| 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 |
5,348.75 |
5,320.00 |
-28.75 |
-0.5% |
5,348.50 |
| High |
5,354.00 |
5,338.50 |
-15.50 |
-0.3% |
5,379.00 |
| Low |
5,293.50 |
5,303.00 |
9.50 |
0.2% |
5,320.75 |
| Close |
5,318.50 |
5,324.25 |
5.75 |
0.1% |
5,367.00 |
| Range |
60.50 |
35.50 |
-25.00 |
-41.3% |
58.25 |
| ATR |
47.15 |
46.32 |
-0.83 |
-1.8% |
0.00 |
| Volume |
1,364 |
1,408 |
44 |
3.2% |
4,020 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,428.50 |
5,411.75 |
5,343.75 |
|
| R3 |
5,393.00 |
5,376.25 |
5,334.00 |
|
| R2 |
5,357.50 |
5,357.50 |
5,330.75 |
|
| R1 |
5,340.75 |
5,340.75 |
5,327.50 |
5,349.00 |
| PP |
5,322.00 |
5,322.00 |
5,322.00 |
5,326.00 |
| S1 |
5,305.25 |
5,305.25 |
5,321.00 |
5,313.50 |
| S2 |
5,286.50 |
5,286.50 |
5,317.75 |
|
| S3 |
5,251.00 |
5,269.75 |
5,314.50 |
|
| S4 |
5,215.50 |
5,234.25 |
5,304.75 |
|
|
| 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% |
41.75 |
0.8% |
31% |
False |
False |
1,418 |
| 10 |
5,391.25 |
5,290.75 |
100.50 |
1.9% |
38.25 |
0.7% |
33% |
False |
False |
1,530 |
| 20 |
5,391.25 |
5,199.50 |
191.75 |
3.6% |
48.25 |
0.9% |
65% |
False |
False |
1,553 |
| 40 |
5,391.25 |
5,046.75 |
344.50 |
6.5% |
47.00 |
0.9% |
81% |
False |
False |
891 |
| 60 |
5,391.25 |
4,812.25 |
579.00 |
10.9% |
47.00 |
0.9% |
88% |
False |
False |
665 |
| 80 |
5,391.25 |
4,733.00 |
658.25 |
12.4% |
44.00 |
0.8% |
90% |
False |
False |
508 |
| 100 |
5,391.25 |
4,504.75 |
886.50 |
16.7% |
39.00 |
0.7% |
92% |
False |
False |
415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,489.50 |
|
2.618 |
5,431.50 |
|
1.618 |
5,396.00 |
|
1.000 |
5,374.00 |
|
0.618 |
5,360.50 |
|
HIGH |
5,338.50 |
|
0.618 |
5,325.00 |
|
0.500 |
5,320.75 |
|
0.382 |
5,316.50 |
|
LOW |
5,303.00 |
|
0.618 |
5,281.00 |
|
1.000 |
5,267.50 |
|
1.618 |
5,245.50 |
|
2.618 |
5,210.00 |
|
4.250 |
5,152.00 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,323.00 |
5,342.50 |
| PP |
5,322.00 |
5,336.25 |
| S1 |
5,320.75 |
5,330.25 |
|