| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
5,023.0 |
4,967.0 |
-56.0 |
-1.1% |
5,042.0 |
| High |
5,043.0 |
4,978.0 |
-65.0 |
-1.3% |
5,079.0 |
| Low |
4,952.0 |
4,933.0 |
-19.0 |
-0.4% |
4,933.0 |
| Close |
5,026.0 |
4,964.0 |
-62.0 |
-1.2% |
4,964.0 |
| Range |
91.0 |
45.0 |
-46.0 |
-50.5% |
146.0 |
| ATR |
50.4 |
53.5 |
3.0 |
6.0% |
0.0 |
| Volume |
615,635 |
1,021,223 |
405,588 |
65.9% |
3,239,706 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,093.3 |
5,073.7 |
4,988.8 |
|
| R3 |
5,048.3 |
5,028.7 |
4,976.4 |
|
| R2 |
5,003.3 |
5,003.3 |
4,972.3 |
|
| R1 |
4,983.7 |
4,983.7 |
4,968.1 |
4,971.0 |
| PP |
4,958.3 |
4,958.3 |
4,958.3 |
4,952.0 |
| S1 |
4,938.7 |
4,938.7 |
4,959.9 |
4,926.0 |
| S2 |
4,913.3 |
4,913.3 |
4,955.8 |
|
| S3 |
4,868.3 |
4,893.7 |
4,951.6 |
|
| S4 |
4,823.3 |
4,848.7 |
4,939.3 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,430.0 |
5,343.0 |
5,044.3 |
|
| R3 |
5,284.0 |
5,197.0 |
5,004.2 |
|
| R2 |
5,138.0 |
5,138.0 |
4,990.8 |
|
| R1 |
5,051.0 |
5,051.0 |
4,977.4 |
5,021.5 |
| PP |
4,992.0 |
4,992.0 |
4,992.0 |
4,977.3 |
| S1 |
4,905.0 |
4,905.0 |
4,950.6 |
4,875.5 |
| S2 |
4,846.0 |
4,846.0 |
4,937.2 |
|
| S3 |
4,700.0 |
4,759.0 |
4,923.9 |
|
| S4 |
4,554.0 |
4,613.0 |
4,883.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,079.0 |
4,933.0 |
146.0 |
2.9% |
59.0 |
1.2% |
21% |
False |
True |
826,282 |
| 10 |
5,079.0 |
4,933.0 |
146.0 |
2.9% |
49.8 |
1.0% |
21% |
False |
True |
779,786 |
| 20 |
5,079.0 |
4,850.0 |
229.0 |
4.6% |
52.5 |
1.1% |
50% |
False |
False |
800,172 |
| 40 |
5,079.0 |
4,626.0 |
453.0 |
9.1% |
40.7 |
0.8% |
75% |
False |
False |
411,858 |
| 60 |
5,079.0 |
4,352.0 |
727.0 |
14.6% |
37.5 |
0.8% |
84% |
False |
False |
275,273 |
| 80 |
5,079.0 |
4,352.0 |
727.0 |
14.6% |
35.6 |
0.7% |
84% |
False |
False |
206,493 |
| 100 |
5,079.0 |
4,183.0 |
896.0 |
18.0% |
29.6 |
0.6% |
87% |
False |
False |
165,195 |
| 120 |
5,079.0 |
4,007.0 |
1,072.0 |
21.6% |
24.9 |
0.5% |
89% |
False |
False |
137,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,169.3 |
|
2.618 |
5,095.8 |
|
1.618 |
5,050.8 |
|
1.000 |
5,023.0 |
|
0.618 |
5,005.8 |
|
HIGH |
4,978.0 |
|
0.618 |
4,960.8 |
|
0.500 |
4,955.5 |
|
0.382 |
4,950.2 |
|
LOW |
4,933.0 |
|
0.618 |
4,905.2 |
|
1.000 |
4,888.0 |
|
1.618 |
4,860.2 |
|
2.618 |
4,815.2 |
|
4.250 |
4,741.8 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,961.2 |
4,988.0 |
| PP |
4,958.3 |
4,980.0 |
| S1 |
4,955.5 |
4,972.0 |
|