| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
2,321.7 |
2,341.3 |
19.6 |
0.8% |
2,208.3 |
| High |
2,341.9 |
2,345.9 |
4.0 |
0.2% |
2,276.8 |
| Low |
2,306.8 |
2,320.0 |
13.2 |
0.6% |
2,205.8 |
| Close |
2,335.9 |
2,329.4 |
-6.5 |
-0.3% |
2,258.4 |
| Range |
35.1 |
25.9 |
-9.2 |
-26.2% |
71.0 |
| ATR |
31.2 |
30.8 |
-0.4 |
-1.2% |
0.0 |
| Volume |
6,512 |
5,181 |
-1,331 |
-20.4% |
19,799 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,409.5 |
2,395.3 |
2,343.6 |
|
| R3 |
2,383.6 |
2,369.4 |
2,336.5 |
|
| R2 |
2,357.7 |
2,357.7 |
2,334.1 |
|
| R1 |
2,343.5 |
2,343.5 |
2,331.8 |
2,337.7 |
| PP |
2,331.8 |
2,331.8 |
2,331.8 |
2,328.8 |
| S1 |
2,317.6 |
2,317.6 |
2,327.0 |
2,311.8 |
| S2 |
2,305.9 |
2,305.9 |
2,324.7 |
|
| S3 |
2,280.0 |
2,291.7 |
2,322.3 |
|
| S4 |
2,254.1 |
2,265.8 |
2,315.2 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.0 |
2,430.2 |
2,297.5 |
|
| R3 |
2,389.0 |
2,359.2 |
2,277.9 |
|
| R2 |
2,318.0 |
2,318.0 |
2,271.4 |
|
| R1 |
2,288.2 |
2,288.2 |
2,264.9 |
2,303.1 |
| PP |
2,247.0 |
2,247.0 |
2,247.0 |
2,254.5 |
| S1 |
2,217.2 |
2,217.2 |
2,251.9 |
2,232.1 |
| S2 |
2,176.0 |
2,176.0 |
2,245.4 |
|
| S3 |
2,105.0 |
2,146.2 |
2,238.9 |
|
| S4 |
2,034.0 |
2,075.2 |
2,219.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,345.9 |
2,227.5 |
118.4 |
5.1% |
36.3 |
1.6% |
86% |
True |
False |
6,947 |
| 10 |
2,345.9 |
2,199.7 |
146.2 |
6.3% |
33.6 |
1.4% |
89% |
True |
False |
5,572 |
| 20 |
2,345.9 |
2,190.7 |
155.2 |
6.7% |
28.6 |
1.2% |
89% |
True |
False |
4,437 |
| 40 |
2,345.9 |
2,036.0 |
309.9 |
13.3% |
24.9 |
1.1% |
95% |
True |
False |
3,437 |
| 60 |
2,345.9 |
2,036.0 |
309.9 |
13.3% |
24.0 |
1.0% |
95% |
True |
False |
3,036 |
| 80 |
2,345.9 |
2,036.0 |
309.9 |
13.3% |
24.0 |
1.0% |
95% |
True |
False |
2,748 |
| 100 |
2,345.9 |
2,013.5 |
332.4 |
14.3% |
24.4 |
1.0% |
95% |
True |
False |
2,569 |
| 120 |
2,345.9 |
1,956.0 |
389.9 |
16.7% |
24.2 |
1.0% |
96% |
True |
False |
2,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.0 |
|
2.618 |
2,413.7 |
|
1.618 |
2,387.8 |
|
1.000 |
2,371.8 |
|
0.618 |
2,361.9 |
|
HIGH |
2,345.9 |
|
0.618 |
2,336.0 |
|
0.500 |
2,333.0 |
|
0.382 |
2,329.9 |
|
LOW |
2,320.0 |
|
0.618 |
2,304.0 |
|
1.000 |
2,294.1 |
|
1.618 |
2,278.1 |
|
2.618 |
2,252.2 |
|
4.250 |
2,209.9 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,333.0 |
2,325.3 |
| PP |
2,331.8 |
2,321.1 |
| S1 |
2,330.6 |
2,317.0 |
|