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 |
18,345.00 |
18,388.50 |
43.50 |
0.2% |
18,567.00 |
High |
18,451.75 |
18,568.00 |
116.25 |
0.6% |
18,619.00 |
Low |
18,232.50 |
18,055.25 |
-177.25 |
-1.0% |
18,378.50 |
Close |
18,373.25 |
18,076.75 |
-296.50 |
-1.6% |
18,475.00 |
Range |
219.25 |
512.75 |
293.50 |
133.9% |
240.50 |
ATR |
240.63 |
260.07 |
19.44 |
8.1% |
0.00 |
Volume |
597,987 |
777,140 |
179,153 |
30.0% |
2,093,584 |
|
Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,771.50 |
19,437.00 |
18,358.75 |
|
R3 |
19,258.75 |
18,924.25 |
18,217.75 |
|
R2 |
18,746.00 |
18,746.00 |
18,170.75 |
|
R1 |
18,411.50 |
18,411.50 |
18,123.75 |
18,322.50 |
PP |
18,233.25 |
18,233.25 |
18,233.25 |
18,188.75 |
S1 |
17,898.75 |
17,898.75 |
18,029.75 |
17,809.50 |
S2 |
17,720.50 |
17,720.50 |
17,982.75 |
|
S3 |
17,207.75 |
17,386.00 |
17,935.75 |
|
S4 |
16,695.00 |
16,873.25 |
17,794.75 |
|
|
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 |
18,612.00 |
18,055.25 |
556.75 |
3.1% |
266.00 |
1.5% |
4% |
False |
True |
616,287 |
10 |
18,709.00 |
18,055.25 |
653.75 |
3.6% |
220.50 |
1.2% |
3% |
False |
True |
577,874 |
20 |
18,709.00 |
18,006.25 |
702.75 |
3.9% |
262.75 |
1.5% |
10% |
False |
False |
583,463 |
40 |
18,709.00 |
17,604.50 |
1,104.50 |
6.1% |
258.25 |
1.4% |
43% |
False |
False |
293,105 |
60 |
18,709.00 |
16,866.00 |
1,843.00 |
10.2% |
252.00 |
1.4% |
66% |
False |
False |
195,691 |
80 |
18,709.00 |
16,325.75 |
2,383.25 |
13.2% |
240.25 |
1.3% |
73% |
False |
False |
146,884 |
100 |
18,709.00 |
15,608.75 |
3,100.25 |
17.2% |
232.00 |
1.3% |
80% |
False |
False |
117,515 |
120 |
18,709.00 |
14,513.75 |
4,195.25 |
23.2% |
231.50 |
1.3% |
85% |
False |
False |
97,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,747.25 |
2.618 |
19,910.50 |
1.618 |
19,397.75 |
1.000 |
19,080.75 |
0.618 |
18,885.00 |
HIGH |
18,568.00 |
0.618 |
18,372.25 |
0.500 |
18,311.50 |
0.382 |
18,251.00 |
LOW |
18,055.25 |
0.618 |
17,738.25 |
1.000 |
17,542.50 |
1.618 |
17,225.50 |
2.618 |
16,712.75 |
4.250 |
15,876.00 |
|
|
Fisher Pivots for day following 04-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
18,311.50 |
18,311.50 |
PP |
18,233.25 |
18,233.25 |
S1 |
18,155.00 |
18,155.00 |
|