| 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 |
2,087.2 |
2,098.2 |
11.0 |
0.5% |
2,092.6 |
| High |
2,102.7 |
2,123.7 |
21.0 |
1.0% |
2,161.8 |
| Low |
2,069.9 |
2,068.9 |
-1.0 |
0.0% |
2,089.2 |
| Close |
2,096.8 |
2,074.4 |
-22.4 |
-1.1% |
2,145.9 |
| Range |
32.8 |
54.8 |
22.0 |
67.1% |
72.6 |
| ATR |
38.1 |
39.3 |
1.2 |
3.1% |
0.0 |
| Volume |
188,513 |
197,910 |
9,397 |
5.0% |
616,814 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,253.4 |
2,218.7 |
2,104.5 |
|
| R3 |
2,198.6 |
2,163.9 |
2,089.5 |
|
| R2 |
2,143.8 |
2,143.8 |
2,084.4 |
|
| R1 |
2,109.1 |
2,109.1 |
2,079.4 |
2,099.1 |
| PP |
2,089.0 |
2,089.0 |
2,089.0 |
2,084.0 |
| S1 |
2,054.3 |
2,054.3 |
2,069.4 |
2,044.3 |
| S2 |
2,034.2 |
2,034.2 |
2,064.4 |
|
| S3 |
1,979.4 |
1,999.5 |
2,059.3 |
|
| S4 |
1,924.6 |
1,944.7 |
2,044.3 |
|
|
| 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 |
2,068.9 |
98.1 |
4.7% |
44.4 |
2.1% |
6% |
False |
True |
197,839 |
| 10 |
2,167.0 |
2,068.9 |
98.1 |
4.7% |
39.0 |
1.9% |
6% |
False |
True |
179,092 |
| 20 |
2,167.0 |
2,032.5 |
134.5 |
6.5% |
38.8 |
1.9% |
31% |
False |
False |
194,713 |
| 40 |
2,167.0 |
1,966.5 |
200.5 |
9.7% |
38.5 |
1.9% |
54% |
False |
False |
97,768 |
| 60 |
2,167.0 |
1,925.7 |
241.3 |
11.6% |
38.3 |
1.8% |
62% |
False |
False |
65,240 |
| 80 |
2,167.0 |
1,900.7 |
266.3 |
12.8% |
38.2 |
1.8% |
65% |
False |
False |
48,956 |
| 100 |
2,167.0 |
1,725.3 |
441.7 |
21.3% |
35.9 |
1.7% |
79% |
False |
False |
39,165 |
| 120 |
2,167.0 |
1,676.0 |
491.0 |
23.7% |
33.4 |
1.6% |
81% |
False |
False |
32,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,356.6 |
|
2.618 |
2,267.2 |
|
1.618 |
2,212.4 |
|
1.000 |
2,178.5 |
|
0.618 |
2,157.6 |
|
HIGH |
2,123.7 |
|
0.618 |
2,102.8 |
|
0.500 |
2,096.3 |
|
0.382 |
2,089.8 |
|
LOW |
2,068.9 |
|
0.618 |
2,035.0 |
|
1.000 |
2,014.1 |
|
1.618 |
1,980.2 |
|
2.618 |
1,925.4 |
|
4.250 |
1,836.0 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.3 |
2,099.2 |
| PP |
2,089.0 |
2,090.9 |
| S1 |
2,081.7 |
2,082.7 |
|