Trading Metrics calculated at close of trading on 02-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
18,503.00 |
18,497.25 |
-5.75 |
0.0% |
18,567.00 |
High |
18,612.00 |
18,511.00 |
-101.00 |
-0.5% |
18,619.00 |
Low |
18,414.50 |
18,201.50 |
-213.00 |
-1.2% |
18,378.50 |
Close |
18,497.25 |
18,330.00 |
-167.25 |
-0.9% |
18,475.00 |
Range |
197.50 |
309.50 |
112.00 |
56.7% |
240.50 |
ATR |
237.11 |
242.28 |
5.17 |
2.2% |
0.00 |
Volume |
572,133 |
618,982 |
46,849 |
8.2% |
2,093,584 |
|
Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,276.00 |
19,112.50 |
18,500.25 |
|
R3 |
18,966.50 |
18,803.00 |
18,415.00 |
|
R2 |
18,657.00 |
18,657.00 |
18,386.75 |
|
R1 |
18,493.50 |
18,493.50 |
18,358.25 |
18,420.50 |
PP |
18,347.50 |
18,347.50 |
18,347.50 |
18,311.00 |
S1 |
18,184.00 |
18,184.00 |
18,301.75 |
18,111.00 |
S2 |
18,038.00 |
18,038.00 |
18,273.25 |
|
S3 |
17,728.50 |
17,874.50 |
18,245.00 |
|
S4 |
17,419.00 |
17,565.00 |
18,159.75 |
|
|
Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,212.25 |
19,084.25 |
18,607.25 |
|
R3 |
18,971.75 |
18,843.75 |
18,541.25 |
|
R2 |
18,731.25 |
18,731.25 |
18,519.00 |
|
R1 |
18,603.25 |
18,603.25 |
18,497.00 |
18,547.00 |
PP |
18,490.75 |
18,490.75 |
18,490.75 |
18,462.75 |
S1 |
18,362.75 |
18,362.75 |
18,453.00 |
18,306.50 |
S2 |
18,250.25 |
18,250.25 |
18,431.00 |
|
S3 |
18,009.75 |
18,122.25 |
18,408.75 |
|
S4 |
17,769.25 |
17,881.75 |
18,342.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,619.00 |
18,201.50 |
417.50 |
2.3% |
194.25 |
1.1% |
31% |
False |
True |
565,689 |
10 |
18,709.00 |
18,053.25 |
655.75 |
3.6% |
202.75 |
1.1% |
42% |
False |
False |
568,282 |
20 |
18,709.00 |
18,006.25 |
702.75 |
3.8% |
259.00 |
1.4% |
46% |
False |
False |
515,770 |
40 |
18,709.00 |
17,604.50 |
1,104.50 |
6.0% |
250.00 |
1.4% |
66% |
False |
False |
258,761 |
60 |
18,709.00 |
16,541.50 |
2,167.50 |
11.8% |
251.00 |
1.4% |
83% |
False |
False |
172,804 |
80 |
18,709.00 |
16,205.75 |
2,503.25 |
13.7% |
237.25 |
1.3% |
85% |
False |
False |
129,697 |
100 |
18,709.00 |
15,576.75 |
3,132.25 |
17.1% |
228.00 |
1.2% |
88% |
False |
False |
103,764 |
120 |
18,709.00 |
14,513.75 |
4,195.25 |
22.9% |
228.25 |
1.2% |
91% |
False |
False |
86,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,826.50 |
2.618 |
19,321.25 |
1.618 |
19,011.75 |
1.000 |
18,820.50 |
0.618 |
18,702.25 |
HIGH |
18,511.00 |
0.618 |
18,392.75 |
0.500 |
18,356.25 |
0.382 |
18,319.75 |
LOW |
18,201.50 |
0.618 |
18,010.25 |
1.000 |
17,892.00 |
1.618 |
17,700.75 |
2.618 |
17,391.25 |
4.250 |
16,886.00 |
|
|
Fisher Pivots for day following 02-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
18,356.25 |
18,406.75 |
PP |
18,347.50 |
18,381.25 |
S1 |
18,338.75 |
18,355.50 |
|