| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,749.5420 |
1,707.6460 |
-41.8960 |
-2.4% |
1,744.6430 |
| High |
1,798.0460 |
1,794.3250 |
-3.7210 |
-0.2% |
1,855.6960 |
| Low |
1,691.9780 |
1,703.4890 |
11.5110 |
0.7% |
1,717.3280 |
| Close |
1,707.9650 |
1,775.2190 |
67.2540 |
3.9% |
1,749.5100 |
| Range |
106.0680 |
90.8360 |
-15.2320 |
-14.4% |
138.3680 |
| ATR |
96.2766 |
95.8880 |
-0.3886 |
-0.4% |
0.0000 |
| Volume |
1,985 |
2,201 |
216 |
10.9% |
1,167,306 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,030.1857 |
1,993.5383 |
1,825.1788 |
|
| R3 |
1,939.3497 |
1,902.7023 |
1,800.1989 |
|
| R2 |
1,848.5137 |
1,848.5137 |
1,791.8723 |
|
| R1 |
1,811.8663 |
1,811.8663 |
1,783.5456 |
1,830.1900 |
| PP |
1,757.6777 |
1,757.6777 |
1,757.6777 |
1,766.8395 |
| S1 |
1,721.0303 |
1,721.0303 |
1,766.8924 |
1,739.3540 |
| S2 |
1,666.8417 |
1,666.8417 |
1,758.5657 |
|
| S3 |
1,576.0057 |
1,630.1943 |
1,750.2391 |
|
| S4 |
1,485.1697 |
1,539.3583 |
1,725.2592 |
|
|
| 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 |
9.2% |
105.8512 |
6.0% |
51% |
False |
False |
169,519 |
| 10 |
1,855.6960 |
1,617.6840 |
238.0120 |
13.4% |
100.7146 |
5.7% |
66% |
False |
False |
228,734 |
| 20 |
1,855.6960 |
1,372.9410 |
482.7550 |
27.2% |
97.5566 |
5.5% |
83% |
False |
False |
243,817 |
| 40 |
1,855.6960 |
1,372.9410 |
482.7550 |
27.2% |
87.4905 |
4.9% |
83% |
False |
False |
271,004 |
| 60 |
1,855.6960 |
1,184.0510 |
671.6450 |
37.8% |
78.5664 |
4.4% |
88% |
False |
False |
299,361 |
| 80 |
1,855.6960 |
1,152.4650 |
703.2310 |
39.6% |
70.3387 |
4.0% |
89% |
False |
False |
339,025 |
| 100 |
1,855.6960 |
1,077.4100 |
778.2860 |
43.8% |
78.8933 |
4.4% |
90% |
False |
False |
433,710 |
| 120 |
1,855.6960 |
1,077.4100 |
778.2860 |
43.8% |
77.0668 |
4.3% |
90% |
False |
False |
465,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,180.3780 |
|
2.618 |
2,032.1336 |
|
1.618 |
1,941.2976 |
|
1.000 |
1,885.1610 |
|
0.618 |
1,850.4616 |
|
HIGH |
1,794.3250 |
|
0.618 |
1,759.6256 |
|
0.500 |
1,748.9070 |
|
0.382 |
1,738.1884 |
|
LOW |
1,703.4890 |
|
0.618 |
1,647.3524 |
|
1.000 |
1,612.6530 |
|
1.618 |
1,556.5164 |
|
2.618 |
1,465.6804 |
|
4.250 |
1,317.4360 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,766.4483 |
1,769.1348 |
| PP |
1,757.6777 |
1,763.0507 |
| S1 |
1,748.9070 |
1,756.9665 |
|