| 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 |
5,320.25 |
5,257.00 |
-63.25 |
-1.2% |
5,373.25 |
| High |
5,340.25 |
5,316.00 |
-24.25 |
-0.5% |
5,391.25 |
| Low |
5,236.00 |
5,233.00 |
-3.00 |
-0.1% |
5,249.00 |
| Close |
5,266.75 |
5,302.00 |
35.25 |
0.7% |
5,311.00 |
| Range |
104.25 |
83.00 |
-21.25 |
-20.4% |
142.25 |
| ATR |
56.55 |
58.44 |
1.89 |
3.3% |
0.00 |
| Volume |
2,590 |
1,934 |
-656 |
-25.3% |
9,708 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,532.75 |
5,500.25 |
5,347.75 |
|
| R3 |
5,449.75 |
5,417.25 |
5,324.75 |
|
| R2 |
5,366.75 |
5,366.75 |
5,317.25 |
|
| R1 |
5,334.25 |
5,334.25 |
5,309.50 |
5,350.50 |
| PP |
5,283.75 |
5,283.75 |
5,283.75 |
5,291.75 |
| S1 |
5,251.25 |
5,251.25 |
5,294.50 |
5,267.50 |
| S2 |
5,200.75 |
5,200.75 |
5,286.75 |
|
| S3 |
5,117.75 |
5,168.25 |
5,279.25 |
|
| S4 |
5,034.75 |
5,085.25 |
5,256.25 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,743.75 |
5,669.75 |
5,389.25 |
|
| R3 |
5,601.50 |
5,527.50 |
5,350.00 |
|
| R2 |
5,459.25 |
5,459.25 |
5,337.00 |
|
| R1 |
5,385.25 |
5,385.25 |
5,324.00 |
5,351.00 |
| PP |
5,317.00 |
5,317.00 |
5,317.00 |
5,300.00 |
| S1 |
5,243.00 |
5,243.00 |
5,298.00 |
5,209.00 |
| S2 |
5,174.75 |
5,174.75 |
5,285.00 |
|
| S3 |
5,032.50 |
5,100.75 |
5,272.00 |
|
| S4 |
4,890.25 |
4,958.50 |
5,232.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,340.25 |
5,233.00 |
107.25 |
2.0% |
73.00 |
1.4% |
64% |
False |
True |
1,818 |
| 10 |
5,391.25 |
5,233.00 |
158.25 |
3.0% |
64.75 |
1.2% |
44% |
False |
True |
1,722 |
| 20 |
5,391.25 |
5,224.00 |
167.25 |
3.2% |
55.25 |
1.0% |
47% |
False |
False |
1,716 |
| 40 |
5,391.25 |
5,070.25 |
321.00 |
6.1% |
52.75 |
1.0% |
72% |
False |
False |
1,161 |
| 60 |
5,391.25 |
4,845.00 |
546.25 |
10.3% |
50.00 |
0.9% |
84% |
False |
False |
857 |
| 80 |
5,391.25 |
4,803.25 |
588.00 |
11.1% |
47.75 |
0.9% |
85% |
False |
False |
647 |
| 100 |
5,391.25 |
4,654.25 |
737.00 |
13.9% |
42.50 |
0.8% |
88% |
False |
False |
525 |
| 120 |
5,391.25 |
4,255.50 |
1,135.75 |
21.4% |
41.50 |
0.8% |
92% |
False |
False |
457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,668.75 |
|
2.618 |
5,533.25 |
|
1.618 |
5,450.25 |
|
1.000 |
5,399.00 |
|
0.618 |
5,367.25 |
|
HIGH |
5,316.00 |
|
0.618 |
5,284.25 |
|
0.500 |
5,274.50 |
|
0.382 |
5,264.75 |
|
LOW |
5,233.00 |
|
0.618 |
5,181.75 |
|
1.000 |
5,150.00 |
|
1.618 |
5,098.75 |
|
2.618 |
5,015.75 |
|
4.250 |
4,880.25 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,292.75 |
5,297.00 |
| PP |
5,283.75 |
5,291.75 |
| S1 |
5,274.50 |
5,286.50 |
|