| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,321.0 |
2,309.5 |
-11.5 |
-0.5% |
2,259.2 |
| High |
2,325.3 |
2,350.0 |
24.7 |
1.1% |
2,350.0 |
| Low |
2,298.7 |
2,286.2 |
-12.5 |
-0.5% |
2,249.1 |
| Close |
2,308.5 |
2,345.4 |
36.9 |
1.6% |
2,345.4 |
| Range |
26.6 |
63.8 |
37.2 |
139.8% |
100.9 |
| ATR |
31.6 |
33.9 |
2.3 |
7.3% |
0.0 |
| Volume |
236,227 |
293,212 |
56,985 |
24.1% |
1,282,008 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.6 |
2,495.8 |
2,380.5 |
|
| R3 |
2,454.8 |
2,432.0 |
2,362.9 |
|
| R2 |
2,391.0 |
2,391.0 |
2,357.1 |
|
| R1 |
2,368.2 |
2,368.2 |
2,351.2 |
2,379.6 |
| PP |
2,327.2 |
2,327.2 |
2,327.2 |
2,332.9 |
| S1 |
2,304.4 |
2,304.4 |
2,339.6 |
2,315.8 |
| S2 |
2,263.4 |
2,263.4 |
2,333.7 |
|
| S3 |
2,199.6 |
2,240.6 |
2,327.9 |
|
| S4 |
2,135.8 |
2,176.8 |
2,310.3 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.5 |
2,582.4 |
2,400.9 |
|
| R3 |
2,516.6 |
2,481.5 |
2,373.1 |
|
| R2 |
2,415.7 |
2,415.7 |
2,363.9 |
|
| R1 |
2,380.6 |
2,380.6 |
2,354.6 |
2,398.2 |
| PP |
2,314.8 |
2,314.8 |
2,314.8 |
2,323.6 |
| S1 |
2,279.7 |
2,279.7 |
2,336.2 |
2,297.3 |
| S2 |
2,213.9 |
2,213.9 |
2,326.9 |
|
| S3 |
2,113.0 |
2,178.8 |
2,317.7 |
|
| S4 |
2,012.1 |
2,077.9 |
2,289.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,350.0 |
2,249.1 |
100.9 |
4.3% |
39.7 |
1.7% |
95% |
True |
False |
256,401 |
| 10 |
2,350.0 |
2,180.2 |
169.8 |
7.2% |
35.3 |
1.5% |
97% |
True |
False |
215,753 |
| 20 |
2,350.0 |
2,170.8 |
179.2 |
7.6% |
31.9 |
1.4% |
97% |
True |
False |
140,721 |
| 40 |
2,350.0 |
2,016.3 |
333.7 |
14.2% |
27.2 |
1.2% |
99% |
True |
False |
77,984 |
| 60 |
2,350.0 |
2,016.3 |
333.7 |
14.2% |
26.0 |
1.1% |
99% |
True |
False |
53,813 |
| 80 |
2,350.0 |
2,016.3 |
333.7 |
14.2% |
25.4 |
1.1% |
99% |
True |
False |
41,062 |
| 100 |
2,350.0 |
1,994.8 |
355.2 |
15.1% |
25.9 |
1.1% |
99% |
True |
False |
33,410 |
| 120 |
2,350.0 |
1,940.0 |
410.0 |
17.5% |
25.7 |
1.1% |
99% |
True |
False |
28,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,621.2 |
|
2.618 |
2,517.0 |
|
1.618 |
2,453.2 |
|
1.000 |
2,413.8 |
|
0.618 |
2,389.4 |
|
HIGH |
2,350.0 |
|
0.618 |
2,325.6 |
|
0.500 |
2,318.1 |
|
0.382 |
2,310.6 |
|
LOW |
2,286.2 |
|
0.618 |
2,246.8 |
|
1.000 |
2,222.4 |
|
1.618 |
2,183.0 |
|
2.618 |
2,119.2 |
|
4.250 |
2,015.1 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,336.3 |
2,336.2 |
| PP |
2,327.2 |
2,327.0 |
| S1 |
2,318.1 |
2,317.9 |
|