| 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 |
2,019.8 |
2,056.3 |
36.5 |
1.8% |
2,017.0 |
| High |
2,061.1 |
2,067.1 |
6.0 |
0.3% |
2,022.8 |
| Low |
2,012.7 |
2,044.5 |
31.8 |
1.6% |
1,980.4 |
| Close |
2,056.2 |
2,053.6 |
-2.6 |
-0.1% |
2,004.1 |
| Range |
48.4 |
22.6 |
-25.8 |
-53.3% |
42.4 |
| ATR |
33.1 |
32.4 |
-0.8 |
-2.3% |
0.0 |
| Volume |
4,335 |
4,433 |
98 |
2.3% |
19,149 |
|
| Daily Pivots for day following 05-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,122.9 |
2,110.8 |
2,066.0 |
|
| R3 |
2,100.3 |
2,088.2 |
2,059.8 |
|
| R2 |
2,077.7 |
2,077.7 |
2,057.7 |
|
| R1 |
2,065.6 |
2,065.6 |
2,055.7 |
2,060.4 |
| PP |
2,055.1 |
2,055.1 |
2,055.1 |
2,052.4 |
| S1 |
2,043.0 |
2,043.0 |
2,051.5 |
2,037.8 |
| S2 |
2,032.5 |
2,032.5 |
2,049.5 |
|
| S3 |
2,009.9 |
2,020.4 |
2,047.4 |
|
| S4 |
1,987.3 |
1,997.8 |
2,041.2 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.6 |
2,109.3 |
2,027.4 |
|
| R3 |
2,087.2 |
2,066.9 |
2,015.8 |
|
| R2 |
2,044.8 |
2,044.8 |
2,011.9 |
|
| R1 |
2,024.5 |
2,024.5 |
2,008.0 |
2,013.5 |
| PP |
2,002.4 |
2,002.4 |
2,002.4 |
1,996.9 |
| S1 |
1,982.1 |
1,982.1 |
2,000.2 |
1,971.1 |
| S2 |
1,960.0 |
1,960.0 |
1,996.3 |
|
| S3 |
1,917.6 |
1,939.7 |
1,992.4 |
|
| S4 |
1,875.2 |
1,897.3 |
1,980.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,067.1 |
1,984.5 |
82.6 |
4.0% |
32.7 |
1.6% |
84% |
True |
False |
4,225 |
| 10 |
2,067.1 |
1,980.4 |
86.7 |
4.2% |
30.6 |
1.5% |
84% |
True |
False |
3,826 |
| 20 |
2,067.1 |
1,851.4 |
215.7 |
10.5% |
35.1 |
1.7% |
94% |
True |
False |
3,482 |
| 40 |
2,067.1 |
1,845.7 |
221.4 |
10.8% |
27.7 |
1.3% |
94% |
True |
False |
2,657 |
| 60 |
2,067.1 |
1,845.7 |
221.4 |
10.8% |
27.1 |
1.3% |
94% |
True |
False |
2,290 |
| 80 |
2,067.1 |
1,828.8 |
238.3 |
11.6% |
25.6 |
1.2% |
94% |
True |
False |
1,841 |
| 100 |
2,067.1 |
1,769.3 |
297.8 |
14.5% |
24.4 |
1.2% |
95% |
True |
False |
1,555 |
| 120 |
2,067.1 |
1,683.6 |
383.5 |
18.7% |
22.9 |
1.1% |
96% |
True |
False |
1,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.2 |
|
2.618 |
2,126.3 |
|
1.618 |
2,103.7 |
|
1.000 |
2,089.7 |
|
0.618 |
2,081.1 |
|
HIGH |
2,067.1 |
|
0.618 |
2,058.5 |
|
0.500 |
2,055.8 |
|
0.382 |
2,053.1 |
|
LOW |
2,044.5 |
|
0.618 |
2,030.5 |
|
1.000 |
2,021.9 |
|
1.618 |
2,007.9 |
|
2.618 |
1,985.3 |
|
4.250 |
1,948.5 |
|
|
| Fisher Pivots for day following 05-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,055.8 |
2,044.3 |
| PP |
2,055.1 |
2,035.1 |
| S1 |
2,054.3 |
2,025.8 |
|