| 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 |
2,150.6 |
2,126.0 |
-24.6 |
-1.1% |
2,092.6 |
| High |
2,167.0 |
2,129.5 |
-37.5 |
-1.7% |
2,161.8 |
| Low |
2,119.5 |
2,072.1 |
-47.4 |
-2.2% |
2,089.2 |
| Close |
2,123.0 |
2,082.7 |
-40.3 |
-1.9% |
2,145.9 |
| Range |
47.5 |
57.4 |
9.9 |
20.8% |
72.6 |
| ATR |
37.1 |
38.6 |
1.4 |
3.9% |
0.0 |
| Volume |
177,305 |
234,059 |
56,754 |
32.0% |
616,814 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,267.0 |
2,232.2 |
2,114.3 |
|
| R3 |
2,209.6 |
2,174.8 |
2,098.5 |
|
| R2 |
2,152.2 |
2,152.2 |
2,093.2 |
|
| R1 |
2,117.4 |
2,117.4 |
2,088.0 |
2,106.1 |
| PP |
2,094.8 |
2,094.8 |
2,094.8 |
2,089.1 |
| S1 |
2,060.0 |
2,060.0 |
2,077.4 |
2,048.7 |
| S2 |
2,037.4 |
2,037.4 |
2,072.2 |
|
| S3 |
1,980.0 |
2,002.6 |
2,066.9 |
|
| S4 |
1,922.6 |
1,945.2 |
2,051.1 |
|
|
| 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 |
2,072.1 |
94.9 |
4.6% |
41.5 |
2.0% |
11% |
False |
True |
184,762 |
| 10 |
2,167.0 |
2,032.5 |
134.5 |
6.5% |
39.6 |
1.9% |
37% |
False |
False |
179,425 |
| 20 |
2,167.0 |
2,032.5 |
134.5 |
6.5% |
37.2 |
1.8% |
37% |
False |
False |
175,674 |
| 40 |
2,167.0 |
1,947.2 |
219.8 |
10.6% |
38.1 |
1.8% |
62% |
False |
False |
88,116 |
| 60 |
2,167.0 |
1,925.7 |
241.3 |
11.6% |
38.5 |
1.9% |
65% |
False |
False |
58,805 |
| 80 |
2,167.0 |
1,886.0 |
281.0 |
13.5% |
37.8 |
1.8% |
70% |
False |
False |
44,125 |
| 100 |
2,167.0 |
1,725.3 |
441.7 |
21.2% |
35.2 |
1.7% |
81% |
False |
False |
35,301 |
| 120 |
2,167.0 |
1,676.0 |
491.0 |
23.6% |
32.9 |
1.6% |
83% |
False |
False |
29,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,373.5 |
|
2.618 |
2,279.8 |
|
1.618 |
2,222.4 |
|
1.000 |
2,186.9 |
|
0.618 |
2,165.0 |
|
HIGH |
2,129.5 |
|
0.618 |
2,107.6 |
|
0.500 |
2,100.8 |
|
0.382 |
2,094.0 |
|
LOW |
2,072.1 |
|
0.618 |
2,036.6 |
|
1.000 |
2,014.7 |
|
1.618 |
1,979.2 |
|
2.618 |
1,921.8 |
|
4.250 |
1,828.2 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,100.8 |
2,119.6 |
| PP |
2,094.8 |
2,107.3 |
| S1 |
2,088.7 |
2,095.0 |
|