| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,126.0 |
2,087.2 |
-38.8 |
-1.8% |
2,092.6 |
| High |
2,129.5 |
2,102.7 |
-26.8 |
-1.3% |
2,161.8 |
| Low |
2,072.1 |
2,069.9 |
-2.2 |
-0.1% |
2,089.2 |
| Close |
2,082.7 |
2,096.8 |
14.1 |
0.7% |
2,145.9 |
| Range |
57.4 |
32.8 |
-24.6 |
-42.9% |
72.6 |
| ATR |
38.6 |
38.1 |
-0.4 |
-1.1% |
0.0 |
| Volume |
234,059 |
188,513 |
-45,546 |
-19.5% |
616,814 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,188.2 |
2,175.3 |
2,114.8 |
|
| R3 |
2,155.4 |
2,142.5 |
2,105.8 |
|
| R2 |
2,122.6 |
2,122.6 |
2,102.8 |
|
| R1 |
2,109.7 |
2,109.7 |
2,099.8 |
2,116.2 |
| PP |
2,089.8 |
2,089.8 |
2,089.8 |
2,093.0 |
| S1 |
2,076.9 |
2,076.9 |
2,093.8 |
2,083.4 |
| S2 |
2,057.0 |
2,057.0 |
2,090.8 |
|
| S3 |
2,024.2 |
2,044.1 |
2,087.8 |
|
| S4 |
1,991.4 |
2,011.3 |
2,078.8 |
|
|
| 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 |
2,069.9 |
97.1 |
4.6% |
42.7 |
2.0% |
28% |
False |
True |
195,906 |
| 10 |
2,167.0 |
2,047.8 |
119.2 |
5.7% |
39.6 |
1.9% |
41% |
False |
False |
182,948 |
| 20 |
2,167.0 |
2,032.5 |
134.5 |
6.4% |
37.4 |
1.8% |
48% |
False |
False |
184,997 |
| 40 |
2,167.0 |
1,956.2 |
210.8 |
10.1% |
37.8 |
1.8% |
67% |
False |
False |
92,825 |
| 60 |
2,167.0 |
1,925.7 |
241.3 |
11.5% |
38.3 |
1.8% |
71% |
False |
False |
61,944 |
| 80 |
2,167.0 |
1,886.0 |
281.0 |
13.4% |
37.8 |
1.8% |
75% |
False |
False |
46,482 |
| 100 |
2,167.0 |
1,725.3 |
441.7 |
21.1% |
35.4 |
1.7% |
84% |
False |
False |
37,186 |
| 120 |
2,167.0 |
1,676.0 |
491.0 |
23.4% |
33.1 |
1.6% |
86% |
False |
False |
30,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,242.1 |
|
2.618 |
2,188.6 |
|
1.618 |
2,155.8 |
|
1.000 |
2,135.5 |
|
0.618 |
2,123.0 |
|
HIGH |
2,102.7 |
|
0.618 |
2,090.2 |
|
0.500 |
2,086.3 |
|
0.382 |
2,082.4 |
|
LOW |
2,069.9 |
|
0.618 |
2,049.6 |
|
1.000 |
2,037.1 |
|
1.618 |
2,016.8 |
|
2.618 |
1,984.0 |
|
4.250 |
1,930.5 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,093.3 |
2,118.5 |
| PP |
2,089.8 |
2,111.2 |
| S1 |
2,086.3 |
2,104.0 |
|