| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,389.4 |
2,369.4 |
-20.0 |
-0.8% |
2,343.6 |
| High |
2,448.8 |
2,404.3 |
-44.5 |
-1.8% |
2,448.8 |
| Low |
2,350.6 |
2,340.2 |
-10.4 |
-0.4% |
2,321.7 |
| Close |
2,374.1 |
2,383.0 |
8.9 |
0.4% |
2,374.1 |
| Range |
98.2 |
64.1 |
-34.1 |
-34.7% |
127.1 |
| ATR |
41.1 |
42.7 |
1.6 |
4.0% |
0.0 |
| Volume |
479,894 |
343,730 |
-136,164 |
-28.4% |
1,659,334 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.1 |
2,539.7 |
2,418.3 |
|
| R3 |
2,504.0 |
2,475.6 |
2,400.6 |
|
| R2 |
2,439.9 |
2,439.9 |
2,394.8 |
|
| R1 |
2,411.5 |
2,411.5 |
2,388.9 |
2,425.7 |
| PP |
2,375.8 |
2,375.8 |
2,375.8 |
2,383.0 |
| S1 |
2,347.4 |
2,347.4 |
2,377.1 |
2,361.6 |
| S2 |
2,311.7 |
2,311.7 |
2,371.2 |
|
| S3 |
2,247.6 |
2,283.3 |
2,365.4 |
|
| S4 |
2,183.5 |
2,219.2 |
2,347.7 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.8 |
2,695.6 |
2,444.0 |
|
| R3 |
2,635.7 |
2,568.5 |
2,409.1 |
|
| R2 |
2,508.6 |
2,508.6 |
2,397.4 |
|
| R1 |
2,441.4 |
2,441.4 |
2,385.8 |
2,475.0 |
| PP |
2,381.5 |
2,381.5 |
2,381.5 |
2,398.4 |
| S1 |
2,314.3 |
2,314.3 |
2,362.4 |
2,347.9 |
| S2 |
2,254.4 |
2,254.4 |
2,350.8 |
|
| S3 |
2,127.3 |
2,187.2 |
2,339.1 |
|
| S4 |
2,000.2 |
2,060.1 |
2,304.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,448.8 |
2,337.1 |
111.7 |
4.7% |
56.9 |
2.4% |
41% |
False |
False |
343,498 |
| 10 |
2,448.8 |
2,267.1 |
181.7 |
7.6% |
49.7 |
2.1% |
64% |
False |
False |
306,430 |
| 20 |
2,448.8 |
2,170.8 |
278.0 |
11.7% |
40.9 |
1.7% |
76% |
False |
False |
221,814 |
| 40 |
2,448.8 |
2,026.6 |
422.2 |
17.7% |
32.5 |
1.4% |
84% |
False |
False |
126,975 |
| 60 |
2,448.8 |
2,016.3 |
432.5 |
18.1% |
28.7 |
1.2% |
85% |
False |
False |
86,740 |
| 80 |
2,448.8 |
2,016.3 |
432.5 |
18.1% |
27.5 |
1.2% |
85% |
False |
False |
65,827 |
| 100 |
2,448.8 |
2,016.3 |
432.5 |
18.1% |
27.8 |
1.2% |
85% |
False |
False |
53,291 |
| 120 |
2,448.8 |
1,994.8 |
454.0 |
19.1% |
26.9 |
1.1% |
86% |
False |
False |
44,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,676.7 |
|
2.618 |
2,572.1 |
|
1.618 |
2,508.0 |
|
1.000 |
2,468.4 |
|
0.618 |
2,443.9 |
|
HIGH |
2,404.3 |
|
0.618 |
2,379.8 |
|
0.500 |
2,372.3 |
|
0.382 |
2,364.7 |
|
LOW |
2,340.2 |
|
0.618 |
2,300.6 |
|
1.000 |
2,276.1 |
|
1.618 |
2,236.5 |
|
2.618 |
2,172.4 |
|
4.250 |
2,067.8 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,379.4 |
2,394.5 |
| PP |
2,375.8 |
2,390.7 |
| S1 |
2,372.3 |
2,386.8 |
|