| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,377.3 |
2,362.1 |
-15.2 |
-0.6% |
2,325.6 |
| High |
2,429.0 |
2,384.7 |
-44.3 |
-1.8% |
2,429.0 |
| Low |
2,334.3 |
2,326.0 |
-8.3 |
-0.4% |
2,319.0 |
| Close |
2,356.2 |
2,365.8 |
9.6 |
0.4% |
2,356.2 |
| Range |
94.7 |
58.7 |
-36.0 |
-38.0% |
110.0 |
| ATR |
37.7 |
39.2 |
1.5 |
4.0% |
0.0 |
| Volume |
584 |
1,801 |
1,217 |
208.4% |
1,657 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,534.9 |
2,509.1 |
2,398.1 |
|
| R3 |
2,476.2 |
2,450.4 |
2,381.9 |
|
| R2 |
2,417.5 |
2,417.5 |
2,376.6 |
|
| R1 |
2,391.7 |
2,391.7 |
2,371.2 |
2,404.6 |
| PP |
2,358.8 |
2,358.8 |
2,358.8 |
2,365.3 |
| S1 |
2,333.0 |
2,333.0 |
2,360.4 |
2,345.9 |
| S2 |
2,300.1 |
2,300.1 |
2,355.0 |
|
| S3 |
2,241.4 |
2,274.3 |
2,349.7 |
|
| S4 |
2,182.7 |
2,215.6 |
2,333.5 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,698.1 |
2,637.1 |
2,416.7 |
|
| R3 |
2,588.1 |
2,527.1 |
2,386.5 |
|
| R2 |
2,478.1 |
2,478.1 |
2,376.4 |
|
| R1 |
2,417.1 |
2,417.1 |
2,366.3 |
2,447.6 |
| PP |
2,368.1 |
2,368.1 |
2,368.1 |
2,383.3 |
| S1 |
2,307.1 |
2,307.1 |
2,346.1 |
2,337.6 |
| S2 |
2,258.1 |
2,258.1 |
2,336.0 |
|
| S3 |
2,148.1 |
2,197.1 |
2,326.0 |
|
| S4 |
2,038.1 |
2,087.1 |
2,295.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,429.0 |
2,326.0 |
103.0 |
4.4% |
51.3 |
2.2% |
39% |
False |
True |
651 |
| 10 |
2,429.0 |
2,247.6 |
181.4 |
7.7% |
42.6 |
1.8% |
65% |
False |
False |
477 |
| 20 |
2,429.0 |
2,149.2 |
279.8 |
11.8% |
37.1 |
1.6% |
77% |
False |
False |
83,677 |
| 40 |
2,429.0 |
2,006.6 |
422.4 |
17.9% |
30.7 |
1.3% |
85% |
False |
False |
156,652 |
| 60 |
2,429.0 |
1,996.4 |
432.6 |
18.3% |
27.7 |
1.2% |
85% |
False |
False |
152,645 |
| 80 |
2,429.0 |
1,996.4 |
432.6 |
18.3% |
27.0 |
1.1% |
85% |
False |
False |
120,572 |
| 100 |
2,429.0 |
1,996.4 |
432.6 |
18.3% |
27.6 |
1.2% |
85% |
False |
False |
98,006 |
| 120 |
2,429.0 |
1,975.1 |
453.9 |
19.2% |
26.7 |
1.1% |
86% |
False |
False |
82,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,634.2 |
|
2.618 |
2,538.4 |
|
1.618 |
2,479.7 |
|
1.000 |
2,443.4 |
|
0.618 |
2,421.0 |
|
HIGH |
2,384.7 |
|
0.618 |
2,362.3 |
|
0.500 |
2,355.4 |
|
0.382 |
2,348.4 |
|
LOW |
2,326.0 |
|
0.618 |
2,289.7 |
|
1.000 |
2,267.3 |
|
1.618 |
2,231.0 |
|
2.618 |
2,172.3 |
|
4.250 |
2,076.5 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,362.3 |
2,377.5 |
| PP |
2,358.8 |
2,373.6 |
| S1 |
2,355.4 |
2,369.7 |
|