| 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 |
1,964.38 |
1,980.38 |
16.00 |
0.8% |
1,978.60 |
| High |
1,983.01 |
1,984.37 |
1.36 |
0.1% |
1,984.37 |
| Low |
1,957.13 |
1,967.69 |
10.56 |
0.5% |
1,946.19 |
| Close |
1,980.38 |
1,969.50 |
-10.88 |
-0.5% |
1,969.50 |
| Range |
25.88 |
16.68 |
-9.20 |
-35.5% |
38.18 |
| ATR |
28.74 |
27.88 |
-0.86 |
-3.0% |
0.00 |
| Volume |
5,570 |
5,563 |
-7 |
-0.1% |
27,385 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,023.89 |
2,013.38 |
1,978.67 |
|
| R3 |
2,007.21 |
1,996.70 |
1,974.09 |
|
| R2 |
1,990.53 |
1,990.53 |
1,972.56 |
|
| R1 |
1,980.02 |
1,980.02 |
1,971.03 |
1,976.94 |
| PP |
1,973.85 |
1,973.85 |
1,973.85 |
1,972.31 |
| S1 |
1,963.34 |
1,963.34 |
1,967.97 |
1,960.26 |
| S2 |
1,957.17 |
1,957.17 |
1,966.44 |
|
| S3 |
1,940.49 |
1,946.66 |
1,964.91 |
|
| S4 |
1,923.81 |
1,929.98 |
1,960.33 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.23 |
2,063.54 |
1,990.50 |
|
| R3 |
2,043.05 |
2,025.36 |
1,980.00 |
|
| R2 |
2,004.87 |
2,004.87 |
1,976.50 |
|
| R1 |
1,987.18 |
1,987.18 |
1,973.00 |
1,976.94 |
| PP |
1,966.69 |
1,966.69 |
1,966.69 |
1,961.56 |
| S1 |
1,949.00 |
1,949.00 |
1,966.00 |
1,938.76 |
| S2 |
1,928.51 |
1,928.51 |
1,962.50 |
|
| S3 |
1,890.33 |
1,910.82 |
1,959.00 |
|
| S4 |
1,852.15 |
1,872.64 |
1,948.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,984.37 |
1,946.19 |
38.18 |
1.9% |
22.83 |
1.2% |
61% |
True |
False |
5,477 |
| 10 |
2,007.32 |
1,936.18 |
71.14 |
3.6% |
29.92 |
1.5% |
47% |
False |
False |
5,295 |
| 20 |
2,007.32 |
1,809.69 |
197.63 |
10.0% |
31.27 |
1.6% |
81% |
False |
False |
5,343 |
| 40 |
2,007.32 |
1,807.12 |
200.20 |
10.2% |
25.60 |
1.3% |
81% |
False |
False |
5,427 |
| 60 |
2,007.32 |
1,807.12 |
200.20 |
10.2% |
24.99 |
1.3% |
81% |
False |
False |
5,461 |
| 80 |
2,007.32 |
1,766.66 |
240.66 |
12.2% |
24.09 |
1.2% |
84% |
False |
False |
6,681 |
| 100 |
2,007.32 |
1,665.68 |
341.64 |
17.3% |
24.04 |
1.2% |
89% |
False |
False |
6,940 |
| 120 |
2,007.32 |
1,617.06 |
390.26 |
19.8% |
24.30 |
1.2% |
90% |
False |
False |
7,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,055.26 |
|
2.618 |
2,028.04 |
|
1.618 |
2,011.36 |
|
1.000 |
2,001.05 |
|
0.618 |
1,994.68 |
|
HIGH |
1,984.37 |
|
0.618 |
1,978.00 |
|
0.500 |
1,976.03 |
|
0.382 |
1,974.06 |
|
LOW |
1,967.69 |
|
0.618 |
1,957.38 |
|
1.000 |
1,951.01 |
|
1.618 |
1,940.70 |
|
2.618 |
1,924.02 |
|
4.250 |
1,896.80 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,976.03 |
1,970.75 |
| PP |
1,973.85 |
1,970.33 |
| S1 |
1,971.68 |
1,969.92 |
|