| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,341.3 |
2,331.1 |
-10.2 |
-0.4% |
2,280.1 |
| High |
2,345.9 |
2,370.9 |
25.0 |
1.1% |
2,370.9 |
| Low |
2,320.0 |
2,307.3 |
-12.7 |
-0.5% |
2,269.6 |
| Close |
2,329.4 |
2,366.6 |
37.2 |
1.6% |
2,366.6 |
| Range |
25.9 |
63.6 |
37.7 |
145.6% |
101.3 |
| ATR |
30.8 |
33.1 |
2.3 |
7.6% |
0.0 |
| Volume |
5,181 |
9,462 |
4,281 |
82.6% |
37,101 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.1 |
2,516.4 |
2,401.6 |
|
| R3 |
2,475.5 |
2,452.8 |
2,384.1 |
|
| R2 |
2,411.9 |
2,411.9 |
2,378.3 |
|
| R1 |
2,389.2 |
2,389.2 |
2,372.4 |
2,400.6 |
| PP |
2,348.3 |
2,348.3 |
2,348.3 |
2,353.9 |
| S1 |
2,325.6 |
2,325.6 |
2,360.8 |
2,337.0 |
| S2 |
2,284.7 |
2,284.7 |
2,354.9 |
|
| S3 |
2,221.1 |
2,262.0 |
2,349.1 |
|
| S4 |
2,157.5 |
2,198.4 |
2,331.6 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,639.6 |
2,604.4 |
2,422.3 |
|
| R3 |
2,538.3 |
2,503.1 |
2,394.5 |
|
| R2 |
2,437.0 |
2,437.0 |
2,385.2 |
|
| R1 |
2,401.8 |
2,401.8 |
2,375.9 |
2,419.4 |
| PP |
2,335.7 |
2,335.7 |
2,335.7 |
2,344.5 |
| S1 |
2,300.5 |
2,300.5 |
2,357.3 |
2,318.1 |
| S2 |
2,234.4 |
2,234.4 |
2,348.0 |
|
| S3 |
2,133.1 |
2,199.2 |
2,338.7 |
|
| S4 |
2,031.8 |
2,097.9 |
2,310.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,370.9 |
2,269.6 |
101.3 |
4.3% |
39.1 |
1.7% |
96% |
True |
False |
7,420 |
| 10 |
2,370.9 |
2,199.7 |
171.2 |
7.2% |
34.6 |
1.5% |
97% |
True |
False |
6,001 |
| 20 |
2,370.9 |
2,190.7 |
180.2 |
7.6% |
30.8 |
1.3% |
98% |
True |
False |
4,744 |
| 40 |
2,370.9 |
2,036.0 |
334.9 |
14.2% |
26.1 |
1.1% |
99% |
True |
False |
3,621 |
| 60 |
2,370.9 |
2,036.0 |
334.9 |
14.2% |
24.7 |
1.0% |
99% |
True |
False |
3,152 |
| 80 |
2,370.9 |
2,036.0 |
334.9 |
14.2% |
24.4 |
1.0% |
99% |
True |
False |
2,833 |
| 100 |
2,370.9 |
2,013.5 |
357.4 |
15.1% |
24.9 |
1.1% |
99% |
True |
False |
2,654 |
| 120 |
2,370.9 |
1,958.0 |
412.9 |
17.4% |
24.6 |
1.0% |
99% |
True |
False |
2,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,641.2 |
|
2.618 |
2,537.4 |
|
1.618 |
2,473.8 |
|
1.000 |
2,434.5 |
|
0.618 |
2,410.2 |
|
HIGH |
2,370.9 |
|
0.618 |
2,346.6 |
|
0.500 |
2,339.1 |
|
0.382 |
2,331.6 |
|
LOW |
2,307.3 |
|
0.618 |
2,268.0 |
|
1.000 |
2,243.7 |
|
1.618 |
2,204.4 |
|
2.618 |
2,140.8 |
|
4.250 |
2,037.0 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,357.4 |
2,357.4 |
| PP |
2,348.3 |
2,348.1 |
| S1 |
2,339.1 |
2,338.9 |
|