| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,281.7 |
2,301.7 |
20.0 |
0.9% |
2,166.6 |
| High |
2,298.8 |
2,302.9 |
4.1 |
0.2% |
2,234.1 |
| Low |
2,267.9 |
2,280.0 |
12.1 |
0.5% |
2,164.4 |
| Close |
2,294.4 |
2,288.8 |
-5.6 |
-0.2% |
2,217.4 |
| Range |
30.9 |
22.9 |
-8.0 |
-25.9% |
69.7 |
| ATR |
31.7 |
31.0 |
-0.6 |
-2.0% |
0.0 |
| Volume |
285 |
251 |
-34 |
-11.9% |
447,223 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,359.3 |
2,346.9 |
2,301.4 |
|
| R3 |
2,336.4 |
2,324.0 |
2,295.1 |
|
| R2 |
2,313.5 |
2,313.5 |
2,293.0 |
|
| R1 |
2,301.1 |
2,301.1 |
2,290.9 |
2,295.9 |
| PP |
2,290.6 |
2,290.6 |
2,290.6 |
2,287.9 |
| S1 |
2,278.2 |
2,278.2 |
2,286.7 |
2,273.0 |
| S2 |
2,267.7 |
2,267.7 |
2,284.6 |
|
| S3 |
2,244.8 |
2,255.3 |
2,282.5 |
|
| S4 |
2,221.9 |
2,232.4 |
2,276.2 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.4 |
2,385.6 |
2,255.7 |
|
| R3 |
2,344.7 |
2,315.9 |
2,236.6 |
|
| R2 |
2,275.0 |
2,275.0 |
2,230.2 |
|
| R1 |
2,246.2 |
2,246.2 |
2,223.8 |
2,260.6 |
| PP |
2,205.3 |
2,205.3 |
2,205.3 |
2,212.5 |
| S1 |
2,176.5 |
2,176.5 |
2,211.0 |
2,190.9 |
| S2 |
2,135.6 |
2,135.6 |
2,204.6 |
|
| S3 |
2,065.9 |
2,106.8 |
2,198.2 |
|
| S4 |
1,996.2 |
2,037.1 |
2,179.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,302.9 |
2,187.1 |
115.8 |
5.1% |
33.3 |
1.5% |
88% |
True |
False |
682 |
| 10 |
2,302.9 |
2,158.4 |
144.5 |
6.3% |
32.8 |
1.4% |
90% |
True |
False |
104,615 |
| 20 |
2,302.9 |
2,149.2 |
153.7 |
6.7% |
29.0 |
1.3% |
91% |
True |
False |
175,661 |
| 40 |
2,302.9 |
1,996.4 |
306.5 |
13.4% |
25.8 |
1.1% |
95% |
True |
False |
184,312 |
| 60 |
2,302.9 |
1,996.4 |
306.5 |
13.4% |
25.3 |
1.1% |
95% |
True |
False |
158,003 |
| 80 |
2,302.9 |
1,996.4 |
306.5 |
13.4% |
25.4 |
1.1% |
95% |
True |
False |
121,260 |
| 100 |
2,302.9 |
1,975.1 |
327.8 |
14.3% |
25.8 |
1.1% |
96% |
True |
False |
98,186 |
| 120 |
2,302.9 |
1,919.1 |
383.8 |
16.8% |
25.6 |
1.1% |
96% |
True |
False |
82,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,400.2 |
|
2.618 |
2,362.9 |
|
1.618 |
2,340.0 |
|
1.000 |
2,325.8 |
|
0.618 |
2,317.1 |
|
HIGH |
2,302.9 |
|
0.618 |
2,294.2 |
|
0.500 |
2,291.5 |
|
0.382 |
2,288.7 |
|
LOW |
2,280.0 |
|
0.618 |
2,265.8 |
|
1.000 |
2,257.1 |
|
1.618 |
2,242.9 |
|
2.618 |
2,220.0 |
|
4.250 |
2,182.7 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,291.5 |
2,284.3 |
| PP |
2,290.6 |
2,279.8 |
| S1 |
2,289.7 |
2,275.3 |
|