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 |
1,992.1 |
1,982.7 |
-9.4 |
-0.5% |
2,008.6 |
High |
1,993.2 |
2,002.4 |
9.2 |
0.5% |
2,031.7 |
Low |
1,976.4 |
1,971.6 |
-4.8 |
-0.2% |
1,953.7 |
Close |
1,984.5 |
1,997.7 |
13.2 |
0.7% |
2,001.7 |
Range |
16.8 |
30.8 |
14.0 |
83.3% |
78.0 |
ATR |
33.4 |
33.2 |
-0.2 |
-0.6% |
0.0 |
Volume |
145,716 |
171,701 |
25,985 |
17.8% |
387,992 |
|
Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,083.0 |
2,071.1 |
2,014.6 |
|
R3 |
2,052.2 |
2,040.3 |
2,006.2 |
|
R2 |
2,021.4 |
2,021.4 |
2,003.3 |
|
R1 |
2,009.5 |
2,009.5 |
2,000.5 |
2,015.5 |
PP |
1,990.6 |
1,990.6 |
1,990.6 |
1,993.5 |
S1 |
1,978.7 |
1,978.7 |
1,994.9 |
1,984.7 |
S2 |
1,959.8 |
1,959.8 |
1,992.1 |
|
S3 |
1,929.0 |
1,947.9 |
1,989.2 |
|
S4 |
1,898.2 |
1,917.1 |
1,980.8 |
|
|
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 |
1,962.7 |
61.2 |
3.1% |
28.2 |
1.4% |
57% |
False |
False |
132,976 |
10 |
2,031.7 |
1,939.1 |
92.6 |
4.6% |
39.2 |
2.0% |
63% |
False |
False |
100,164 |
20 |
2,031.7 |
1,830.2 |
201.5 |
10.1% |
34.5 |
1.7% |
83% |
False |
False |
76,525 |
40 |
2,031.7 |
1,827.6 |
204.1 |
10.2% |
29.3 |
1.5% |
83% |
False |
False |
41,516 |
60 |
2,031.7 |
1,827.6 |
204.1 |
10.2% |
28.1 |
1.4% |
83% |
False |
False |
29,171 |
80 |
2,031.7 |
1,809.2 |
222.5 |
11.1% |
26.8 |
1.3% |
85% |
False |
False |
22,233 |
100 |
2,031.7 |
1,676.2 |
355.5 |
17.8% |
26.6 |
1.3% |
90% |
False |
False |
18,138 |
120 |
2,031.7 |
1,663.2 |
368.5 |
18.4% |
26.1 |
1.3% |
91% |
False |
False |
15,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,133.3 |
2.618 |
2,083.0 |
1.618 |
2,052.2 |
1.000 |
2,033.2 |
0.618 |
2,021.4 |
HIGH |
2,002.4 |
0.618 |
1,990.6 |
0.500 |
1,987.0 |
0.382 |
1,983.4 |
LOW |
1,971.6 |
0.618 |
1,952.6 |
1.000 |
1,940.8 |
1.618 |
1,921.8 |
2.618 |
1,891.0 |
4.250 |
1,840.7 |
|
|
Fisher Pivots for day following 30-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,994.1 |
1,993.5 |
PP |
1,990.6 |
1,989.2 |
S1 |
1,987.0 |
1,985.0 |
|