| 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 |
2,292.6 |
2,321.7 |
29.1 |
1.3% |
2,208.3 |
| High |
2,322.1 |
2,341.9 |
19.8 |
0.9% |
2,276.8 |
| Low |
2,288.0 |
2,306.8 |
18.8 |
0.8% |
2,205.8 |
| Close |
2,302.4 |
2,335.9 |
33.5 |
1.5% |
2,258.4 |
| Range |
34.1 |
35.1 |
1.0 |
2.9% |
71.0 |
| ATR |
30.5 |
31.2 |
0.6 |
2.1% |
0.0 |
| Volume |
8,190 |
6,512 |
-1,678 |
-20.5% |
19,799 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,433.5 |
2,419.8 |
2,355.2 |
|
| R3 |
2,398.4 |
2,384.7 |
2,345.6 |
|
| R2 |
2,363.3 |
2,363.3 |
2,342.3 |
|
| R1 |
2,349.6 |
2,349.6 |
2,339.1 |
2,356.5 |
| PP |
2,328.2 |
2,328.2 |
2,328.2 |
2,331.6 |
| S1 |
2,314.5 |
2,314.5 |
2,332.7 |
2,321.4 |
| S2 |
2,293.1 |
2,293.1 |
2,329.5 |
|
| S3 |
2,258.0 |
2,279.4 |
2,326.2 |
|
| S4 |
2,222.9 |
2,244.3 |
2,316.6 |
|
|
| 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 |
2,341.9 |
2,213.7 |
128.2 |
5.5% |
35.9 |
1.5% |
95% |
True |
False |
6,761 |
| 10 |
2,341.9 |
2,193.4 |
148.5 |
6.4% |
34.9 |
1.5% |
96% |
True |
False |
5,450 |
| 20 |
2,341.9 |
2,172.4 |
169.5 |
7.3% |
28.7 |
1.2% |
96% |
True |
False |
4,261 |
| 40 |
2,341.9 |
2,036.0 |
305.9 |
13.1% |
24.6 |
1.1% |
98% |
True |
False |
3,348 |
| 60 |
2,341.9 |
2,036.0 |
305.9 |
13.1% |
24.0 |
1.0% |
98% |
True |
False |
2,981 |
| 80 |
2,341.9 |
2,036.0 |
305.9 |
13.1% |
24.0 |
1.0% |
98% |
True |
False |
2,725 |
| 100 |
2,341.9 |
2,013.5 |
328.4 |
14.1% |
24.4 |
1.0% |
98% |
True |
False |
2,537 |
| 120 |
2,341.9 |
1,950.8 |
391.1 |
16.7% |
24.1 |
1.0% |
98% |
True |
False |
2,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,491.1 |
|
2.618 |
2,433.8 |
|
1.618 |
2,398.7 |
|
1.000 |
2,377.0 |
|
0.618 |
2,363.6 |
|
HIGH |
2,341.9 |
|
0.618 |
2,328.5 |
|
0.500 |
2,324.4 |
|
0.382 |
2,320.2 |
|
LOW |
2,306.8 |
|
0.618 |
2,285.1 |
|
1.000 |
2,271.7 |
|
1.618 |
2,250.0 |
|
2.618 |
2,214.9 |
|
4.250 |
2,157.6 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,332.1 |
2,325.9 |
| PP |
2,328.2 |
2,315.8 |
| S1 |
2,324.4 |
2,305.8 |
|