|
| S3 |
2,199.4 |
2,214.4 |
2,252.3 |
|
| S4 |
2,167.8 |
2,182.8 |
2,243.6 |
|
|
| 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 |
2,279.2 |
2,168.3 |
110.9 |
4.9% |
33.9 |
1.5% |
84% |
True |
False |
47,289 |
| 10 |
2,279.2 |
2,150.2 |
129.0 |
5.7% |
33.0 |
1.5% |
86% |
True |
False |
145,735 |
| 20 |
2,279.2 |
2,118.5 |
160.7 |
7.1% |
29.4 |
1.3% |
89% |
True |
False |
205,780 |
| 40 |
2,279.2 |
1,996.4 |
282.8 |
12.5% |
25.6 |
1.1% |
94% |
True |
False |
191,719 |
| 60 |
2,279.2 |
1,996.4 |
282.8 |
12.5% |
25.5 |
1.1% |
94% |
True |
False |
159,078 |
| 80 |
2,279.2 |
1,996.4 |
282.8 |
12.5% |
25.2 |
1.1% |
94% |
True |
False |
121,439 |
| 100 |
2,279.2 |
1,975.1 |
304.1 |
13.4% |
25.7 |
1.1% |
94% |
True |
False |
98,270 |
| 120 |
2,279.2 |
1,904.1 |
375.1 |
16.6% |
25.4 |
1.1% |
95% |
True |
False |
82,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,413.5 |
|
2.618 |
2,361.9 |
|
1.618 |
2,330.3 |
|
1.000 |
2,310.8 |
|
0.618 |
2,298.7 |
|
HIGH |
2,279.2 |
|
0.618 |
2,267.1 |
|
0.500 |
2,263.4 |
|
0.382 |
2,259.7 |
|
LOW |
2,247.6 |
|
0.618 |
2,228.1 |
|
1.000 |
2,216.0 |
|
1.618 |
2,196.5 |
|
2.618 |
2,164.9 |
|
4.250 |
2,113.3 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,263.4 |
2,251.7 |
| PP |
2,262.6 |
2,242.4 |
| S1 |
2,261.8 |
2,233.2 |
|