| 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 |
2,259.2 |
2,272.7 |
13.5 |
0.6% |
2,188.5 |
| High |
2,286.4 |
2,301.9 |
15.5 |
0.7% |
2,256.9 |
| Low |
2,249.1 |
2,267.1 |
18.0 |
0.8% |
2,186.1 |
| Close |
2,257.1 |
2,281.8 |
24.7 |
1.1% |
2,238.4 |
| Range |
37.3 |
34.8 |
-2.5 |
-6.7% |
70.8 |
| ATR |
30.4 |
31.4 |
1.0 |
3.4% |
0.0 |
| Volume |
220,767 |
277,228 |
56,461 |
25.6% |
787,331 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.0 |
2,369.7 |
2,300.9 |
|
| R3 |
2,353.2 |
2,334.9 |
2,291.4 |
|
| R2 |
2,318.4 |
2,318.4 |
2,288.2 |
|
| R1 |
2,300.1 |
2,300.1 |
2,285.0 |
2,309.3 |
| PP |
2,283.6 |
2,283.6 |
2,283.6 |
2,288.2 |
| S1 |
2,265.3 |
2,265.3 |
2,278.6 |
2,274.5 |
| S2 |
2,248.8 |
2,248.8 |
2,275.4 |
|
| S3 |
2,214.0 |
2,230.5 |
2,272.2 |
|
| S4 |
2,179.2 |
2,195.7 |
2,262.7 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,439.5 |
2,409.8 |
2,277.3 |
|
| R3 |
2,368.7 |
2,339.0 |
2,257.9 |
|
| R2 |
2,297.9 |
2,297.9 |
2,251.4 |
|
| R1 |
2,268.2 |
2,268.2 |
2,244.9 |
2,283.1 |
| PP |
2,227.1 |
2,227.1 |
2,227.1 |
2,234.6 |
| S1 |
2,197.4 |
2,197.4 |
2,231.9 |
2,212.3 |
| S2 |
2,156.3 |
2,156.3 |
2,225.4 |
|
| S3 |
2,085.5 |
2,126.6 |
2,218.9 |
|
| S4 |
2,014.7 |
2,055.8 |
2,199.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,301.9 |
2,190.0 |
111.9 |
4.9% |
35.7 |
1.6% |
82% |
True |
False |
232,074 |
| 10 |
2,301.9 |
2,171.9 |
130.0 |
5.7% |
33.9 |
1.5% |
85% |
True |
False |
159,680 |
| 20 |
2,301.9 |
2,139.2 |
162.7 |
7.1% |
29.6 |
1.3% |
88% |
True |
False |
107,348 |
| 40 |
2,301.9 |
2,016.3 |
285.6 |
12.5% |
25.5 |
1.1% |
93% |
True |
False |
58,817 |
| 60 |
2,301.9 |
2,016.3 |
285.6 |
12.5% |
25.3 |
1.1% |
93% |
True |
False |
40,910 |
| 80 |
2,301.9 |
2,016.3 |
285.6 |
12.5% |
24.8 |
1.1% |
93% |
True |
False |
31,402 |
| 100 |
2,301.9 |
1,994.8 |
307.1 |
13.5% |
25.3 |
1.1% |
93% |
True |
False |
25,695 |
| 120 |
2,301.9 |
1,923.5 |
378.4 |
16.6% |
25.0 |
1.1% |
95% |
True |
False |
21,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,449.8 |
|
2.618 |
2,393.0 |
|
1.618 |
2,358.2 |
|
1.000 |
2,336.7 |
|
0.618 |
2,323.4 |
|
HIGH |
2,301.9 |
|
0.618 |
2,288.6 |
|
0.500 |
2,284.5 |
|
0.382 |
2,280.4 |
|
LOW |
2,267.1 |
|
0.618 |
2,245.6 |
|
1.000 |
2,232.3 |
|
1.618 |
2,210.8 |
|
2.618 |
2,176.0 |
|
4.250 |
2,119.2 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,284.5 |
2,272.8 |
| PP |
2,283.6 |
2,263.7 |
| S1 |
2,282.7 |
2,254.7 |
|