| Trading Metrics calculated at close of trading on 06-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2023 |
06-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
2,056.3 |
2,055.0 |
-1.3 |
-0.1% |
2,017.0 |
| High |
2,067.1 |
2,055.4 |
-11.7 |
-0.6% |
2,022.8 |
| Low |
2,044.5 |
2,034.6 |
-9.9 |
-0.5% |
1,980.4 |
| Close |
2,053.6 |
2,044.4 |
-9.2 |
-0.4% |
2,004.1 |
| Range |
22.6 |
20.8 |
-1.8 |
-8.0% |
42.4 |
| ATR |
32.4 |
31.6 |
-0.8 |
-2.6% |
0.0 |
| Volume |
4,433 |
4,433 |
0 |
0.0% |
19,149 |
|
| Daily Pivots for day following 06-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.2 |
2,096.6 |
2,055.8 |
|
| R3 |
2,086.4 |
2,075.8 |
2,050.1 |
|
| R2 |
2,065.6 |
2,065.6 |
2,048.2 |
|
| R1 |
2,055.0 |
2,055.0 |
2,046.3 |
2,049.9 |
| PP |
2,044.8 |
2,044.8 |
2,044.8 |
2,042.3 |
| S1 |
2,034.2 |
2,034.2 |
2,042.5 |
2,029.1 |
| S2 |
2,024.0 |
2,024.0 |
2,040.6 |
|
| S3 |
2,003.2 |
2,013.4 |
2,038.7 |
|
| S4 |
1,982.4 |
1,992.6 |
2,033.0 |
|
|
| 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% |
30.8 |
1.5% |
73% |
False |
False |
4,334 |
| 10 |
2,067.1 |
1,980.4 |
86.7 |
4.2% |
28.9 |
1.4% |
74% |
False |
False |
3,958 |
| 20 |
2,067.1 |
1,867.0 |
200.1 |
9.8% |
35.0 |
1.7% |
89% |
False |
False |
3,654 |
| 40 |
2,067.1 |
1,845.7 |
221.4 |
10.8% |
27.8 |
1.4% |
90% |
False |
False |
2,711 |
| 60 |
2,067.1 |
1,845.7 |
221.4 |
10.8% |
27.3 |
1.3% |
90% |
False |
False |
2,353 |
| 80 |
2,067.1 |
1,828.8 |
238.3 |
11.7% |
25.7 |
1.3% |
90% |
False |
False |
1,895 |
| 100 |
2,067.1 |
1,785.6 |
281.5 |
13.8% |
24.1 |
1.2% |
92% |
False |
False |
1,592 |
| 120 |
2,067.1 |
1,683.6 |
383.5 |
18.8% |
22.9 |
1.1% |
94% |
False |
False |
1,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,143.8 |
|
2.618 |
2,109.9 |
|
1.618 |
2,089.1 |
|
1.000 |
2,076.2 |
|
0.618 |
2,068.3 |
|
HIGH |
2,055.4 |
|
0.618 |
2,047.5 |
|
0.500 |
2,045.0 |
|
0.382 |
2,042.5 |
|
LOW |
2,034.6 |
|
0.618 |
2,021.7 |
|
1.000 |
2,013.8 |
|
1.618 |
2,000.9 |
|
2.618 |
1,980.1 |
|
4.250 |
1,946.2 |
|
|
| Fisher Pivots for day following 06-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.0 |
2,042.9 |
| PP |
2,044.8 |
2,041.4 |
| S1 |
2,044.6 |
2,039.9 |
|