| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
5,244.00 |
5,166.50 |
-77.50 |
-1.5% |
5,263.25 |
| High |
5,248.75 |
5,213.25 |
-35.50 |
-0.7% |
5,285.00 |
| Low |
5,150.00 |
5,094.00 |
-56.00 |
-1.1% |
5,150.00 |
| Close |
5,167.50 |
5,104.00 |
-63.50 |
-1.2% |
5,167.50 |
| Range |
98.75 |
119.25 |
20.50 |
20.8% |
135.00 |
| ATR |
62.25 |
66.32 |
4.07 |
6.5% |
0.00 |
| Volume |
2,005,106 |
2,226,105 |
220,999 |
11.0% |
8,957,061 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,494.75 |
5,418.75 |
5,169.50 |
|
| R3 |
5,375.50 |
5,299.50 |
5,136.75 |
|
| R2 |
5,256.25 |
5,256.25 |
5,125.75 |
|
| R1 |
5,180.25 |
5,180.25 |
5,115.00 |
5,158.50 |
| PP |
5,137.00 |
5,137.00 |
5,137.00 |
5,126.25 |
| S1 |
5,061.00 |
5,061.00 |
5,093.00 |
5,039.50 |
| S2 |
5,017.75 |
5,017.75 |
5,082.25 |
|
| S3 |
4,898.50 |
4,941.75 |
5,071.25 |
|
| S4 |
4,779.25 |
4,822.50 |
5,038.50 |
|
|
| 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 |
5,094.00 |
191.00 |
3.7% |
95.25 |
1.9% |
5% |
False |
True |
2,003,103 |
| 10 |
5,308.50 |
5,094.00 |
214.50 |
4.2% |
80.25 |
1.6% |
5% |
False |
True |
1,786,241 |
| 20 |
5,333.50 |
5,094.00 |
239.50 |
4.7% |
60.75 |
1.2% |
4% |
False |
True |
1,525,930 |
| 40 |
5,333.50 |
5,017.75 |
315.75 |
6.2% |
57.00 |
1.1% |
27% |
False |
False |
1,064,031 |
| 60 |
5,333.50 |
4,862.50 |
471.00 |
9.2% |
53.75 |
1.1% |
51% |
False |
False |
711,412 |
| 80 |
5,333.50 |
4,754.50 |
579.00 |
11.3% |
52.00 |
1.0% |
60% |
False |
False |
534,283 |
| 100 |
5,333.50 |
4,618.00 |
715.50 |
14.0% |
49.25 |
1.0% |
68% |
False |
False |
427,574 |
| 120 |
5,333.50 |
4,215.25 |
1,118.25 |
21.9% |
49.25 |
1.0% |
79% |
False |
False |
356,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,720.00 |
|
2.618 |
5,525.50 |
|
1.618 |
5,406.25 |
|
1.000 |
5,332.50 |
|
0.618 |
5,287.00 |
|
HIGH |
5,213.25 |
|
0.618 |
5,167.75 |
|
0.500 |
5,153.50 |
|
0.382 |
5,139.50 |
|
LOW |
5,094.00 |
|
0.618 |
5,020.25 |
|
1.000 |
4,974.75 |
|
1.618 |
4,901.00 |
|
2.618 |
4,781.75 |
|
4.250 |
4,587.25 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,153.50 |
5,175.75 |
| PP |
5,137.00 |
5,151.75 |
| S1 |
5,120.50 |
5,128.00 |
|