| 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 |
2,215.7 |
2,259.2 |
43.5 |
2.0% |
2,188.5 |
| High |
2,256.9 |
2,286.4 |
29.5 |
1.3% |
2,256.9 |
| Low |
2,207.5 |
2,249.1 |
41.6 |
1.9% |
2,186.1 |
| Close |
2,238.4 |
2,257.1 |
18.7 |
0.8% |
2,238.4 |
| Range |
49.4 |
37.3 |
-12.1 |
-24.5% |
70.8 |
| ATR |
29.0 |
30.4 |
1.4 |
4.7% |
0.0 |
| Volume |
250,248 |
220,767 |
-29,481 |
-11.8% |
787,331 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,376.1 |
2,353.9 |
2,277.6 |
|
| R3 |
2,338.8 |
2,316.6 |
2,267.4 |
|
| R2 |
2,301.5 |
2,301.5 |
2,263.9 |
|
| R1 |
2,279.3 |
2,279.3 |
2,260.5 |
2,271.8 |
| PP |
2,264.2 |
2,264.2 |
2,264.2 |
2,260.4 |
| S1 |
2,242.0 |
2,242.0 |
2,253.7 |
2,234.5 |
| S2 |
2,226.9 |
2,226.9 |
2,250.3 |
|
| S3 |
2,189.6 |
2,204.7 |
2,246.8 |
|
| S4 |
2,152.3 |
2,167.4 |
2,236.6 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.5 |
2,409.8 |
2,277.3 |
|
| R3 |
2,368.7 |
2,339.0 |
2,257.9 |
|
| R2 |
2,297.9 |
2,297.9 |
2,251.4 |
|
| R1 |
2,268.2 |
2,268.2 |
2,244.9 |
2,283.1 |
| PP |
2,227.1 |
2,227.1 |
2,227.1 |
2,234.6 |
| S1 |
2,197.4 |
2,197.4 |
2,231.9 |
2,212.3 |
| S2 |
2,156.3 |
2,156.3 |
2,225.4 |
|
| S3 |
2,085.5 |
2,126.6 |
2,218.9 |
|
| S4 |
2,014.7 |
2,055.8 |
2,199.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,286.4 |
2,186.1 |
100.3 |
4.4% |
32.4 |
1.4% |
71% |
True |
False |
201,619 |
| 10 |
2,286.4 |
2,170.8 |
115.6 |
5.1% |
32.2 |
1.4% |
75% |
True |
False |
137,198 |
| 20 |
2,286.4 |
2,108.5 |
177.9 |
7.9% |
29.9 |
1.3% |
84% |
True |
False |
95,650 |
| 40 |
2,286.4 |
2,016.3 |
270.1 |
12.0% |
25.4 |
1.1% |
89% |
True |
False |
52,209 |
| 60 |
2,286.4 |
2,016.3 |
270.1 |
12.0% |
24.9 |
1.1% |
89% |
True |
False |
36,342 |
| 80 |
2,286.4 |
2,016.3 |
270.1 |
12.0% |
24.7 |
1.1% |
89% |
True |
False |
27,979 |
| 100 |
2,286.4 |
1,994.8 |
291.6 |
12.9% |
25.1 |
1.1% |
90% |
True |
False |
22,947 |
| 120 |
2,286.4 |
1,914.8 |
371.6 |
16.5% |
24.9 |
1.1% |
92% |
True |
False |
19,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,444.9 |
|
2.618 |
2,384.1 |
|
1.618 |
2,346.8 |
|
1.000 |
2,323.7 |
|
0.618 |
2,309.5 |
|
HIGH |
2,286.4 |
|
0.618 |
2,272.2 |
|
0.500 |
2,267.8 |
|
0.382 |
2,263.3 |
|
LOW |
2,249.1 |
|
0.618 |
2,226.0 |
|
1.000 |
2,211.8 |
|
1.618 |
2,188.7 |
|
2.618 |
2,151.4 |
|
4.250 |
2,090.6 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,267.8 |
2,251.4 |
| PP |
2,264.2 |
2,245.7 |
| S1 |
2,260.7 |
2,240.1 |
|