| Trading Metrics calculated at close of trading on 12-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
2,025.0 |
2,037.1 |
12.1 |
0.6% |
2,007.5 |
| High |
2,040.4 |
2,061.9 |
21.5 |
1.1% |
2,067.1 |
| Low |
2,022.1 |
2,034.4 |
12.3 |
0.6% |
1,984.5 |
| Close |
2,037.3 |
2,043.3 |
6.0 |
0.3% |
2,044.4 |
| Range |
18.3 |
27.5 |
9.2 |
50.3% |
82.6 |
| ATR |
30.5 |
30.3 |
-0.2 |
-0.7% |
0.0 |
| Volume |
5,572 |
6,304 |
732 |
13.1% |
17,522 |
|
| Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.0 |
2,113.7 |
2,058.4 |
|
| R3 |
2,101.5 |
2,086.2 |
2,050.9 |
|
| R2 |
2,074.0 |
2,074.0 |
2,048.3 |
|
| R1 |
2,058.7 |
2,058.7 |
2,045.8 |
2,066.4 |
| PP |
2,046.5 |
2,046.5 |
2,046.5 |
2,050.4 |
| S1 |
2,031.2 |
2,031.2 |
2,040.8 |
2,038.9 |
| S2 |
2,019.0 |
2,019.0 |
2,038.3 |
|
| S3 |
1,991.5 |
2,003.7 |
2,035.7 |
|
| S4 |
1,964.0 |
1,976.2 |
2,028.2 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,279.8 |
2,244.7 |
2,089.8 |
|
| R3 |
2,197.2 |
2,162.1 |
2,067.1 |
|
| R2 |
2,114.6 |
2,114.6 |
2,059.5 |
|
| R1 |
2,079.5 |
2,079.5 |
2,052.0 |
2,097.1 |
| PP |
2,032.0 |
2,032.0 |
2,032.0 |
2,040.8 |
| S1 |
1,996.9 |
1,996.9 |
2,036.8 |
2,014.5 |
| S2 |
1,949.4 |
1,949.4 |
2,029.3 |
|
| S3 |
1,866.8 |
1,914.3 |
2,021.7 |
|
| S4 |
1,784.2 |
1,831.7 |
1,999.0 |
|
|
| 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 |
2,015.0 |
52.1 |
2.5% |
22.7 |
1.1% |
54% |
False |
False |
4,869 |
| 10 |
2,067.1 |
1,984.5 |
82.6 |
4.0% |
27.0 |
1.3% |
71% |
False |
False |
4,600 |
| 20 |
2,067.1 |
1,924.2 |
142.9 |
7.0% |
33.5 |
1.6% |
83% |
False |
False |
3,750 |
| 40 |
2,067.1 |
1,845.7 |
221.4 |
10.8% |
28.0 |
1.4% |
89% |
False |
False |
2,975 |
| 60 |
2,067.1 |
1,845.7 |
221.4 |
10.8% |
27.3 |
1.3% |
89% |
False |
False |
2,491 |
| 80 |
2,067.1 |
1,828.8 |
238.3 |
11.7% |
25.7 |
1.3% |
90% |
False |
False |
2,073 |
| 100 |
2,067.1 |
1,785.6 |
281.5 |
13.8% |
24.3 |
1.2% |
92% |
False |
False |
1,737 |
| 120 |
2,067.1 |
1,683.6 |
383.5 |
18.8% |
23.1 |
1.1% |
94% |
False |
False |
1,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.8 |
|
2.618 |
2,133.9 |
|
1.618 |
2,106.4 |
|
1.000 |
2,089.4 |
|
0.618 |
2,078.9 |
|
HIGH |
2,061.9 |
|
0.618 |
2,051.4 |
|
0.500 |
2,048.2 |
|
0.382 |
2,044.9 |
|
LOW |
2,034.4 |
|
0.618 |
2,017.4 |
|
1.000 |
2,006.9 |
|
1.618 |
1,989.9 |
|
2.618 |
1,962.4 |
|
4.250 |
1,917.5 |
|
|
| Fisher Pivots for day following 12-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,048.2 |
2,041.7 |
| PP |
2,046.5 |
2,040.1 |
| S1 |
2,044.9 |
2,038.5 |
|