Trading Metrics calculated at close of trading on 27-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
2,013.3 |
2,000.3 |
-13.0 |
-0.6% |
2,008.6 |
High |
2,023.9 |
2,001.5 |
-22.4 |
-1.1% |
2,031.7 |
Low |
1,995.7 |
1,962.7 |
-33.0 |
-1.7% |
1,953.7 |
Close |
2,001.7 |
1,971.5 |
-30.2 |
-1.5% |
2,001.7 |
Range |
28.2 |
38.8 |
10.6 |
37.6% |
78.0 |
ATR |
35.0 |
35.3 |
0.3 |
0.8% |
0.0 |
Volume |
118,687 |
107,043 |
-11,644 |
-9.8% |
387,992 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,095.0 |
2,072.0 |
1,992.8 |
|
R3 |
2,056.2 |
2,033.2 |
1,982.2 |
|
R2 |
2,017.4 |
2,017.4 |
1,978.6 |
|
R1 |
1,994.4 |
1,994.4 |
1,975.1 |
1,986.5 |
PP |
1,978.6 |
1,978.6 |
1,978.6 |
1,974.6 |
S1 |
1,955.6 |
1,955.6 |
1,967.9 |
1,947.7 |
S2 |
1,939.8 |
1,939.8 |
1,964.4 |
|
S3 |
1,901.0 |
1,916.8 |
1,960.8 |
|
S4 |
1,862.2 |
1,878.0 |
1,950.2 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,229.7 |
2,193.7 |
2,044.6 |
|
R3 |
2,151.7 |
2,115.7 |
2,023.2 |
|
R2 |
2,073.7 |
2,073.7 |
2,016.0 |
|
R1 |
2,037.7 |
2,037.7 |
2,008.9 |
2,016.7 |
PP |
1,995.7 |
1,995.7 |
1,995.7 |
1,985.2 |
S1 |
1,959.7 |
1,959.7 |
1,994.6 |
1,938.7 |
S2 |
1,917.7 |
1,917.7 |
1,987.4 |
|
S3 |
1,839.7 |
1,881.7 |
1,980.3 |
|
S4 |
1,761.7 |
1,803.7 |
1,958.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,023.9 |
1,953.7 |
70.2 |
3.6% |
40.3 |
2.0% |
25% |
False |
False |
85,195 |
10 |
2,031.7 |
1,906.0 |
125.7 |
6.4% |
41.6 |
2.1% |
52% |
False |
False |
71,512 |
20 |
2,031.7 |
1,827.6 |
204.1 |
10.4% |
33.8 |
1.7% |
71% |
False |
False |
56,252 |
40 |
2,031.7 |
1,827.6 |
204.1 |
10.4% |
29.5 |
1.5% |
71% |
False |
False |
30,880 |
60 |
2,031.7 |
1,827.6 |
204.1 |
10.4% |
27.7 |
1.4% |
71% |
False |
False |
21,903 |
80 |
2,031.7 |
1,788.9 |
242.8 |
12.3% |
26.9 |
1.4% |
75% |
False |
False |
16,804 |
100 |
2,031.7 |
1,663.2 |
368.5 |
18.7% |
26.6 |
1.3% |
84% |
False |
False |
13,791 |
120 |
2,031.7 |
1,663.2 |
368.5 |
18.7% |
26.1 |
1.3% |
84% |
False |
False |
11,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,166.4 |
2.618 |
2,103.1 |
1.618 |
2,064.3 |
1.000 |
2,040.3 |
0.618 |
2,025.5 |
HIGH |
2,001.5 |
0.618 |
1,986.7 |
0.500 |
1,982.1 |
0.382 |
1,977.5 |
LOW |
1,962.7 |
0.618 |
1,938.7 |
1.000 |
1,923.9 |
1.618 |
1,899.9 |
2.618 |
1,861.1 |
4.250 |
1,797.8 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,982.1 |
1,993.3 |
PP |
1,978.6 |
1,986.0 |
S1 |
1,975.0 |
1,978.8 |
|