| 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 |
2,371.8 |
2,410.7 |
38.9 |
1.6% |
2,370.1 |
| High |
2,417.1 |
2,471.3 |
54.2 |
2.2% |
2,471.3 |
| Low |
2,365.0 |
2,373.0 |
8.0 |
0.3% |
2,343.0 |
| Close |
2,394.6 |
2,396.3 |
1.7 |
0.1% |
2,396.3 |
| Range |
52.1 |
98.3 |
46.2 |
88.7% |
128.3 |
| ATR |
35.9 |
40.4 |
4.5 |
12.4% |
0.0 |
| Volume |
17,339 |
26,722 |
9,383 |
54.1% |
69,833 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,708.4 |
2,650.7 |
2,450.4 |
|
| R3 |
2,610.1 |
2,552.4 |
2,423.3 |
|
| R2 |
2,511.8 |
2,511.8 |
2,414.3 |
|
| R1 |
2,454.1 |
2,454.1 |
2,405.3 |
2,433.8 |
| PP |
2,413.5 |
2,413.5 |
2,413.5 |
2,403.4 |
| S1 |
2,355.8 |
2,355.8 |
2,387.3 |
2,335.5 |
| S2 |
2,315.2 |
2,315.2 |
2,378.3 |
|
| S3 |
2,216.9 |
2,257.5 |
2,369.3 |
|
| S4 |
2,118.6 |
2,159.2 |
2,342.2 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,788.4 |
2,720.7 |
2,466.9 |
|
| R3 |
2,660.1 |
2,592.4 |
2,431.6 |
|
| R2 |
2,531.8 |
2,531.8 |
2,419.8 |
|
| R1 |
2,464.1 |
2,464.1 |
2,408.1 |
2,498.0 |
| PP |
2,403.5 |
2,403.5 |
2,403.5 |
2,420.5 |
| S1 |
2,335.8 |
2,335.8 |
2,384.5 |
2,369.7 |
| S2 |
2,275.2 |
2,275.2 |
2,372.8 |
|
| S3 |
2,146.9 |
2,207.5 |
2,361.0 |
|
| S4 |
2,018.6 |
2,079.2 |
2,325.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,471.3 |
2,343.0 |
128.3 |
5.4% |
53.7 |
2.2% |
42% |
True |
False |
13,966 |
| 10 |
2,471.3 |
2,269.6 |
201.7 |
8.4% |
46.4 |
1.9% |
63% |
True |
False |
10,693 |
| 20 |
2,471.3 |
2,190.7 |
280.6 |
11.7% |
37.9 |
1.6% |
73% |
True |
False |
7,248 |
| 40 |
2,471.3 |
2,040.0 |
431.3 |
18.0% |
30.4 |
1.3% |
83% |
True |
False |
4,983 |
| 60 |
2,471.3 |
2,036.0 |
435.3 |
18.2% |
26.9 |
1.1% |
83% |
True |
False |
4,106 |
| 80 |
2,471.3 |
2,036.0 |
435.3 |
18.2% |
25.8 |
1.1% |
83% |
True |
False |
3,519 |
| 100 |
2,471.3 |
2,036.0 |
435.3 |
18.2% |
26.3 |
1.1% |
83% |
True |
False |
3,305 |
| 120 |
2,471.3 |
2,013.5 |
457.8 |
19.1% |
25.5 |
1.1% |
84% |
True |
False |
2,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,889.1 |
|
2.618 |
2,728.6 |
|
1.618 |
2,630.3 |
|
1.000 |
2,569.6 |
|
0.618 |
2,532.0 |
|
HIGH |
2,471.3 |
|
0.618 |
2,433.7 |
|
0.500 |
2,422.2 |
|
0.382 |
2,410.6 |
|
LOW |
2,373.0 |
|
0.618 |
2,312.3 |
|
1.000 |
2,274.7 |
|
1.618 |
2,214.0 |
|
2.618 |
2,115.7 |
|
4.250 |
1,955.2 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,422.2 |
2,415.3 |
| PP |
2,413.5 |
2,408.9 |
| S1 |
2,404.9 |
2,402.6 |
|