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 |
1,975.4 |
1,965.9 |
-9.5 |
-0.5% |
1,989.7 |
High |
1,976.0 |
1,984.4 |
8.4 |
0.4% |
2,014.9 |
Low |
1,959.5 |
1,954.9 |
-4.6 |
-0.2% |
1,936.5 |
Close |
1,966.9 |
1,980.3 |
13.4 |
0.7% |
1,983.8 |
Range |
16.5 |
29.5 |
13.0 |
78.8% |
78.4 |
ATR |
33.7 |
33.4 |
-0.3 |
-0.9% |
0.0 |
Volume |
88,563 |
10,119 |
-78,444 |
-88.6% |
1,379,670 |
|
Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,061.7 |
2,050.5 |
1,996.5 |
|
R3 |
2,032.2 |
2,021.0 |
1,988.4 |
|
R2 |
2,002.7 |
2,002.7 |
1,985.7 |
|
R1 |
1,991.5 |
1,991.5 |
1,983.0 |
1,997.1 |
PP |
1,973.2 |
1,973.2 |
1,973.2 |
1,976.0 |
S1 |
1,962.0 |
1,962.0 |
1,977.6 |
1,967.6 |
S2 |
1,943.7 |
1,943.7 |
1,974.9 |
|
S3 |
1,914.2 |
1,932.5 |
1,972.2 |
|
S4 |
1,884.7 |
1,903.0 |
1,964.1 |
|
|
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 |
1,945.0 |
61.5 |
3.1% |
28.2 |
1.4% |
57% |
False |
False |
154,867 |
10 |
2,014.9 |
1,922.3 |
92.6 |
4.7% |
39.2 |
2.0% |
63% |
False |
False |
221,965 |
20 |
2,014.9 |
1,813.4 |
201.5 |
10.2% |
34.7 |
1.8% |
83% |
False |
False |
244,639 |
40 |
2,014.9 |
1,810.8 |
204.1 |
10.3% |
29.6 |
1.5% |
83% |
False |
False |
211,697 |
60 |
2,014.9 |
1,810.8 |
204.1 |
10.3% |
28.6 |
1.4% |
83% |
False |
False |
166,767 |
80 |
2,014.9 |
1,793.5 |
221.4 |
11.2% |
27.2 |
1.4% |
84% |
False |
False |
126,227 |
100 |
2,014.9 |
1,661.0 |
353.9 |
17.9% |
27.1 |
1.4% |
90% |
False |
False |
101,630 |
120 |
2,014.9 |
1,647.7 |
367.2 |
18.5% |
26.6 |
1.3% |
91% |
False |
False |
85,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,109.8 |
2.618 |
2,061.6 |
1.618 |
2,032.1 |
1.000 |
2,013.9 |
0.618 |
2,002.6 |
HIGH |
1,984.4 |
0.618 |
1,973.1 |
0.500 |
1,969.7 |
0.382 |
1,966.2 |
LOW |
1,954.9 |
0.618 |
1,936.7 |
1.000 |
1,925.4 |
1.618 |
1,907.2 |
2.618 |
1,877.7 |
4.250 |
1,829.5 |
|
|
Fisher Pivots for day following 30-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,976.8 |
1,975.9 |
PP |
1,973.2 |
1,971.5 |
S1 |
1,969.7 |
1,967.2 |
|