| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,393.0 |
2,371.8 |
-21.2 |
-0.9% |
2,280.1 |
| High |
2,399.3 |
2,417.1 |
17.8 |
0.7% |
2,370.9 |
| Low |
2,359.2 |
2,365.0 |
5.8 |
0.2% |
2,269.6 |
| Close |
2,370.1 |
2,394.6 |
24.5 |
1.0% |
2,366.6 |
| Range |
40.1 |
52.1 |
12.0 |
29.9% |
101.3 |
| ATR |
34.7 |
35.9 |
1.2 |
3.6% |
0.0 |
| Volume |
8,955 |
17,339 |
8,384 |
93.6% |
37,101 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,548.5 |
2,523.7 |
2,423.3 |
|
| R3 |
2,496.4 |
2,471.6 |
2,408.9 |
|
| R2 |
2,444.3 |
2,444.3 |
2,404.2 |
|
| R1 |
2,419.5 |
2,419.5 |
2,399.4 |
2,431.9 |
| PP |
2,392.2 |
2,392.2 |
2,392.2 |
2,398.5 |
| S1 |
2,367.4 |
2,367.4 |
2,389.8 |
2,379.8 |
| S2 |
2,340.1 |
2,340.1 |
2,385.0 |
|
| S3 |
2,288.0 |
2,315.3 |
2,380.3 |
|
| S4 |
2,235.9 |
2,263.2 |
2,365.9 |
|
|
| 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 |
2,417.1 |
2,307.3 |
109.8 |
4.6% |
46.8 |
2.0% |
80% |
True |
False |
10,514 |
| 10 |
2,417.1 |
2,227.5 |
189.6 |
7.9% |
41.5 |
1.7% |
88% |
True |
False |
8,730 |
| 20 |
2,417.1 |
2,190.7 |
226.4 |
9.5% |
34.1 |
1.4% |
90% |
True |
False |
6,030 |
| 40 |
2,417.1 |
2,036.0 |
381.1 |
15.9% |
28.2 |
1.2% |
94% |
True |
False |
4,400 |
| 60 |
2,417.1 |
2,036.0 |
381.1 |
15.9% |
25.8 |
1.1% |
94% |
True |
False |
3,704 |
| 80 |
2,417.1 |
2,036.0 |
381.1 |
15.9% |
24.9 |
1.0% |
94% |
True |
False |
3,207 |
| 100 |
2,417.1 |
2,036.0 |
381.1 |
15.9% |
25.6 |
1.1% |
94% |
True |
False |
3,051 |
| 120 |
2,417.1 |
2,013.5 |
403.6 |
16.9% |
24.9 |
1.0% |
94% |
True |
False |
2,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.5 |
|
2.618 |
2,553.5 |
|
1.618 |
2,501.4 |
|
1.000 |
2,469.2 |
|
0.618 |
2,449.3 |
|
HIGH |
2,417.1 |
|
0.618 |
2,397.2 |
|
0.500 |
2,391.1 |
|
0.382 |
2,384.9 |
|
LOW |
2,365.0 |
|
0.618 |
2,332.8 |
|
1.000 |
2,312.9 |
|
1.618 |
2,280.7 |
|
2.618 |
2,228.6 |
|
4.250 |
2,143.6 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,393.4 |
2,392.5 |
| PP |
2,392.2 |
2,390.3 |
| S1 |
2,391.1 |
2,388.2 |
|