| 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 |
1,965.9 |
1,981.3 |
15.4 |
0.8% |
1,982.6 |
| High |
1,984.4 |
1,986.8 |
2.4 |
0.1% |
1,986.8 |
| Low |
1,954.9 |
1,968.0 |
13.1 |
0.7% |
1,945.0 |
| Close |
1,980.3 |
1,969.0 |
-11.3 |
-0.6% |
1,969.0 |
| Range |
29.5 |
18.8 |
-10.7 |
-36.3% |
41.8 |
| ATR |
33.4 |
32.3 |
-1.0 |
-3.1% |
0.0 |
| Volume |
10,119 |
957 |
-9,162 |
-90.5% |
489,851 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,031.0 |
2,018.8 |
1,979.3 |
|
| R3 |
2,012.2 |
2,000.0 |
1,974.2 |
|
| R2 |
1,993.4 |
1,993.4 |
1,972.4 |
|
| R1 |
1,981.2 |
1,981.2 |
1,970.7 |
1,977.9 |
| PP |
1,974.6 |
1,974.6 |
1,974.6 |
1,973.0 |
| S1 |
1,962.4 |
1,962.4 |
1,967.3 |
1,959.1 |
| S2 |
1,955.8 |
1,955.8 |
1,965.6 |
|
| S3 |
1,937.0 |
1,943.6 |
1,963.8 |
|
| S4 |
1,918.2 |
1,924.8 |
1,958.7 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.3 |
2,072.5 |
1,992.0 |
|
| R3 |
2,050.5 |
2,030.7 |
1,980.5 |
|
| R2 |
2,008.7 |
2,008.7 |
1,976.7 |
|
| R1 |
1,988.9 |
1,988.9 |
1,972.8 |
1,977.9 |
| PP |
1,966.9 |
1,966.9 |
1,966.9 |
1,961.5 |
| S1 |
1,947.1 |
1,947.1 |
1,965.2 |
1,936.1 |
| S2 |
1,925.1 |
1,925.1 |
1,961.3 |
|
| S3 |
1,883.3 |
1,905.3 |
1,957.5 |
|
| S4 |
1,841.5 |
1,863.5 |
1,946.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,986.8 |
1,945.0 |
41.8 |
2.1% |
26.2 |
1.3% |
57% |
True |
False |
97,970 |
| 10 |
2,014.9 |
1,936.5 |
78.4 |
4.0% |
33.9 |
1.7% |
41% |
False |
False |
186,952 |
| 20 |
2,014.9 |
1,813.4 |
201.5 |
10.2% |
34.5 |
1.8% |
77% |
False |
False |
236,739 |
| 40 |
2,014.9 |
1,810.8 |
204.1 |
10.4% |
28.8 |
1.5% |
78% |
False |
False |
205,225 |
| 60 |
2,014.9 |
1,810.8 |
204.1 |
10.4% |
28.4 |
1.4% |
78% |
False |
False |
166,588 |
| 80 |
2,014.9 |
1,794.5 |
220.4 |
11.2% |
26.9 |
1.4% |
79% |
False |
False |
126,178 |
| 100 |
2,014.9 |
1,696.2 |
318.7 |
16.2% |
26.7 |
1.4% |
86% |
False |
False |
101,607 |
| 120 |
2,014.9 |
1,647.7 |
367.2 |
18.6% |
26.6 |
1.3% |
88% |
False |
False |
85,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,066.7 |
|
2.618 |
2,036.0 |
|
1.618 |
2,017.2 |
|
1.000 |
2,005.6 |
|
0.618 |
1,998.4 |
|
HIGH |
1,986.8 |
|
0.618 |
1,979.6 |
|
0.500 |
1,977.4 |
|
0.382 |
1,975.2 |
|
LOW |
1,968.0 |
|
0.618 |
1,956.4 |
|
1.000 |
1,949.2 |
|
1.618 |
1,937.6 |
|
2.618 |
1,918.8 |
|
4.250 |
1,888.1 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,977.4 |
1,970.9 |
| PP |
1,974.6 |
1,970.2 |
| S1 |
1,971.8 |
1,969.6 |
|