Trading Metrics calculated at close of trading on 03-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
1,981.3 |
1,968.1 |
-13.2 |
-0.7% |
1,982.6 |
High |
1,986.8 |
1,991.7 |
4.9 |
0.2% |
1,986.8 |
Low |
1,968.0 |
1,950.0 |
-18.0 |
-0.9% |
1,945.0 |
Close |
1,969.0 |
1,983.9 |
14.9 |
0.8% |
1,969.0 |
Range |
18.8 |
41.7 |
22.9 |
121.8% |
41.8 |
ATR |
32.3 |
33.0 |
0.7 |
2.1% |
0.0 |
Volume |
957 |
737 |
-220 |
-23.0% |
489,851 |
|
Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,100.3 |
2,083.8 |
2,006.8 |
|
R3 |
2,058.6 |
2,042.1 |
1,995.4 |
|
R2 |
2,016.9 |
2,016.9 |
1,991.5 |
|
R1 |
2,000.4 |
2,000.4 |
1,987.7 |
2,008.7 |
PP |
1,975.2 |
1,975.2 |
1,975.2 |
1,979.3 |
S1 |
1,958.7 |
1,958.7 |
1,980.1 |
1,967.0 |
S2 |
1,933.5 |
1,933.5 |
1,976.3 |
|
S3 |
1,891.8 |
1,917.0 |
1,972.4 |
|
S4 |
1,850.1 |
1,875.3 |
1,961.0 |
|
|
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 |
1,991.7 |
1,949.9 |
41.8 |
2.1% |
26.7 |
1.3% |
81% |
True |
False |
56,791 |
10 |
2,006.5 |
1,936.5 |
70.0 |
3.5% |
33.6 |
1.7% |
68% |
False |
False |
153,224 |
20 |
2,014.9 |
1,813.4 |
201.5 |
10.2% |
35.9 |
1.8% |
85% |
False |
False |
229,965 |
40 |
2,014.9 |
1,810.8 |
204.1 |
10.3% |
28.4 |
1.4% |
85% |
False |
False |
197,478 |
60 |
2,014.9 |
1,810.8 |
204.1 |
10.3% |
28.5 |
1.4% |
85% |
False |
False |
166,330 |
80 |
2,014.9 |
1,796.8 |
218.1 |
11.0% |
27.3 |
1.4% |
86% |
False |
False |
126,150 |
100 |
2,014.9 |
1,696.2 |
318.7 |
16.1% |
27.0 |
1.4% |
90% |
False |
False |
101,582 |
120 |
2,014.9 |
1,647.7 |
367.2 |
18.5% |
26.6 |
1.3% |
92% |
False |
False |
85,032 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,168.9 |
2.618 |
2,100.9 |
1.618 |
2,059.2 |
1.000 |
2,033.4 |
0.618 |
2,017.5 |
HIGH |
1,991.7 |
0.618 |
1,975.8 |
0.500 |
1,970.9 |
0.382 |
1,965.9 |
LOW |
1,950.0 |
0.618 |
1,924.2 |
1.000 |
1,908.3 |
1.618 |
1,882.5 |
2.618 |
1,840.8 |
4.250 |
1,772.8 |
|
|
Fisher Pivots for day following 03-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
1,979.6 |
1,979.6 |
PP |
1,975.2 |
1,975.2 |
S1 |
1,970.9 |
1,970.9 |
|