| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,301.7 |
2,321.0 |
19.3 |
0.8% |
2,188.5 |
| High |
2,321.8 |
2,325.3 |
3.5 |
0.2% |
2,256.9 |
| Low |
2,285.7 |
2,298.7 |
13.0 |
0.6% |
2,186.1 |
| Close |
2,315.0 |
2,308.5 |
-6.5 |
-0.3% |
2,238.4 |
| Range |
36.1 |
26.6 |
-9.5 |
-26.3% |
70.8 |
| ATR |
32.0 |
31.6 |
-0.4 |
-1.2% |
0.0 |
| Volume |
254,574 |
236,227 |
-18,347 |
-7.2% |
787,331 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,390.6 |
2,376.2 |
2,323.1 |
|
| R3 |
2,364.0 |
2,349.6 |
2,315.8 |
|
| R2 |
2,337.4 |
2,337.4 |
2,313.4 |
|
| R1 |
2,323.0 |
2,323.0 |
2,310.9 |
2,316.9 |
| PP |
2,310.8 |
2,310.8 |
2,310.8 |
2,307.8 |
| S1 |
2,296.4 |
2,296.4 |
2,306.1 |
2,290.3 |
| S2 |
2,284.2 |
2,284.2 |
2,303.6 |
|
| S3 |
2,257.6 |
2,269.8 |
2,301.2 |
|
| S4 |
2,231.0 |
2,243.2 |
2,293.9 |
|
|
| 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 |
2,325.3 |
2,207.5 |
117.8 |
5.1% |
36.8 |
1.6% |
86% |
True |
False |
247,808 |
| 10 |
2,325.3 |
2,180.2 |
145.1 |
6.3% |
34.6 |
1.5% |
88% |
True |
False |
199,150 |
| 20 |
2,325.3 |
2,170.8 |
154.5 |
6.7% |
29.8 |
1.3% |
89% |
True |
False |
129,147 |
| 40 |
2,325.3 |
2,016.3 |
309.0 |
13.4% |
26.0 |
1.1% |
95% |
True |
False |
70,801 |
| 60 |
2,325.3 |
2,016.3 |
309.0 |
13.4% |
25.2 |
1.1% |
95% |
True |
False |
48,974 |
| 80 |
2,325.3 |
2,016.3 |
309.0 |
13.4% |
25.1 |
1.1% |
95% |
True |
False |
37,457 |
| 100 |
2,325.3 |
1,994.8 |
330.5 |
14.3% |
25.5 |
1.1% |
95% |
True |
False |
30,517 |
| 120 |
2,325.3 |
1,938.1 |
387.2 |
16.8% |
25.3 |
1.1% |
96% |
True |
False |
25,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,438.4 |
|
2.618 |
2,394.9 |
|
1.618 |
2,368.3 |
|
1.000 |
2,351.9 |
|
0.618 |
2,341.7 |
|
HIGH |
2,325.3 |
|
0.618 |
2,315.1 |
|
0.500 |
2,312.0 |
|
0.382 |
2,308.9 |
|
LOW |
2,298.7 |
|
0.618 |
2,282.3 |
|
1.000 |
2,272.1 |
|
1.618 |
2,255.7 |
|
2.618 |
2,229.1 |
|
4.250 |
2,185.7 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,312.0 |
2,304.4 |
| PP |
2,310.8 |
2,300.3 |
| S1 |
2,309.7 |
2,296.2 |
|