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 |
1,982.7 |
1,998.0 |
15.3 |
0.8% |
2,000.3 |
High |
2,002.4 |
2,005.5 |
3.1 |
0.2% |
2,005.5 |
Low |
1,971.6 |
1,984.2 |
12.6 |
0.6% |
1,962.7 |
Close |
1,997.7 |
1,986.2 |
-11.5 |
-0.6% |
1,986.2 |
Range |
30.8 |
21.3 |
-9.5 |
-30.8% |
42.8 |
ATR |
33.2 |
32.4 |
-0.9 |
-2.6% |
0.0 |
Volume |
171,701 |
162,212 |
-9,489 |
-5.5% |
708,407 |
|
Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,055.9 |
2,042.3 |
1,997.9 |
|
R3 |
2,034.6 |
2,021.0 |
1,992.1 |
|
R2 |
2,013.3 |
2,013.3 |
1,990.1 |
|
R1 |
1,999.7 |
1,999.7 |
1,988.2 |
1,995.9 |
PP |
1,992.0 |
1,992.0 |
1,992.0 |
1,990.0 |
S1 |
1,978.4 |
1,978.4 |
1,984.2 |
1,974.6 |
S2 |
1,970.7 |
1,970.7 |
1,982.3 |
|
S3 |
1,949.4 |
1,957.1 |
1,980.3 |
|
S4 |
1,928.1 |
1,935.8 |
1,974.5 |
|
|
Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,113.2 |
2,092.5 |
2,009.7 |
|
R3 |
2,070.4 |
2,049.7 |
1,998.0 |
|
R2 |
2,027.6 |
2,027.6 |
1,994.0 |
|
R1 |
2,006.9 |
2,006.9 |
1,990.1 |
1,995.9 |
PP |
1,984.8 |
1,984.8 |
1,984.8 |
1,979.3 |
S1 |
1,964.1 |
1,964.1 |
1,982.3 |
1,953.1 |
S2 |
1,942.0 |
1,942.0 |
1,978.4 |
|
S3 |
1,899.2 |
1,921.3 |
1,974.4 |
|
S4 |
1,856.4 |
1,878.5 |
1,962.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,005.5 |
1,962.7 |
42.8 |
2.2% |
26.9 |
1.4% |
55% |
True |
False |
141,681 |
10 |
2,031.7 |
1,953.7 |
78.0 |
3.9% |
34.2 |
1.7% |
42% |
False |
False |
109,639 |
20 |
2,031.7 |
1,830.2 |
201.5 |
10.1% |
34.5 |
1.7% |
77% |
False |
False |
83,946 |
40 |
2,031.7 |
1,827.6 |
204.1 |
10.3% |
28.6 |
1.4% |
78% |
False |
False |
45,452 |
60 |
2,031.7 |
1,827.6 |
204.1 |
10.3% |
28.0 |
1.4% |
78% |
False |
False |
31,819 |
80 |
2,031.7 |
1,810.0 |
221.7 |
11.2% |
26.5 |
1.3% |
79% |
False |
False |
24,220 |
100 |
2,031.7 |
1,713.0 |
318.7 |
16.0% |
26.2 |
1.3% |
86% |
False |
False |
19,743 |
120 |
2,031.7 |
1,663.2 |
368.5 |
18.6% |
26.1 |
1.3% |
88% |
False |
False |
16,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,096.0 |
2.618 |
2,061.3 |
1.618 |
2,040.0 |
1.000 |
2,026.8 |
0.618 |
2,018.7 |
HIGH |
2,005.5 |
0.618 |
1,997.4 |
0.500 |
1,994.9 |
0.382 |
1,992.3 |
LOW |
1,984.2 |
0.618 |
1,971.0 |
1.000 |
1,962.9 |
1.618 |
1,949.7 |
2.618 |
1,928.4 |
4.250 |
1,893.7 |
|
|
Fisher Pivots for day following 31-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,994.9 |
1,988.6 |
PP |
1,992.0 |
1,987.8 |
S1 |
1,989.1 |
1,987.0 |
|