Trading Metrics calculated at close of trading on 31-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,803.5550 |
1,796.6190 |
-6.9360 |
-0.4% |
1,749.5420 |
High |
1,827.1250 |
1,844.2610 |
17.1360 |
0.9% |
1,844.2610 |
Low |
1,766.9740 |
1,782.9060 |
15.9320 |
0.9% |
1,691.9780 |
Close |
1,796.6190 |
1,817.1600 |
20.5410 |
1.1% |
1,817.1600 |
Range |
60.1510 |
61.3550 |
1.2040 |
2.0% |
152.2830 |
ATR |
90.9509 |
88.8369 |
-2.1140 |
-2.3% |
0.0000 |
Volume |
279,695 |
287,047 |
7,352 |
2.6% |
817,128 |
|
Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,998.8407 |
1,969.3553 |
1,850.9053 |
|
R3 |
1,937.4857 |
1,908.0003 |
1,834.0326 |
|
R2 |
1,876.1307 |
1,876.1307 |
1,828.4084 |
|
R1 |
1,846.6453 |
1,846.6453 |
1,822.7842 |
1,861.3880 |
PP |
1,814.7757 |
1,814.7757 |
1,814.7757 |
1,822.1470 |
S1 |
1,785.2903 |
1,785.2903 |
1,811.5358 |
1,800.0330 |
S2 |
1,753.4207 |
1,753.4207 |
1,805.9116 |
|
S3 |
1,692.0657 |
1,723.9353 |
1,800.2874 |
|
S4 |
1,630.7107 |
1,662.5803 |
1,783.4148 |
|
|
Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,241.3153 |
2,181.5207 |
1,900.9157 |
|
R3 |
2,089.0323 |
2,029.2377 |
1,859.0378 |
|
R2 |
1,936.7493 |
1,936.7493 |
1,845.0786 |
|
R1 |
1,876.9547 |
1,876.9547 |
1,831.1193 |
1,906.8520 |
PP |
1,784.4663 |
1,784.4663 |
1,784.4663 |
1,799.4150 |
S1 |
1,724.6717 |
1,724.6717 |
1,803.2007 |
1,754.5690 |
S2 |
1,632.1833 |
1,632.1833 |
1,789.2415 |
|
S3 |
1,479.9003 |
1,572.3887 |
1,775.2822 |
|
S4 |
1,327.6173 |
1,420.1057 |
1,733.4044 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,844.2610 |
1,691.9780 |
152.2830 |
8.4% |
75.6696 |
4.2% |
82% |
True |
False |
163,425 |
10 |
1,855.6960 |
1,691.9780 |
163.7180 |
9.0% |
92.4187 |
5.1% |
76% |
False |
False |
198,443 |
20 |
1,855.6960 |
1,372.9410 |
482.7550 |
26.6% |
94.7913 |
5.2% |
92% |
False |
False |
250,000 |
40 |
1,855.6960 |
1,372.9410 |
482.7550 |
26.6% |
86.6751 |
4.8% |
92% |
False |
False |
260,662 |
60 |
1,855.6960 |
1,238.3190 |
617.3770 |
34.0% |
80.0875 |
4.4% |
94% |
False |
False |
297,108 |
80 |
1,855.6960 |
1,152.4650 |
703.2310 |
38.7% |
70.8859 |
3.9% |
95% |
False |
False |
335,488 |
100 |
1,855.6960 |
1,077.4100 |
778.2860 |
42.8% |
77.5966 |
4.3% |
95% |
False |
False |
424,643 |
120 |
1,855.6960 |
1,077.4100 |
778.2860 |
42.8% |
77.5042 |
4.3% |
95% |
False |
False |
457,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,105.0198 |
2.618 |
2,004.8884 |
1.618 |
1,943.5334 |
1.000 |
1,905.6160 |
0.618 |
1,882.1784 |
HIGH |
1,844.2610 |
0.618 |
1,820.8234 |
0.500 |
1,813.5835 |
0.382 |
1,806.3436 |
LOW |
1,782.9060 |
0.618 |
1,744.9886 |
1.000 |
1,721.5510 |
1.618 |
1,683.6336 |
2.618 |
1,622.2786 |
4.250 |
1,522.1473 |
|
|
Fisher Pivots for day following 31-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,815.9678 |
1,812.9733 |
PP |
1,814.7757 |
1,808.7867 |
S1 |
1,813.5835 |
1,804.6000 |
|