Trading Metrics calculated at close of trading on 02-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
5,056.0 |
5,042.0 |
-14.0 |
-0.3% |
4,996.0 |
High |
5,063.0 |
5,079.0 |
16.0 |
0.3% |
5,063.0 |
Low |
5,037.0 |
4,991.0 |
-46.0 |
-0.9% |
4,972.0 |
Close |
5,045.0 |
5,000.0 |
-45.0 |
-0.9% |
5,045.0 |
Range |
26.0 |
88.0 |
62.0 |
238.5% |
91.0 |
ATR |
44.4 |
47.5 |
3.1 |
7.0% |
0.0 |
Volume |
891,705 |
923,764 |
32,059 |
3.6% |
2,816,731 |
|
Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,287.3 |
5,231.7 |
5,048.4 |
|
R3 |
5,199.3 |
5,143.7 |
5,024.2 |
|
R2 |
5,111.3 |
5,111.3 |
5,016.1 |
|
R1 |
5,055.7 |
5,055.7 |
5,008.1 |
5,039.5 |
PP |
5,023.3 |
5,023.3 |
5,023.3 |
5,015.3 |
S1 |
4,967.7 |
4,967.7 |
4,991.9 |
4,951.5 |
S2 |
4,935.3 |
4,935.3 |
4,983.9 |
|
S3 |
4,847.3 |
4,879.7 |
4,975.8 |
|
S4 |
4,759.3 |
4,791.7 |
4,951.6 |
|
|
Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,299.7 |
5,263.3 |
5,095.1 |
|
R3 |
5,208.7 |
5,172.3 |
5,070.0 |
|
R2 |
5,117.7 |
5,117.7 |
5,061.7 |
|
R1 |
5,081.3 |
5,081.3 |
5,053.3 |
5,099.5 |
PP |
5,026.7 |
5,026.7 |
5,026.7 |
5,035.8 |
S1 |
4,990.3 |
4,990.3 |
5,036.7 |
5,008.5 |
S2 |
4,935.7 |
4,935.7 |
5,028.3 |
|
S3 |
4,844.7 |
4,899.3 |
5,020.0 |
|
S4 |
4,753.7 |
4,808.3 |
4,995.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,079.0 |
4,972.0 |
107.0 |
2.1% |
46.6 |
0.9% |
26% |
True |
False |
748,099 |
10 |
5,079.0 |
4,923.0 |
156.0 |
3.1% |
46.6 |
0.9% |
49% |
True |
False |
750,800 |
20 |
5,079.0 |
4,826.0 |
253.0 |
5.1% |
49.4 |
1.0% |
69% |
True |
False |
698,020 |
40 |
5,079.0 |
4,604.0 |
475.0 |
9.5% |
38.5 |
0.8% |
83% |
True |
False |
353,988 |
60 |
5,079.0 |
4,352.0 |
727.0 |
14.5% |
36.4 |
0.7% |
89% |
True |
False |
236,675 |
80 |
5,079.0 |
4,352.0 |
727.0 |
14.5% |
34.4 |
0.7% |
89% |
True |
False |
177,544 |
100 |
5,079.0 |
4,139.0 |
940.0 |
18.8% |
27.8 |
0.6% |
92% |
True |
False |
142,036 |
120 |
5,079.0 |
4,007.0 |
1,072.0 |
21.4% |
23.4 |
0.5% |
93% |
True |
False |
118,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,453.0 |
2.618 |
5,309.4 |
1.618 |
5,221.4 |
1.000 |
5,167.0 |
0.618 |
5,133.4 |
HIGH |
5,079.0 |
0.618 |
5,045.4 |
0.500 |
5,035.0 |
0.382 |
5,024.6 |
LOW |
4,991.0 |
0.618 |
4,936.6 |
1.000 |
4,903.0 |
1.618 |
4,848.6 |
2.618 |
4,760.6 |
4.250 |
4,617.0 |
|
|
Fisher Pivots for day following 02-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
5,035.0 |
5,035.0 |
PP |
5,023.3 |
5,023.3 |
S1 |
5,011.7 |
5,011.7 |
|