Trading Metrics calculated at close of trading on 01-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
5,308.00 |
5,314.25 |
6.25 |
0.1% |
5,290.50 |
High |
5,321.00 |
5,333.50 |
12.50 |
0.2% |
5,321.00 |
Low |
5,301.00 |
5,282.25 |
-18.75 |
-0.4% |
5,263.00 |
Close |
5,308.50 |
5,295.25 |
-13.25 |
-0.2% |
5,308.50 |
Range |
20.00 |
51.25 |
31.25 |
156.3% |
58.00 |
ATR |
46.77 |
47.09 |
0.32 |
0.7% |
0.00 |
Volume |
1,317,836 |
1,125,234 |
-192,602 |
-14.6% |
4,818,821 |
|
Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,457.50 |
5,427.50 |
5,323.50 |
|
R3 |
5,406.25 |
5,376.25 |
5,309.25 |
|
R2 |
5,355.00 |
5,355.00 |
5,304.75 |
|
R1 |
5,325.00 |
5,325.00 |
5,300.00 |
5,314.50 |
PP |
5,303.75 |
5,303.75 |
5,303.75 |
5,298.25 |
S1 |
5,273.75 |
5,273.75 |
5,290.50 |
5,263.00 |
S2 |
5,252.50 |
5,252.50 |
5,285.75 |
|
S3 |
5,201.25 |
5,222.50 |
5,281.25 |
|
S4 |
5,150.00 |
5,171.25 |
5,267.00 |
|
|
Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,471.50 |
5,448.00 |
5,340.50 |
|
R3 |
5,413.50 |
5,390.00 |
5,324.50 |
|
R2 |
5,355.50 |
5,355.50 |
5,319.25 |
|
R1 |
5,332.00 |
5,332.00 |
5,313.75 |
5,343.75 |
PP |
5,297.50 |
5,297.50 |
5,297.50 |
5,303.50 |
S1 |
5,274.00 |
5,274.00 |
5,303.25 |
5,285.75 |
S2 |
5,239.50 |
5,239.50 |
5,297.75 |
|
S3 |
5,181.50 |
5,216.00 |
5,292.50 |
|
S4 |
5,123.50 |
5,158.00 |
5,276.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,333.50 |
5,263.00 |
70.50 |
1.3% |
34.75 |
0.7% |
46% |
True |
False |
1,188,811 |
10 |
5,333.50 |
5,181.75 |
151.75 |
2.9% |
41.00 |
0.8% |
75% |
True |
False |
1,265,619 |
20 |
5,333.50 |
5,124.25 |
209.25 |
4.0% |
49.25 |
0.9% |
82% |
True |
False |
1,229,929 |
40 |
5,333.50 |
4,982.75 |
350.75 |
6.6% |
48.75 |
0.9% |
89% |
True |
False |
619,003 |
60 |
5,333.50 |
4,754.50 |
579.00 |
10.9% |
49.00 |
0.9% |
93% |
True |
False |
414,283 |
80 |
5,333.50 |
4,650.00 |
683.50 |
12.9% |
47.25 |
0.9% |
94% |
True |
False |
311,169 |
100 |
5,333.50 |
4,454.00 |
879.50 |
16.6% |
45.25 |
0.9% |
96% |
True |
False |
248,976 |
120 |
5,333.50 |
4,215.25 |
1,118.25 |
21.1% |
47.25 |
0.9% |
97% |
True |
False |
207,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,551.25 |
2.618 |
5,467.75 |
1.618 |
5,416.50 |
1.000 |
5,384.75 |
0.618 |
5,365.25 |
HIGH |
5,333.50 |
0.618 |
5,314.00 |
0.500 |
5,308.00 |
0.382 |
5,301.75 |
LOW |
5,282.25 |
0.618 |
5,250.50 |
1.000 |
5,231.00 |
1.618 |
5,199.25 |
2.618 |
5,148.00 |
4.250 |
5,064.50 |
|
|
Fisher Pivots for day following 01-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
5,308.00 |
5,302.00 |
PP |
5,303.75 |
5,299.75 |
S1 |
5,299.50 |
5,297.50 |
|