| Trading Metrics calculated at close of trading on 05-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2023 |
05-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
2,001.3 |
2,038.2 |
36.9 |
1.8% |
2,000.3 |
| High |
2,043.4 |
2,049.2 |
5.8 |
0.3% |
2,005.5 |
| Low |
1,994.0 |
2,026.1 |
32.1 |
1.6% |
1,962.7 |
| Close |
2,038.2 |
2,035.6 |
-2.6 |
-0.1% |
1,986.2 |
| Range |
49.4 |
23.1 |
-26.3 |
-53.2% |
42.8 |
| ATR |
34.2 |
33.4 |
-0.8 |
-2.3% |
0.0 |
| Volume |
233,301 |
197,371 |
-35,930 |
-15.4% |
708,407 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.3 |
2,094.0 |
2,048.3 |
|
| R3 |
2,083.2 |
2,070.9 |
2,042.0 |
|
| R2 |
2,060.1 |
2,060.1 |
2,039.8 |
|
| R1 |
2,047.8 |
2,047.8 |
2,037.7 |
2,042.4 |
| PP |
2,037.0 |
2,037.0 |
2,037.0 |
2,034.3 |
| S1 |
2,024.7 |
2,024.7 |
2,033.5 |
2,019.3 |
| S2 |
2,013.9 |
2,013.9 |
2,031.4 |
|
| S3 |
1,990.8 |
2,001.6 |
2,029.2 |
|
| S4 |
1,967.7 |
1,978.5 |
2,022.9 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.2 |
2,092.5 |
2,009.7 |
|
| R3 |
2,070.4 |
2,049.7 |
1,998.0 |
|
| R2 |
2,027.6 |
2,027.6 |
1,994.0 |
|
| R1 |
2,006.9 |
2,006.9 |
1,990.1 |
1,995.9 |
| PP |
1,984.8 |
1,984.8 |
1,984.8 |
1,979.3 |
| S1 |
1,964.1 |
1,964.1 |
1,982.3 |
1,953.1 |
| S2 |
1,942.0 |
1,942.0 |
1,978.4 |
|
| S3 |
1,899.2 |
1,921.3 |
1,974.4 |
|
| S4 |
1,856.4 |
1,878.5 |
1,962.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,049.2 |
1,965.9 |
83.3 |
4.1% |
33.3 |
1.6% |
84% |
True |
False |
190,514 |
| 10 |
2,049.2 |
1,962.7 |
86.5 |
4.2% |
31.6 |
1.6% |
84% |
True |
False |
152,030 |
| 20 |
2,049.2 |
1,832.7 |
216.5 |
10.6% |
36.9 |
1.8% |
94% |
True |
False |
108,848 |
| 40 |
2,049.2 |
1,827.6 |
221.6 |
10.9% |
29.0 |
1.4% |
94% |
True |
False |
60,556 |
| 60 |
2,049.2 |
1,827.6 |
221.6 |
10.9% |
28.4 |
1.4% |
94% |
True |
False |
41,950 |
| 80 |
2,049.2 |
1,813.2 |
236.0 |
11.6% |
27.4 |
1.3% |
94% |
True |
False |
31,889 |
| 100 |
2,049.2 |
1,750.2 |
299.0 |
14.7% |
26.5 |
1.3% |
95% |
True |
False |
25,858 |
| 120 |
2,049.2 |
1,663.2 |
386.0 |
19.0% |
26.5 |
1.3% |
96% |
True |
False |
21,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.4 |
|
2.618 |
2,109.7 |
|
1.618 |
2,086.6 |
|
1.000 |
2,072.3 |
|
0.618 |
2,063.5 |
|
HIGH |
2,049.2 |
|
0.618 |
2,040.4 |
|
0.500 |
2,037.7 |
|
0.382 |
2,034.9 |
|
LOW |
2,026.1 |
|
0.618 |
2,011.8 |
|
1.000 |
2,003.0 |
|
1.618 |
1,988.7 |
|
2.618 |
1,965.6 |
|
4.250 |
1,927.9 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.7 |
2,026.3 |
| PP |
2,037.0 |
2,016.9 |
| S1 |
2,036.3 |
2,007.6 |
|