| 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 |
2,140.6 |
2,150.6 |
10.0 |
0.5% |
2,092.6 |
| High |
2,161.8 |
2,167.0 |
5.2 |
0.2% |
2,161.8 |
| Low |
2,132.4 |
2,119.5 |
-12.9 |
-0.6% |
2,089.2 |
| Close |
2,145.9 |
2,123.0 |
-22.9 |
-1.1% |
2,145.9 |
| Range |
29.4 |
47.5 |
18.1 |
61.6% |
72.6 |
| ATR |
36.3 |
37.1 |
0.8 |
2.2% |
0.0 |
| Volume |
191,410 |
177,305 |
-14,105 |
-7.4% |
616,814 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,279.0 |
2,248.5 |
2,149.1 |
|
| R3 |
2,231.5 |
2,201.0 |
2,136.1 |
|
| R2 |
2,184.0 |
2,184.0 |
2,131.7 |
|
| R1 |
2,153.5 |
2,153.5 |
2,127.4 |
2,145.0 |
| PP |
2,136.5 |
2,136.5 |
2,136.5 |
2,132.3 |
| S1 |
2,106.0 |
2,106.0 |
2,118.6 |
2,097.5 |
| S2 |
2,089.0 |
2,089.0 |
2,114.3 |
|
| S3 |
2,041.5 |
2,058.5 |
2,109.9 |
|
| S4 |
1,994.0 |
2,011.0 |
2,096.9 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,350.1 |
2,320.6 |
2,185.8 |
|
| R3 |
2,277.5 |
2,248.0 |
2,165.9 |
|
| R2 |
2,204.9 |
2,204.9 |
2,159.2 |
|
| R1 |
2,175.4 |
2,175.4 |
2,152.6 |
2,190.2 |
| PP |
2,132.3 |
2,132.3 |
2,132.3 |
2,139.7 |
| S1 |
2,102.8 |
2,102.8 |
2,139.2 |
2,117.6 |
| S2 |
2,059.7 |
2,059.7 |
2,132.6 |
|
| S3 |
1,987.1 |
2,030.2 |
2,125.9 |
|
| S4 |
1,914.5 |
1,957.6 |
2,106.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,167.0 |
2,089.2 |
77.8 |
3.7% |
34.6 |
1.6% |
43% |
True |
False |
158,823 |
| 10 |
2,167.0 |
2,032.5 |
134.5 |
6.3% |
36.8 |
1.7% |
67% |
True |
False |
171,543 |
| 20 |
2,167.0 |
2,032.5 |
134.5 |
6.3% |
35.7 |
1.7% |
67% |
True |
False |
164,083 |
| 40 |
2,167.0 |
1,947.2 |
219.8 |
10.4% |
37.6 |
1.8% |
80% |
True |
False |
82,269 |
| 60 |
2,167.0 |
1,925.7 |
241.3 |
11.4% |
38.0 |
1.8% |
82% |
True |
False |
54,910 |
| 80 |
2,167.0 |
1,886.0 |
281.0 |
13.2% |
37.4 |
1.8% |
84% |
True |
False |
41,200 |
| 100 |
2,167.0 |
1,725.3 |
441.7 |
20.8% |
34.9 |
1.6% |
90% |
True |
False |
32,960 |
| 120 |
2,167.0 |
1,676.0 |
491.0 |
23.1% |
32.7 |
1.5% |
91% |
True |
False |
27,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,368.9 |
|
2.618 |
2,291.4 |
|
1.618 |
2,243.9 |
|
1.000 |
2,214.5 |
|
0.618 |
2,196.4 |
|
HIGH |
2,167.0 |
|
0.618 |
2,148.9 |
|
0.500 |
2,143.3 |
|
0.382 |
2,137.6 |
|
LOW |
2,119.5 |
|
0.618 |
2,090.1 |
|
1.000 |
2,072.0 |
|
1.618 |
2,042.6 |
|
2.618 |
1,995.1 |
|
4.250 |
1,917.6 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,143.3 |
2,131.4 |
| PP |
2,136.5 |
2,128.6 |
| S1 |
2,129.8 |
2,125.8 |
|