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 |
4,102.0 |
4,122.0 |
20.0 |
0.5% |
4,028.0 |
High |
4,134.0 |
4,149.0 |
15.0 |
0.4% |
4,164.0 |
Low |
4,083.0 |
4,095.0 |
12.0 |
0.3% |
3,914.0 |
Close |
4,108.0 |
4,113.0 |
5.0 |
0.1% |
4,067.0 |
Range |
51.0 |
54.0 |
3.0 |
5.9% |
250.0 |
ATR |
89.6 |
87.0 |
-2.5 |
-2.8% |
0.0 |
Volume |
606,967 |
594,722 |
-12,245 |
-2.0% |
5,179,142 |
|
Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,281.0 |
4,251.0 |
4,142.7 |
|
R3 |
4,227.0 |
4,197.0 |
4,127.9 |
|
R2 |
4,173.0 |
4,173.0 |
4,122.9 |
|
R1 |
4,143.0 |
4,143.0 |
4,118.0 |
4,131.0 |
PP |
4,119.0 |
4,119.0 |
4,119.0 |
4,113.0 |
S1 |
4,089.0 |
4,089.0 |
4,108.1 |
4,077.0 |
S2 |
4,065.0 |
4,065.0 |
4,103.1 |
|
S3 |
4,011.0 |
4,035.0 |
4,098.2 |
|
S4 |
3,957.0 |
3,981.0 |
4,083.3 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,798.3 |
4,682.7 |
4,204.5 |
|
R3 |
4,548.3 |
4,432.7 |
4,135.8 |
|
R2 |
4,298.3 |
4,298.3 |
4,112.8 |
|
R1 |
4,182.7 |
4,182.7 |
4,089.9 |
4,240.5 |
PP |
4,048.3 |
4,048.3 |
4,048.3 |
4,077.3 |
S1 |
3,932.7 |
3,932.7 |
4,044.1 |
3,990.5 |
S2 |
3,798.3 |
3,798.3 |
4,021.2 |
|
S3 |
3,548.3 |
3,682.7 |
3,998.3 |
|
S4 |
3,298.3 |
3,432.7 |
3,929.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,164.0 |
4,034.0 |
130.0 |
3.2% |
71.2 |
1.7% |
61% |
False |
False |
805,105 |
10 |
4,164.0 |
3,914.0 |
250.0 |
6.1% |
104.4 |
2.5% |
80% |
False |
False |
1,162,797 |
20 |
4,268.0 |
3,914.0 |
354.0 |
8.6% |
91.3 |
2.2% |
56% |
False |
False |
838,706 |
40 |
4,268.0 |
3,914.0 |
354.0 |
8.6% |
67.6 |
1.6% |
56% |
False |
False |
424,890 |
60 |
4,268.0 |
3,865.0 |
403.0 |
9.8% |
57.3 |
1.4% |
62% |
False |
False |
285,489 |
80 |
4,268.0 |
3,725.0 |
543.0 |
13.2% |
53.5 |
1.3% |
71% |
False |
False |
214,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,378.5 |
2.618 |
4,290.4 |
1.618 |
4,236.4 |
1.000 |
4,203.0 |
0.618 |
4,182.4 |
HIGH |
4,149.0 |
0.618 |
4,128.4 |
0.500 |
4,122.0 |
0.382 |
4,115.6 |
LOW |
4,095.0 |
0.618 |
4,061.6 |
1.000 |
4,041.0 |
1.618 |
4,007.6 |
2.618 |
3,953.6 |
4.250 |
3,865.5 |
|
|
Fisher Pivots for day following 28-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,122.0 |
4,105.8 |
PP |
4,119.0 |
4,098.7 |
S1 |
4,116.0 |
4,091.5 |
|