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 |
1,993.48 |
1,978.60 |
-14.88 |
-0.7% |
1,987.34 |
High |
2,000.53 |
1,978.85 |
-21.68 |
-1.1% |
2,007.32 |
Low |
1,975.72 |
1,946.19 |
-29.53 |
-1.5% |
1,936.18 |
Close |
1,978.37 |
1,956.41 |
-21.96 |
-1.1% |
1,978.37 |
Range |
24.81 |
32.66 |
7.85 |
31.6% |
71.14 |
ATR |
30.34 |
30.51 |
0.17 |
0.5% |
0.00 |
Volume |
5,196 |
5,214 |
18 |
0.3% |
25,573 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,058.46 |
2,040.10 |
1,974.37 |
|
R3 |
2,025.80 |
2,007.44 |
1,965.39 |
|
R2 |
1,993.14 |
1,993.14 |
1,962.40 |
|
R1 |
1,974.78 |
1,974.78 |
1,959.40 |
1,967.63 |
PP |
1,960.48 |
1,960.48 |
1,960.48 |
1,956.91 |
S1 |
1,942.12 |
1,942.12 |
1,953.42 |
1,934.97 |
S2 |
1,927.82 |
1,927.82 |
1,950.42 |
|
S3 |
1,895.16 |
1,909.46 |
1,947.43 |
|
S4 |
1,862.50 |
1,876.80 |
1,938.45 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,187.38 |
2,154.01 |
2,017.50 |
|
R3 |
2,116.24 |
2,082.87 |
1,997.93 |
|
R2 |
2,045.10 |
2,045.10 |
1,991.41 |
|
R1 |
2,011.73 |
2,011.73 |
1,984.89 |
1,992.85 |
PP |
1,973.96 |
1,973.96 |
1,973.96 |
1,964.51 |
S1 |
1,940.59 |
1,940.59 |
1,971.85 |
1,921.71 |
S2 |
1,902.82 |
1,902.82 |
1,965.33 |
|
S3 |
1,831.68 |
1,869.45 |
1,958.81 |
|
S4 |
1,760.54 |
1,798.31 |
1,939.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,001.99 |
1,936.18 |
65.81 |
3.4% |
35.89 |
1.8% |
31% |
False |
False |
5,190 |
10 |
2,007.32 |
1,886.99 |
120.33 |
6.2% |
37.02 |
1.9% |
58% |
False |
False |
5,169 |
20 |
2,007.32 |
1,807.12 |
200.20 |
10.2% |
30.74 |
1.6% |
75% |
False |
False |
5,352 |
40 |
2,007.32 |
1,807.12 |
200.20 |
10.2% |
26.53 |
1.4% |
75% |
False |
False |
5,419 |
60 |
2,007.32 |
1,802.99 |
204.33 |
10.4% |
25.00 |
1.3% |
75% |
False |
False |
5,728 |
80 |
2,007.32 |
1,747.71 |
259.61 |
13.3% |
24.62 |
1.3% |
80% |
False |
False |
6,801 |
100 |
2,007.32 |
1,617.06 |
390.26 |
19.9% |
24.53 |
1.3% |
87% |
False |
False |
7,016 |
120 |
2,007.32 |
1,617.06 |
390.26 |
19.9% |
24.42 |
1.2% |
87% |
False |
False |
7,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,117.66 |
2.618 |
2,064.35 |
1.618 |
2,031.69 |
1.000 |
2,011.51 |
0.618 |
1,999.03 |
HIGH |
1,978.85 |
0.618 |
1,966.37 |
0.500 |
1,962.52 |
0.382 |
1,958.67 |
LOW |
1,946.19 |
0.618 |
1,926.01 |
1.000 |
1,913.53 |
1.618 |
1,893.35 |
2.618 |
1,860.69 |
4.250 |
1,807.39 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,962.52 |
1,974.09 |
PP |
1,960.48 |
1,968.20 |
S1 |
1,958.45 |
1,962.30 |
|