| Trading Metrics calculated at close of trading on 30-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,973.90 |
1,964.38 |
-9.52 |
-0.5% |
1,987.34 |
| High |
1,974.34 |
1,983.01 |
8.67 |
0.4% |
2,007.32 |
| Low |
1,959.73 |
1,957.13 |
-2.60 |
-0.1% |
1,936.18 |
| Close |
1,964.39 |
1,980.38 |
15.99 |
0.8% |
1,978.37 |
| Range |
14.61 |
25.88 |
11.27 |
77.1% |
71.14 |
| ATR |
28.96 |
28.74 |
-0.22 |
-0.8% |
0.00 |
| Volume |
5,518 |
5,570 |
52 |
0.9% |
25,573 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,051.15 |
2,041.64 |
1,994.61 |
|
| R3 |
2,025.27 |
2,015.76 |
1,987.50 |
|
| R2 |
1,999.39 |
1,999.39 |
1,985.12 |
|
| R1 |
1,989.88 |
1,989.88 |
1,982.75 |
1,994.64 |
| PP |
1,973.51 |
1,973.51 |
1,973.51 |
1,975.88 |
| S1 |
1,964.00 |
1,964.00 |
1,978.01 |
1,968.76 |
| S2 |
1,947.63 |
1,947.63 |
1,975.64 |
|
| S3 |
1,921.75 |
1,938.12 |
1,973.26 |
|
| S4 |
1,895.87 |
1,912.24 |
1,966.15 |
|
|
| 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 |
2,000.53 |
1,946.19 |
54.34 |
2.7% |
24.45 |
1.2% |
63% |
False |
False |
5,403 |
| 10 |
2,007.32 |
1,919.06 |
88.26 |
4.5% |
35.04 |
1.8% |
69% |
False |
False |
5,268 |
| 20 |
2,007.32 |
1,809.69 |
197.63 |
10.0% |
31.44 |
1.6% |
86% |
False |
False |
5,348 |
| 40 |
2,007.32 |
1,807.12 |
200.20 |
10.1% |
26.36 |
1.3% |
87% |
False |
False |
5,423 |
| 60 |
2,007.32 |
1,807.12 |
200.20 |
10.1% |
25.16 |
1.3% |
87% |
False |
False |
5,460 |
| 80 |
2,007.32 |
1,765.85 |
241.47 |
12.2% |
24.43 |
1.2% |
89% |
False |
False |
6,724 |
| 100 |
2,007.32 |
1,627.88 |
379.44 |
19.2% |
24.40 |
1.2% |
93% |
False |
False |
6,952 |
| 120 |
2,007.32 |
1,617.06 |
390.26 |
19.7% |
24.34 |
1.2% |
93% |
False |
False |
7,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,093.00 |
|
2.618 |
2,050.76 |
|
1.618 |
2,024.88 |
|
1.000 |
2,008.89 |
|
0.618 |
1,999.00 |
|
HIGH |
1,983.01 |
|
0.618 |
1,973.12 |
|
0.500 |
1,970.07 |
|
0.382 |
1,967.02 |
|
LOW |
1,957.13 |
|
0.618 |
1,941.14 |
|
1.000 |
1,931.25 |
|
1.618 |
1,915.26 |
|
2.618 |
1,889.38 |
|
4.250 |
1,847.14 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,976.94 |
1,975.84 |
| PP |
1,973.51 |
1,971.29 |
| S1 |
1,970.07 |
1,966.75 |
|