Trading Metrics calculated at close of trading on 01-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
5,363.75 |
5,373.25 |
9.50 |
0.2% |
5,348.50 |
High |
5,379.00 |
5,391.25 |
12.25 |
0.2% |
5,379.00 |
Low |
5,359.25 |
5,341.25 |
-18.00 |
-0.3% |
5,320.75 |
Close |
5,367.00 |
5,353.75 |
-13.25 |
-0.2% |
5,367.00 |
Range |
19.75 |
50.00 |
30.25 |
153.2% |
58.25 |
ATR |
45.82 |
46.12 |
0.30 |
0.7% |
0.00 |
Volume |
1,112 |
1,777 |
665 |
59.8% |
4,020 |
|
Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,512.00 |
5,483.00 |
5,381.25 |
|
R3 |
5,462.00 |
5,433.00 |
5,367.50 |
|
R2 |
5,412.00 |
5,412.00 |
5,363.00 |
|
R1 |
5,383.00 |
5,383.00 |
5,358.25 |
5,372.50 |
PP |
5,362.00 |
5,362.00 |
5,362.00 |
5,357.00 |
S1 |
5,333.00 |
5,333.00 |
5,349.25 |
5,322.50 |
S2 |
5,312.00 |
5,312.00 |
5,344.50 |
|
S3 |
5,262.00 |
5,283.00 |
5,340.00 |
|
S4 |
5,212.00 |
5,233.00 |
5,326.25 |
|
|
Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,530.25 |
5,507.00 |
5,399.00 |
|
R3 |
5,472.00 |
5,448.75 |
5,383.00 |
|
R2 |
5,413.75 |
5,413.75 |
5,377.75 |
|
R1 |
5,390.50 |
5,390.50 |
5,372.25 |
5,402.00 |
PP |
5,355.50 |
5,355.50 |
5,355.50 |
5,361.50 |
S1 |
5,332.25 |
5,332.25 |
5,361.75 |
5,344.00 |
S2 |
5,297.25 |
5,297.25 |
5,356.25 |
|
S3 |
5,239.00 |
5,274.00 |
5,351.00 |
|
S4 |
5,180.75 |
5,215.75 |
5,335.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,391.25 |
5,320.75 |
70.50 |
1.3% |
34.00 |
0.6% |
47% |
True |
False |
1,159 |
10 |
5,391.25 |
5,238.50 |
152.75 |
2.9% |
40.25 |
0.8% |
75% |
True |
False |
1,521 |
20 |
5,391.25 |
5,179.50 |
211.75 |
4.0% |
48.00 |
0.9% |
82% |
True |
False |
1,459 |
40 |
5,391.25 |
5,030.75 |
360.50 |
6.7% |
47.25 |
0.9% |
90% |
True |
False |
841 |
60 |
5,391.25 |
4,803.25 |
588.00 |
11.0% |
47.00 |
0.9% |
94% |
True |
False |
619 |
80 |
5,391.25 |
4,698.75 |
692.50 |
12.9% |
43.25 |
0.8% |
95% |
True |
False |
474 |
100 |
5,391.25 |
4,502.25 |
889.00 |
16.6% |
38.50 |
0.7% |
96% |
True |
False |
388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,603.75 |
2.618 |
5,522.25 |
1.618 |
5,472.25 |
1.000 |
5,441.25 |
0.618 |
5,422.25 |
HIGH |
5,391.25 |
0.618 |
5,372.25 |
0.500 |
5,366.25 |
0.382 |
5,360.25 |
LOW |
5,341.25 |
0.618 |
5,310.25 |
1.000 |
5,291.25 |
1.618 |
5,260.25 |
2.618 |
5,210.25 |
4.250 |
5,128.75 |
|
|
Fisher Pivots for day following 01-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
5,366.25 |
5,359.75 |
PP |
5,362.00 |
5,357.75 |
S1 |
5,358.00 |
5,355.75 |
|