Trading Metrics calculated at close of trading on 27-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,817.5340 |
1,749.5420 |
-67.9920 |
-3.7% |
1,744.6430 |
High |
1,821.9550 |
1,798.0460 |
-23.9090 |
-1.3% |
1,855.6960 |
Low |
1,731.1020 |
1,691.9780 |
-39.1240 |
-2.3% |
1,717.3280 |
Close |
1,749.5100 |
1,707.9650 |
-41.5450 |
-2.4% |
1,749.5100 |
Range |
90.8530 |
106.0680 |
15.2150 |
16.7% |
138.3680 |
ATR |
95.5234 |
96.2766 |
0.7532 |
0.8% |
0.0000 |
Volume |
281,569 |
1,985 |
-279,584 |
-99.3% |
1,167,306 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,050.8670 |
1,985.4840 |
1,766.3024 |
|
R3 |
1,944.7990 |
1,879.4160 |
1,737.1337 |
|
R2 |
1,838.7310 |
1,838.7310 |
1,727.4108 |
|
R1 |
1,773.3480 |
1,773.3480 |
1,717.6879 |
1,753.0055 |
PP |
1,732.6630 |
1,732.6630 |
1,732.6630 |
1,722.4918 |
S1 |
1,667.2800 |
1,667.2800 |
1,698.2421 |
1,646.9375 |
S2 |
1,626.5950 |
1,626.5950 |
1,688.5192 |
|
S3 |
1,520.5270 |
1,561.2120 |
1,678.7963 |
|
S4 |
1,414.4590 |
1,455.1440 |
1,649.6276 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,189.2820 |
2,107.7640 |
1,825.6124 |
|
R3 |
2,050.9140 |
1,969.3960 |
1,787.5612 |
|
R2 |
1,912.5460 |
1,912.5460 |
1,774.8775 |
|
R1 |
1,831.0280 |
1,831.0280 |
1,762.1937 |
1,871.7870 |
PP |
1,774.1780 |
1,774.1780 |
1,774.1780 |
1,794.5575 |
S1 |
1,692.6600 |
1,692.6600 |
1,736.8263 |
1,733.4190 |
S2 |
1,635.8100 |
1,635.8100 |
1,724.1425 |
|
S3 |
1,497.4420 |
1,554.2920 |
1,711.4588 |
|
S4 |
1,359.0740 |
1,415.9240 |
1,673.4076 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,855.6960 |
1,691.9780 |
163.7180 |
9.6% |
110.0934 |
6.4% |
10% |
False |
True |
233,178 |
10 |
1,855.6960 |
1,617.6840 |
238.0120 |
13.9% |
103.1263 |
6.0% |
38% |
False |
False |
285,354 |
20 |
1,855.6960 |
1,372.9410 |
482.7550 |
28.3% |
95.4322 |
5.6% |
69% |
False |
False |
251,497 |
40 |
1,855.6960 |
1,372.9410 |
482.7550 |
28.3% |
88.1110 |
5.2% |
69% |
False |
False |
271,082 |
60 |
1,855.6960 |
1,183.8930 |
671.8030 |
39.3% |
77.4049 |
4.5% |
78% |
False |
False |
305,574 |
80 |
1,855.6960 |
1,152.4650 |
703.2310 |
41.2% |
70.2799 |
4.1% |
79% |
False |
False |
348,804 |
100 |
1,855.6960 |
1,077.4100 |
778.2860 |
45.6% |
78.5676 |
4.6% |
81% |
False |
False |
440,306 |
120 |
1,855.6960 |
1,077.4100 |
778.2860 |
45.6% |
76.7444 |
4.5% |
81% |
False |
False |
469,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,248.8350 |
2.618 |
2,075.7320 |
1.618 |
1,969.6640 |
1.000 |
1,904.1140 |
0.618 |
1,863.5960 |
HIGH |
1,798.0460 |
0.618 |
1,757.5280 |
0.500 |
1,745.0120 |
0.382 |
1,732.4960 |
LOW |
1,691.9780 |
0.618 |
1,626.4280 |
1.000 |
1,585.9100 |
1.618 |
1,520.3600 |
2.618 |
1,414.2920 |
4.250 |
1,241.1890 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,745.0120 |
1,773.8370 |
PP |
1,732.6630 |
1,751.8797 |
S1 |
1,720.3140 |
1,729.9223 |
|