| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,252.0 |
2,281.7 |
29.7 |
1.3% |
2,166.6 |
| High |
2,279.2 |
2,298.8 |
19.6 |
0.9% |
2,234.1 |
| Low |
2,247.6 |
2,267.9 |
20.3 |
0.9% |
2,164.4 |
| Close |
2,261.0 |
2,294.4 |
33.4 |
1.5% |
2,217.4 |
| Range |
31.6 |
30.9 |
-0.7 |
-2.2% |
69.7 |
| ATR |
31.2 |
31.7 |
0.5 |
1.5% |
0.0 |
| Volume |
435 |
285 |
-150 |
-34.5% |
447,223 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,379.7 |
2,368.0 |
2,311.4 |
|
| R3 |
2,348.8 |
2,337.1 |
2,302.9 |
|
| R2 |
2,317.9 |
2,317.9 |
2,300.1 |
|
| R1 |
2,306.2 |
2,306.2 |
2,297.2 |
2,312.1 |
| PP |
2,287.0 |
2,287.0 |
2,287.0 |
2,290.0 |
| S1 |
2,275.3 |
2,275.3 |
2,291.6 |
2,281.2 |
| S2 |
2,256.1 |
2,256.1 |
2,288.7 |
|
| S3 |
2,225.2 |
2,244.4 |
2,285.9 |
|
| S4 |
2,194.3 |
2,213.5 |
2,277.4 |
|
|
| 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 |
2,298.8 |
2,172.1 |
126.7 |
5.5% |
33.6 |
1.5% |
97% |
True |
False |
6,872 |
| 10 |
2,298.8 |
2,152.3 |
146.5 |
6.4% |
34.5 |
1.5% |
97% |
True |
False |
127,947 |
| 20 |
2,298.8 |
2,131.9 |
166.9 |
7.3% |
29.3 |
1.3% |
97% |
True |
False |
191,637 |
| 40 |
2,298.8 |
1,996.4 |
302.4 |
13.2% |
25.6 |
1.1% |
99% |
True |
False |
187,465 |
| 60 |
2,298.8 |
1,996.4 |
302.4 |
13.2% |
25.4 |
1.1% |
99% |
True |
False |
158,756 |
| 80 |
2,298.8 |
1,996.4 |
302.4 |
13.2% |
25.4 |
1.1% |
99% |
True |
False |
121,363 |
| 100 |
2,298.8 |
1,975.1 |
323.7 |
14.1% |
25.8 |
1.1% |
99% |
True |
False |
98,230 |
| 120 |
2,298.8 |
1,909.6 |
389.2 |
17.0% |
25.5 |
1.1% |
99% |
True |
False |
82,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,430.1 |
|
2.618 |
2,379.7 |
|
1.618 |
2,348.8 |
|
1.000 |
2,329.7 |
|
0.618 |
2,317.9 |
|
HIGH |
2,298.8 |
|
0.618 |
2,287.0 |
|
0.500 |
2,283.4 |
|
0.382 |
2,279.7 |
|
LOW |
2,267.9 |
|
0.618 |
2,248.8 |
|
1.000 |
2,237.0 |
|
1.618 |
2,217.9 |
|
2.618 |
2,187.0 |
|
4.250 |
2,136.6 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,290.7 |
2,284.4 |
| PP |
2,287.0 |
2,274.4 |
| S1 |
2,283.4 |
2,264.4 |
|