| 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 |
2,280.1 |
2,292.6 |
12.5 |
0.5% |
2,208.3 |
| High |
2,306.5 |
2,322.1 |
15.6 |
0.7% |
2,276.8 |
| Low |
2,269.6 |
2,288.0 |
18.4 |
0.8% |
2,205.8 |
| Close |
2,277.5 |
2,302.4 |
24.9 |
1.1% |
2,258.4 |
| Range |
36.9 |
34.1 |
-2.8 |
-7.6% |
71.0 |
| ATR |
29.4 |
30.5 |
1.1 |
3.7% |
0.0 |
| Volume |
7,756 |
8,190 |
434 |
5.6% |
19,799 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,406.5 |
2,388.5 |
2,321.2 |
|
| R3 |
2,372.4 |
2,354.4 |
2,311.8 |
|
| R2 |
2,338.3 |
2,338.3 |
2,308.7 |
|
| R1 |
2,320.3 |
2,320.3 |
2,305.5 |
2,329.3 |
| PP |
2,304.2 |
2,304.2 |
2,304.2 |
2,308.7 |
| S1 |
2,286.2 |
2,286.2 |
2,299.3 |
2,295.2 |
| S2 |
2,270.1 |
2,270.1 |
2,296.1 |
|
| S3 |
2,236.0 |
2,252.1 |
2,293.0 |
|
| S4 |
2,201.9 |
2,218.0 |
2,283.6 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.0 |
2,430.2 |
2,297.5 |
|
| R3 |
2,389.0 |
2,359.2 |
2,277.9 |
|
| R2 |
2,318.0 |
2,318.0 |
2,271.4 |
|
| R1 |
2,288.2 |
2,288.2 |
2,264.9 |
2,303.1 |
| PP |
2,247.0 |
2,247.0 |
2,247.0 |
2,254.5 |
| S1 |
2,217.2 |
2,217.2 |
2,251.9 |
2,232.1 |
| S2 |
2,176.0 |
2,176.0 |
2,245.4 |
|
| S3 |
2,105.0 |
2,146.2 |
2,238.9 |
|
| S4 |
2,034.0 |
2,075.2 |
2,219.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,322.1 |
2,210.1 |
112.0 |
4.9% |
35.2 |
1.5% |
82% |
True |
False |
6,413 |
| 10 |
2,322.1 |
2,191.7 |
130.4 |
5.7% |
33.0 |
1.4% |
85% |
True |
False |
5,008 |
| 20 |
2,322.1 |
2,158.1 |
164.0 |
7.1% |
28.5 |
1.2% |
88% |
True |
False |
4,097 |
| 40 |
2,322.1 |
2,036.0 |
286.1 |
12.4% |
24.4 |
1.1% |
93% |
True |
False |
3,231 |
| 60 |
2,322.1 |
2,036.0 |
286.1 |
12.4% |
24.1 |
1.0% |
93% |
True |
False |
2,901 |
| 80 |
2,322.1 |
2,036.0 |
286.1 |
12.4% |
23.7 |
1.0% |
93% |
True |
False |
2,668 |
| 100 |
2,322.1 |
2,013.5 |
308.6 |
13.4% |
24.3 |
1.1% |
94% |
True |
False |
2,484 |
| 120 |
2,322.1 |
1,941.0 |
381.1 |
16.6% |
23.8 |
1.0% |
95% |
True |
False |
2,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.0 |
|
2.618 |
2,411.4 |
|
1.618 |
2,377.3 |
|
1.000 |
2,356.2 |
|
0.618 |
2,343.2 |
|
HIGH |
2,322.1 |
|
0.618 |
2,309.1 |
|
0.500 |
2,305.1 |
|
0.382 |
2,301.0 |
|
LOW |
2,288.0 |
|
0.618 |
2,266.9 |
|
1.000 |
2,253.9 |
|
1.618 |
2,232.8 |
|
2.618 |
2,198.7 |
|
4.250 |
2,143.1 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,305.1 |
2,293.2 |
| PP |
2,304.2 |
2,284.0 |
| S1 |
2,303.3 |
2,274.8 |
|