| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
5,264.25 |
5,202.00 |
-62.25 |
-1.2% |
5,314.25 |
| High |
5,285.00 |
5,257.50 |
-27.50 |
-0.5% |
5,333.50 |
| Low |
5,176.50 |
5,173.50 |
-3.00 |
-0.1% |
5,191.50 |
| Close |
5,207.75 |
5,243.25 |
35.50 |
0.7% |
5,253.00 |
| Range |
108.50 |
84.00 |
-24.50 |
-22.6% |
142.00 |
| ATR |
57.55 |
59.44 |
1.89 |
3.3% |
0.00 |
| Volume |
2,369,864 |
1,762,470 |
-607,394 |
-25.6% |
7,804,486 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,476.75 |
5,444.00 |
5,289.50 |
|
| R3 |
5,392.75 |
5,360.00 |
5,266.25 |
|
| R2 |
5,308.75 |
5,308.75 |
5,258.75 |
|
| R1 |
5,276.00 |
5,276.00 |
5,251.00 |
5,292.50 |
| PP |
5,224.75 |
5,224.75 |
5,224.75 |
5,233.00 |
| S1 |
5,192.00 |
5,192.00 |
5,235.50 |
5,208.50 |
| S2 |
5,140.75 |
5,140.75 |
5,227.75 |
|
| S3 |
5,056.75 |
5,108.00 |
5,220.25 |
|
| S4 |
4,972.75 |
5,024.00 |
5,197.00 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,685.25 |
5,611.25 |
5,331.00 |
|
| R3 |
5,543.25 |
5,469.25 |
5,292.00 |
|
| R2 |
5,401.25 |
5,401.25 |
5,279.00 |
|
| R1 |
5,327.25 |
5,327.25 |
5,266.00 |
5,293.25 |
| PP |
5,259.25 |
5,259.25 |
5,259.25 |
5,242.50 |
| S1 |
5,185.25 |
5,185.25 |
5,240.00 |
5,151.25 |
| S2 |
5,117.25 |
5,117.25 |
5,227.00 |
|
| S3 |
4,975.25 |
5,043.25 |
5,214.00 |
|
| S4 |
4,833.25 |
4,901.25 |
5,175.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,285.00 |
5,173.50 |
111.50 |
2.1% |
74.50 |
1.4% |
63% |
False |
True |
1,772,052 |
| 10 |
5,333.50 |
5,173.50 |
160.00 |
3.1% |
65.75 |
1.3% |
44% |
False |
True |
1,607,427 |
| 20 |
5,333.50 |
5,167.75 |
165.75 |
3.2% |
56.25 |
1.1% |
46% |
False |
False |
1,520,206 |
| 40 |
5,333.50 |
5,017.75 |
315.75 |
6.0% |
54.00 |
1.0% |
71% |
False |
False |
958,603 |
| 60 |
5,333.50 |
4,799.25 |
534.25 |
10.2% |
52.00 |
1.0% |
83% |
False |
False |
640,973 |
| 80 |
5,333.50 |
4,754.50 |
579.00 |
11.0% |
50.25 |
1.0% |
84% |
False |
False |
481,456 |
| 100 |
5,333.50 |
4,602.75 |
730.75 |
13.9% |
47.50 |
0.9% |
88% |
False |
False |
385,265 |
| 120 |
5,333.50 |
4,215.25 |
1,118.25 |
21.3% |
48.50 |
0.9% |
92% |
False |
False |
321,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,614.50 |
|
2.618 |
5,477.50 |
|
1.618 |
5,393.50 |
|
1.000 |
5,341.50 |
|
0.618 |
5,309.50 |
|
HIGH |
5,257.50 |
|
0.618 |
5,225.50 |
|
0.500 |
5,215.50 |
|
0.382 |
5,205.50 |
|
LOW |
5,173.50 |
|
0.618 |
5,121.50 |
|
1.000 |
5,089.50 |
|
1.618 |
5,037.50 |
|
2.618 |
4,953.50 |
|
4.250 |
4,816.50 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,234.00 |
5,238.50 |
| PP |
5,224.75 |
5,234.00 |
| S1 |
5,215.50 |
5,229.25 |
|