| 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 |
2,272.7 |
2,301.7 |
29.0 |
1.3% |
2,188.5 |
| High |
2,301.9 |
2,321.8 |
19.9 |
0.9% |
2,256.9 |
| Low |
2,267.1 |
2,285.7 |
18.6 |
0.8% |
2,186.1 |
| Close |
2,281.8 |
2,315.0 |
33.2 |
1.5% |
2,238.4 |
| Range |
34.8 |
36.1 |
1.3 |
3.7% |
70.8 |
| ATR |
31.4 |
32.0 |
0.6 |
2.0% |
0.0 |
| Volume |
277,228 |
254,574 |
-22,654 |
-8.2% |
787,331 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.8 |
2,401.5 |
2,334.9 |
|
| R3 |
2,379.7 |
2,365.4 |
2,324.9 |
|
| R2 |
2,343.6 |
2,343.6 |
2,321.6 |
|
| R1 |
2,329.3 |
2,329.3 |
2,318.3 |
2,336.5 |
| PP |
2,307.5 |
2,307.5 |
2,307.5 |
2,311.1 |
| S1 |
2,293.2 |
2,293.2 |
2,311.7 |
2,300.4 |
| S2 |
2,271.4 |
2,271.4 |
2,308.4 |
|
| S3 |
2,235.3 |
2,257.1 |
2,305.1 |
|
| S4 |
2,199.2 |
2,221.0 |
2,295.1 |
|
|
| 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 |
2,321.8 |
2,193.7 |
128.1 |
5.5% |
36.4 |
1.6% |
95% |
True |
False |
238,854 |
| 10 |
2,321.8 |
2,173.6 |
148.2 |
6.4% |
35.9 |
1.6% |
95% |
True |
False |
180,939 |
| 20 |
2,321.8 |
2,152.7 |
169.1 |
7.3% |
29.9 |
1.3% |
96% |
True |
False |
119,048 |
| 40 |
2,321.8 |
2,016.3 |
305.5 |
13.2% |
25.8 |
1.1% |
98% |
True |
False |
65,008 |
| 60 |
2,321.8 |
2,016.3 |
305.5 |
13.2% |
25.2 |
1.1% |
98% |
True |
False |
45,105 |
| 80 |
2,321.8 |
2,016.3 |
305.5 |
13.2% |
25.0 |
1.1% |
98% |
True |
False |
34,553 |
| 100 |
2,321.8 |
1,994.8 |
327.0 |
14.1% |
25.4 |
1.1% |
98% |
True |
False |
28,202 |
| 120 |
2,321.8 |
1,929.1 |
392.7 |
17.0% |
25.2 |
1.1% |
98% |
True |
False |
23,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,475.2 |
|
2.618 |
2,416.3 |
|
1.618 |
2,380.2 |
|
1.000 |
2,357.9 |
|
0.618 |
2,344.1 |
|
HIGH |
2,321.8 |
|
0.618 |
2,308.0 |
|
0.500 |
2,303.8 |
|
0.382 |
2,299.5 |
|
LOW |
2,285.7 |
|
0.618 |
2,263.4 |
|
1.000 |
2,249.6 |
|
1.618 |
2,227.3 |
|
2.618 |
2,191.2 |
|
4.250 |
2,132.3 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,311.3 |
2,305.2 |
| PP |
2,307.5 |
2,295.3 |
| S1 |
2,303.8 |
2,285.5 |
|