| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,372.4 |
2,351.7 |
-20.7 |
-0.9% |
2,259.2 |
| High |
2,378.1 |
2,395.6 |
17.5 |
0.7% |
2,350.0 |
| Low |
2,337.1 |
2,343.1 |
6.0 |
0.3% |
2,249.1 |
| Close |
2,348.4 |
2,372.7 |
24.3 |
1.0% |
2,345.4 |
| Range |
41.0 |
52.5 |
11.5 |
28.0% |
100.9 |
| ATR |
35.5 |
36.7 |
1.2 |
3.4% |
0.0 |
| Volume |
353,847 |
260,415 |
-93,432 |
-26.4% |
1,282,008 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,528.0 |
2,502.8 |
2,401.6 |
|
| R3 |
2,475.5 |
2,450.3 |
2,387.1 |
|
| R2 |
2,423.0 |
2,423.0 |
2,382.3 |
|
| R1 |
2,397.8 |
2,397.8 |
2,377.5 |
2,410.4 |
| PP |
2,370.5 |
2,370.5 |
2,370.5 |
2,376.8 |
| S1 |
2,345.3 |
2,345.3 |
2,367.9 |
2,357.9 |
| S2 |
2,318.0 |
2,318.0 |
2,363.1 |
|
| S3 |
2,265.5 |
2,292.8 |
2,358.3 |
|
| S4 |
2,213.0 |
2,240.3 |
2,343.8 |
|
|
| 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 |
2,395.6 |
2,286.2 |
109.4 |
4.6% |
47.4 |
2.0% |
79% |
True |
False |
294,530 |
| 10 |
2,395.6 |
2,207.5 |
188.1 |
7.9% |
42.1 |
1.8% |
88% |
True |
False |
271,169 |
| 20 |
2,395.6 |
2,170.8 |
224.8 |
9.5% |
34.9 |
1.5% |
90% |
True |
False |
183,488 |
| 40 |
2,395.6 |
2,016.3 |
379.3 |
16.0% |
29.2 |
1.2% |
94% |
True |
False |
106,785 |
| 60 |
2,395.6 |
2,016.3 |
379.3 |
16.0% |
26.8 |
1.1% |
94% |
True |
False |
73,177 |
| 80 |
2,395.6 |
2,016.3 |
379.3 |
16.0% |
26.0 |
1.1% |
94% |
True |
False |
55,591 |
| 100 |
2,395.6 |
2,016.3 |
379.3 |
16.0% |
26.6 |
1.1% |
94% |
True |
False |
45,099 |
| 120 |
2,395.6 |
1,994.8 |
400.8 |
16.9% |
26.1 |
1.1% |
94% |
True |
False |
38,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,618.7 |
|
2.618 |
2,533.0 |
|
1.618 |
2,480.5 |
|
1.000 |
2,448.1 |
|
0.618 |
2,428.0 |
|
HIGH |
2,395.6 |
|
0.618 |
2,375.5 |
|
0.500 |
2,369.4 |
|
0.382 |
2,363.2 |
|
LOW |
2,343.1 |
|
0.618 |
2,310.7 |
|
1.000 |
2,290.6 |
|
1.618 |
2,258.2 |
|
2.618 |
2,205.7 |
|
4.250 |
2,120.0 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,371.6 |
2,370.6 |
| PP |
2,370.5 |
2,368.5 |
| S1 |
2,369.4 |
2,366.4 |
|