| 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 |
1,982.6 |
1,957.8 |
-24.8 |
-1.3% |
1,989.7 |
| High |
1,984.0 |
1,977.1 |
-6.9 |
-0.3% |
2,014.9 |
| Low |
1,945.0 |
1,949.9 |
4.9 |
0.3% |
1,936.5 |
| Close |
1,953.8 |
1,973.5 |
19.7 |
1.0% |
1,983.8 |
| Range |
39.0 |
27.2 |
-11.8 |
-30.3% |
78.4 |
| ATR |
35.6 |
35.0 |
-0.6 |
-1.7% |
0.0 |
| Volume |
206,630 |
183,582 |
-23,048 |
-11.2% |
1,379,670 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,048.4 |
2,038.2 |
1,988.5 |
|
| R3 |
2,021.2 |
2,011.0 |
1,981.0 |
|
| R2 |
1,994.0 |
1,994.0 |
1,978.5 |
|
| R1 |
1,983.8 |
1,983.8 |
1,976.0 |
1,988.9 |
| PP |
1,966.8 |
1,966.8 |
1,966.8 |
1,969.4 |
| S1 |
1,956.6 |
1,956.6 |
1,971.0 |
1,961.7 |
| S2 |
1,939.6 |
1,939.6 |
1,968.5 |
|
| S3 |
1,912.4 |
1,929.4 |
1,966.0 |
|
| S4 |
1,885.2 |
1,902.2 |
1,958.5 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.6 |
2,177.1 |
2,026.9 |
|
| R3 |
2,135.2 |
2,098.7 |
2,005.4 |
|
| R2 |
2,056.8 |
2,056.8 |
1,998.2 |
|
| R1 |
2,020.3 |
2,020.3 |
1,991.0 |
1,999.4 |
| PP |
1,978.4 |
1,978.4 |
1,978.4 |
1,967.9 |
| S1 |
1,941.9 |
1,941.9 |
1,976.6 |
1,921.0 |
| S2 |
1,900.0 |
1,900.0 |
1,969.4 |
|
| S3 |
1,821.6 |
1,863.5 |
1,962.2 |
|
| S4 |
1,743.2 |
1,785.1 |
1,940.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,006.5 |
1,936.5 |
70.0 |
3.5% |
35.9 |
1.8% |
53% |
False |
False |
236,586 |
| 10 |
2,014.9 |
1,889.5 |
125.4 |
6.4% |
42.6 |
2.2% |
67% |
False |
False |
275,451 |
| 20 |
2,014.9 |
1,813.4 |
201.5 |
10.2% |
34.0 |
1.7% |
79% |
False |
False |
255,822 |
| 40 |
2,014.9 |
1,810.8 |
204.1 |
10.3% |
30.1 |
1.5% |
80% |
False |
False |
219,348 |
| 60 |
2,014.9 |
1,810.8 |
204.1 |
10.3% |
28.4 |
1.4% |
80% |
False |
False |
165,441 |
| 80 |
2,014.9 |
1,793.5 |
221.4 |
11.2% |
27.4 |
1.4% |
81% |
False |
False |
125,079 |
| 100 |
2,014.9 |
1,647.7 |
367.2 |
18.6% |
27.2 |
1.4% |
89% |
False |
False |
100,729 |
| 120 |
2,014.9 |
1,647.7 |
367.2 |
18.6% |
26.6 |
1.3% |
89% |
False |
False |
84,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,092.7 |
|
2.618 |
2,048.3 |
|
1.618 |
2,021.1 |
|
1.000 |
2,004.3 |
|
0.618 |
1,993.9 |
|
HIGH |
1,977.1 |
|
0.618 |
1,966.7 |
|
0.500 |
1,963.5 |
|
0.382 |
1,960.3 |
|
LOW |
1,949.9 |
|
0.618 |
1,933.1 |
|
1.000 |
1,922.7 |
|
1.618 |
1,905.9 |
|
2.618 |
1,878.7 |
|
4.250 |
1,834.3 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,970.2 |
1,975.8 |
| PP |
1,966.8 |
1,975.0 |
| S1 |
1,963.5 |
1,974.3 |
|