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 |
2,000.3 |
1,975.4 |
-24.9 |
-1.2% |
2,008.6 |
High |
2,001.5 |
1,994.2 |
-7.3 |
-0.4% |
2,031.7 |
Low |
1,962.7 |
1,967.6 |
4.9 |
0.2% |
1,953.7 |
Close |
1,971.5 |
1,990.4 |
18.9 |
1.0% |
2,001.7 |
Range |
38.8 |
26.6 |
-12.2 |
-31.4% |
78.0 |
ATR |
35.3 |
34.7 |
-0.6 |
-1.8% |
0.0 |
Volume |
107,043 |
121,735 |
14,692 |
13.7% |
387,992 |
|
Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,063.9 |
2,053.7 |
2,005.0 |
|
R3 |
2,037.3 |
2,027.1 |
1,997.7 |
|
R2 |
2,010.7 |
2,010.7 |
1,995.3 |
|
R1 |
2,000.5 |
2,000.5 |
1,992.8 |
2,005.6 |
PP |
1,984.1 |
1,984.1 |
1,984.1 |
1,986.6 |
S1 |
1,973.9 |
1,973.9 |
1,988.0 |
1,979.0 |
S2 |
1,957.5 |
1,957.5 |
1,985.5 |
|
S3 |
1,930.9 |
1,947.3 |
1,983.1 |
|
S4 |
1,904.3 |
1,920.7 |
1,975.8 |
|
|
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 |
3.5% |
35.6 |
1.8% |
52% |
False |
False |
96,509 |
10 |
2,031.7 |
1,906.0 |
125.7 |
6.3% |
42.3 |
2.1% |
67% |
False |
False |
80,372 |
20 |
2,031.7 |
1,830.2 |
201.5 |
10.1% |
33.7 |
1.7% |
80% |
False |
False |
61,787 |
40 |
2,031.7 |
1,827.6 |
204.1 |
10.3% |
29.8 |
1.5% |
80% |
False |
False |
33,832 |
60 |
2,031.7 |
1,827.6 |
204.1 |
10.3% |
27.9 |
1.4% |
80% |
False |
False |
23,918 |
80 |
2,031.7 |
1,809.2 |
222.5 |
11.2% |
26.9 |
1.4% |
81% |
False |
False |
18,310 |
100 |
2,031.7 |
1,663.2 |
368.5 |
18.5% |
26.6 |
1.3% |
89% |
False |
False |
15,001 |
120 |
2,031.7 |
1,663.2 |
368.5 |
18.5% |
26.0 |
1.3% |
89% |
False |
False |
12,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,107.3 |
2.618 |
2,063.8 |
1.618 |
2,037.2 |
1.000 |
2,020.8 |
0.618 |
2,010.6 |
HIGH |
1,994.2 |
0.618 |
1,984.0 |
0.500 |
1,980.9 |
0.382 |
1,977.8 |
LOW |
1,967.6 |
0.618 |
1,951.2 |
1.000 |
1,941.0 |
1.618 |
1,924.6 |
2.618 |
1,898.0 |
4.250 |
1,854.6 |
|
|
Fisher Pivots for day following 28-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,987.2 |
1,993.3 |
PP |
1,984.1 |
1,992.3 |
S1 |
1,980.9 |
1,991.4 |
|