| Trading Metrics calculated at close of trading on 12-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,351.7 |
2,389.4 |
37.7 |
1.6% |
2,343.6 |
| High |
2,395.6 |
2,448.8 |
53.2 |
2.2% |
2,448.8 |
| Low |
2,343.1 |
2,350.6 |
7.5 |
0.3% |
2,321.7 |
| Close |
2,372.7 |
2,374.1 |
1.4 |
0.1% |
2,374.1 |
| Range |
52.5 |
98.2 |
45.7 |
87.0% |
127.1 |
| ATR |
36.7 |
41.1 |
4.4 |
12.0% |
0.0 |
| Volume |
260,415 |
479,894 |
219,479 |
84.3% |
1,659,334 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,685.8 |
2,628.1 |
2,428.1 |
|
| R3 |
2,587.6 |
2,529.9 |
2,401.1 |
|
| R2 |
2,489.4 |
2,489.4 |
2,392.1 |
|
| R1 |
2,431.7 |
2,431.7 |
2,383.1 |
2,411.5 |
| PP |
2,391.2 |
2,391.2 |
2,391.2 |
2,381.0 |
| S1 |
2,333.5 |
2,333.5 |
2,365.1 |
2,313.3 |
| S2 |
2,293.0 |
2,293.0 |
2,356.1 |
|
| S3 |
2,194.8 |
2,235.3 |
2,347.1 |
|
| S4 |
2,096.6 |
2,137.1 |
2,320.1 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.8 |
2,695.6 |
2,444.0 |
|
| R3 |
2,635.7 |
2,568.5 |
2,409.1 |
|
| R2 |
2,508.6 |
2,508.6 |
2,397.4 |
|
| R1 |
2,441.4 |
2,441.4 |
2,385.8 |
2,475.0 |
| PP |
2,381.5 |
2,381.5 |
2,381.5 |
2,398.4 |
| S1 |
2,314.3 |
2,314.3 |
2,362.4 |
2,347.9 |
| S2 |
2,254.4 |
2,254.4 |
2,350.8 |
|
| S3 |
2,127.3 |
2,187.2 |
2,339.1 |
|
| S4 |
2,000.2 |
2,060.1 |
2,304.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,448.8 |
2,321.7 |
127.1 |
5.4% |
54.3 |
2.3% |
41% |
True |
False |
331,866 |
| 10 |
2,448.8 |
2,249.1 |
199.7 |
8.4% |
47.0 |
2.0% |
63% |
True |
False |
294,134 |
| 20 |
2,448.8 |
2,170.8 |
278.0 |
11.7% |
38.6 |
1.6% |
73% |
True |
False |
206,056 |
| 40 |
2,448.8 |
2,021.8 |
427.0 |
18.0% |
31.3 |
1.3% |
83% |
True |
False |
118,576 |
| 60 |
2,448.8 |
2,016.3 |
432.5 |
18.2% |
27.9 |
1.2% |
83% |
True |
False |
81,057 |
| 80 |
2,448.8 |
2,016.3 |
432.5 |
18.2% |
26.9 |
1.1% |
83% |
True |
False |
61,554 |
| 100 |
2,448.8 |
2,016.3 |
432.5 |
18.2% |
27.3 |
1.2% |
83% |
True |
False |
49,869 |
| 120 |
2,448.8 |
1,994.8 |
454.0 |
19.1% |
26.6 |
1.1% |
84% |
True |
False |
42,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.2 |
|
2.618 |
2,705.9 |
|
1.618 |
2,607.7 |
|
1.000 |
2,547.0 |
|
0.618 |
2,509.5 |
|
HIGH |
2,448.8 |
|
0.618 |
2,411.3 |
|
0.500 |
2,399.7 |
|
0.382 |
2,388.1 |
|
LOW |
2,350.6 |
|
0.618 |
2,289.9 |
|
1.000 |
2,252.4 |
|
1.618 |
2,191.7 |
|
2.618 |
2,093.5 |
|
4.250 |
1,933.3 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,399.7 |
2,393.0 |
| PP |
2,391.2 |
2,386.7 |
| S1 |
2,382.6 |
2,380.4 |
|