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 |
5,003.0 |
5,023.0 |
20.0 |
0.4% |
4,996.0 |
High |
5,028.0 |
5,043.0 |
15.0 |
0.3% |
5,063.0 |
Low |
4,983.0 |
4,952.0 |
-31.0 |
-0.6% |
4,972.0 |
Close |
5,025.0 |
5,026.0 |
1.0 |
0.0% |
5,045.0 |
Range |
45.0 |
91.0 |
46.0 |
102.2% |
91.0 |
ATR |
47.3 |
50.4 |
3.1 |
6.6% |
0.0 |
Volume |
679,084 |
615,635 |
-63,449 |
-9.3% |
2,816,731 |
|
Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,280.0 |
5,244.0 |
5,076.1 |
|
R3 |
5,189.0 |
5,153.0 |
5,051.0 |
|
R2 |
5,098.0 |
5,098.0 |
5,042.7 |
|
R1 |
5,062.0 |
5,062.0 |
5,034.3 |
5,080.0 |
PP |
5,007.0 |
5,007.0 |
5,007.0 |
5,016.0 |
S1 |
4,971.0 |
4,971.0 |
5,017.7 |
4,989.0 |
S2 |
4,916.0 |
4,916.0 |
5,009.3 |
|
S3 |
4,825.0 |
4,880.0 |
5,001.0 |
|
S4 |
4,734.0 |
4,789.0 |
4,976.0 |
|
|
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 |
4,952.0 |
127.0 |
2.5% |
58.0 |
1.2% |
58% |
False |
True |
757,015 |
10 |
5,079.0 |
4,937.0 |
142.0 |
2.8% |
52.0 |
1.0% |
63% |
False |
False |
749,623 |
20 |
5,079.0 |
4,844.0 |
235.0 |
4.7% |
52.5 |
1.0% |
77% |
False |
False |
755,986 |
40 |
5,079.0 |
4,625.0 |
454.0 |
9.0% |
40.5 |
0.8% |
88% |
False |
False |
386,345 |
60 |
5,079.0 |
4,352.0 |
727.0 |
14.5% |
37.5 |
0.7% |
93% |
False |
False |
258,253 |
80 |
5,079.0 |
4,352.0 |
727.0 |
14.5% |
35.6 |
0.7% |
93% |
False |
False |
193,728 |
100 |
5,079.0 |
4,183.0 |
896.0 |
17.8% |
29.1 |
0.6% |
94% |
False |
False |
154,983 |
120 |
5,079.0 |
4,007.0 |
1,072.0 |
21.3% |
24.5 |
0.5% |
95% |
False |
False |
129,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,429.8 |
2.618 |
5,281.2 |
1.618 |
5,190.2 |
1.000 |
5,134.0 |
0.618 |
5,099.2 |
HIGH |
5,043.0 |
0.618 |
5,008.2 |
0.500 |
4,997.5 |
0.382 |
4,986.8 |
LOW |
4,952.0 |
0.618 |
4,895.8 |
1.000 |
4,861.0 |
1.618 |
4,804.8 |
2.618 |
4,713.8 |
4.250 |
4,565.3 |
|
|
Fisher Pivots for day following 04-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
5,016.5 |
5,022.5 |
PP |
5,007.0 |
5,019.0 |
S1 |
4,997.5 |
5,015.5 |
|