Trading Metrics calculated at close of trading on 03-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
5,294.50 |
5,262.50 |
-32.00 |
-0.6% |
5,290.50 |
High |
5,296.00 |
5,280.75 |
-15.25 |
-0.3% |
5,321.00 |
Low |
5,235.00 |
5,244.50 |
9.50 |
0.2% |
5,263.00 |
Close |
5,260.50 |
5,266.50 |
6.00 |
0.1% |
5,308.50 |
Range |
61.00 |
36.25 |
-24.75 |
-40.6% |
58.00 |
ATR |
48.09 |
47.24 |
-0.85 |
-1.8% |
0.00 |
Volume |
1,426,691 |
1,402,981 |
-23,710 |
-1.7% |
4,818,821 |
|
Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,372.75 |
5,355.75 |
5,286.50 |
|
R3 |
5,336.50 |
5,319.50 |
5,276.50 |
|
R2 |
5,300.25 |
5,300.25 |
5,273.25 |
|
R1 |
5,283.25 |
5,283.25 |
5,269.75 |
5,291.75 |
PP |
5,264.00 |
5,264.00 |
5,264.00 |
5,268.00 |
S1 |
5,247.00 |
5,247.00 |
5,263.25 |
5,255.50 |
S2 |
5,227.75 |
5,227.75 |
5,259.75 |
|
S3 |
5,191.50 |
5,210.75 |
5,256.50 |
|
S4 |
5,155.25 |
5,174.50 |
5,246.50 |
|
|
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 |
5,235.00 |
98.50 |
1.9% |
42.25 |
0.8% |
32% |
False |
False |
1,352,082 |
10 |
5,333.50 |
5,233.00 |
100.50 |
1.9% |
39.00 |
0.7% |
33% |
False |
False |
1,266,830 |
20 |
5,333.50 |
5,145.00 |
188.50 |
3.6% |
49.25 |
0.9% |
64% |
False |
False |
1,367,271 |
40 |
5,333.50 |
4,994.25 |
339.25 |
6.4% |
48.25 |
0.9% |
80% |
False |
False |
689,441 |
60 |
5,333.50 |
4,767.25 |
566.25 |
10.8% |
49.00 |
0.9% |
88% |
False |
False |
461,187 |
80 |
5,333.50 |
4,650.00 |
683.50 |
13.0% |
47.50 |
0.9% |
90% |
False |
False |
346,535 |
100 |
5,333.50 |
4,454.00 |
879.50 |
16.7% |
45.75 |
0.9% |
92% |
False |
False |
277,264 |
120 |
5,333.50 |
4,215.25 |
1,118.25 |
21.2% |
47.25 |
0.9% |
94% |
False |
False |
231,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,434.75 |
2.618 |
5,375.75 |
1.618 |
5,339.50 |
1.000 |
5,317.00 |
0.618 |
5,303.25 |
HIGH |
5,280.75 |
0.618 |
5,267.00 |
0.500 |
5,262.50 |
0.382 |
5,258.25 |
LOW |
5,244.50 |
0.618 |
5,222.00 |
1.000 |
5,208.25 |
1.618 |
5,185.75 |
2.618 |
5,149.50 |
4.250 |
5,090.50 |
|
|
Fisher Pivots for day following 03-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
5,265.25 |
5,284.25 |
PP |
5,264.00 |
5,278.25 |
S1 |
5,262.50 |
5,272.50 |
|