| 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 |
5,202.00 |
5,244.00 |
42.00 |
0.8% |
5,263.25 |
| High |
5,257.50 |
5,248.75 |
-8.75 |
-0.2% |
5,285.00 |
| Low |
5,173.50 |
5,150.00 |
-23.50 |
-0.5% |
5,150.00 |
| Close |
5,243.25 |
5,167.50 |
-75.75 |
-1.4% |
5,167.50 |
| Range |
84.00 |
98.75 |
14.75 |
17.6% |
135.00 |
| ATR |
59.44 |
62.25 |
2.81 |
4.7% |
0.00 |
| Volume |
1,762,470 |
2,005,106 |
242,636 |
13.8% |
8,957,061 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,485.00 |
5,425.00 |
5,221.75 |
|
| R3 |
5,386.25 |
5,326.25 |
5,194.75 |
|
| R2 |
5,287.50 |
5,287.50 |
5,185.50 |
|
| R1 |
5,227.50 |
5,227.50 |
5,176.50 |
5,208.00 |
| PP |
5,188.75 |
5,188.75 |
5,188.75 |
5,179.00 |
| S1 |
5,128.75 |
5,128.75 |
5,158.50 |
5,109.50 |
| S2 |
5,090.00 |
5,090.00 |
5,149.50 |
|
| S3 |
4,991.25 |
5,030.00 |
5,140.25 |
|
| S4 |
4,892.50 |
4,931.25 |
5,113.25 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,605.75 |
5,521.75 |
5,241.75 |
|
| R3 |
5,470.75 |
5,386.75 |
5,204.50 |
|
| R2 |
5,335.75 |
5,335.75 |
5,192.25 |
|
| R1 |
5,251.75 |
5,251.75 |
5,180.00 |
5,226.25 |
| PP |
5,200.75 |
5,200.75 |
5,200.75 |
5,188.00 |
| S1 |
5,116.75 |
5,116.75 |
5,155.00 |
5,091.25 |
| S2 |
5,065.75 |
5,065.75 |
5,142.75 |
|
| S3 |
4,930.75 |
4,981.75 |
5,130.50 |
|
| S4 |
4,795.75 |
4,846.75 |
5,093.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,285.00 |
5,150.00 |
135.00 |
2.6% |
78.00 |
1.5% |
13% |
False |
True |
1,791,412 |
| 10 |
5,333.50 |
5,150.00 |
183.50 |
3.6% |
73.50 |
1.4% |
10% |
False |
True |
1,676,154 |
| 20 |
5,333.50 |
5,150.00 |
183.50 |
3.6% |
57.75 |
1.1% |
10% |
False |
True |
1,511,014 |
| 40 |
5,333.50 |
5,017.75 |
315.75 |
6.1% |
55.00 |
1.1% |
47% |
False |
False |
1,008,586 |
| 60 |
5,333.50 |
4,816.50 |
517.00 |
10.0% |
52.75 |
1.0% |
68% |
False |
False |
674,352 |
| 80 |
5,333.50 |
4,754.50 |
579.00 |
11.2% |
51.00 |
1.0% |
71% |
False |
False |
506,479 |
| 100 |
5,333.50 |
4,614.25 |
719.25 |
13.9% |
48.25 |
0.9% |
77% |
False |
False |
405,314 |
| 120 |
5,333.50 |
4,215.25 |
1,118.25 |
21.6% |
48.75 |
0.9% |
85% |
False |
False |
337,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,668.50 |
|
2.618 |
5,507.25 |
|
1.618 |
5,408.50 |
|
1.000 |
5,347.50 |
|
0.618 |
5,309.75 |
|
HIGH |
5,248.75 |
|
0.618 |
5,211.00 |
|
0.500 |
5,199.50 |
|
0.382 |
5,187.75 |
|
LOW |
5,150.00 |
|
0.618 |
5,089.00 |
|
1.000 |
5,051.25 |
|
1.618 |
4,990.25 |
|
2.618 |
4,891.50 |
|
4.250 |
4,730.25 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,199.50 |
5,217.50 |
| PP |
5,188.75 |
5,200.75 |
| S1 |
5,178.00 |
5,184.25 |
|