| 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 |
5,373.25 |
5,348.75 |
-24.50 |
-0.5% |
5,348.50 |
| High |
5,391.25 |
5,354.00 |
-37.25 |
-0.7% |
5,379.00 |
| Low |
5,341.25 |
5,293.50 |
-47.75 |
-0.9% |
5,320.75 |
| Close |
5,353.75 |
5,318.50 |
-35.25 |
-0.7% |
5,367.00 |
| Range |
50.00 |
60.50 |
10.50 |
21.0% |
58.25 |
| ATR |
46.12 |
47.15 |
1.03 |
2.2% |
0.00 |
| Volume |
1,777 |
1,364 |
-413 |
-23.2% |
4,020 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,503.50 |
5,471.50 |
5,351.75 |
|
| R3 |
5,443.00 |
5,411.00 |
5,335.25 |
|
| R2 |
5,382.50 |
5,382.50 |
5,329.50 |
|
| R1 |
5,350.50 |
5,350.50 |
5,324.00 |
5,336.25 |
| PP |
5,322.00 |
5,322.00 |
5,322.00 |
5,315.00 |
| S1 |
5,290.00 |
5,290.00 |
5,313.00 |
5,275.75 |
| S2 |
5,261.50 |
5,261.50 |
5,307.50 |
|
| S3 |
5,201.00 |
5,229.50 |
5,301.75 |
|
| S4 |
5,140.50 |
5,169.00 |
5,285.25 |
|
|
| 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 |
5,293.50 |
97.75 |
1.8% |
42.00 |
0.8% |
26% |
False |
True |
1,308 |
| 10 |
5,391.25 |
5,243.50 |
147.75 |
2.8% |
40.50 |
0.8% |
51% |
False |
False |
1,520 |
| 20 |
5,391.25 |
5,179.50 |
211.75 |
4.0% |
50.00 |
0.9% |
66% |
False |
False |
1,497 |
| 40 |
5,391.25 |
5,044.00 |
347.25 |
6.5% |
47.00 |
0.9% |
79% |
False |
False |
870 |
| 60 |
5,391.25 |
4,803.25 |
588.00 |
11.1% |
47.25 |
0.9% |
88% |
False |
False |
642 |
| 80 |
5,391.25 |
4,698.75 |
692.50 |
13.0% |
44.00 |
0.8% |
89% |
False |
False |
490 |
| 100 |
5,391.25 |
4,502.25 |
889.00 |
16.7% |
39.00 |
0.7% |
92% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,611.00 |
|
2.618 |
5,512.50 |
|
1.618 |
5,452.00 |
|
1.000 |
5,414.50 |
|
0.618 |
5,391.50 |
|
HIGH |
5,354.00 |
|
0.618 |
5,331.00 |
|
0.500 |
5,323.75 |
|
0.382 |
5,316.50 |
|
LOW |
5,293.50 |
|
0.618 |
5,256.00 |
|
1.000 |
5,233.00 |
|
1.618 |
5,195.50 |
|
2.618 |
5,135.00 |
|
4.250 |
5,036.50 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,323.75 |
5,342.50 |
| PP |
5,322.00 |
5,334.50 |
| S1 |
5,320.25 |
5,326.50 |
|