Trading Metrics calculated at close of trading on 29-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,122.0 |
4,120.0 |
-2.0 |
0.0% |
4,028.0 |
High |
4,149.0 |
4,189.0 |
40.0 |
1.0% |
4,164.0 |
Low |
4,095.0 |
4,115.0 |
20.0 |
0.5% |
3,914.0 |
Close |
4,113.0 |
4,170.0 |
57.0 |
1.4% |
4,067.0 |
Range |
54.0 |
74.0 |
20.0 |
37.0% |
250.0 |
ATR |
87.0 |
86.3 |
-0.8 |
-0.9% |
0.0 |
Volume |
594,722 |
824,588 |
229,866 |
38.7% |
5,179,142 |
|
Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,380.0 |
4,349.0 |
4,210.7 |
|
R3 |
4,306.0 |
4,275.0 |
4,190.4 |
|
R2 |
4,232.0 |
4,232.0 |
4,183.6 |
|
R1 |
4,201.0 |
4,201.0 |
4,176.8 |
4,216.5 |
PP |
4,158.0 |
4,158.0 |
4,158.0 |
4,165.8 |
S1 |
4,127.0 |
4,127.0 |
4,163.2 |
4,142.5 |
S2 |
4,084.0 |
4,084.0 |
4,156.4 |
|
S3 |
4,010.0 |
4,053.0 |
4,149.7 |
|
S4 |
3,936.0 |
3,979.0 |
4,129.3 |
|
|
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 |
4,189.0 |
4,034.0 |
155.0 |
3.7% |
70.8 |
1.7% |
88% |
True |
False |
826,951 |
10 |
4,189.0 |
3,914.0 |
275.0 |
6.6% |
94.7 |
2.3% |
93% |
True |
False |
1,058,754 |
20 |
4,268.0 |
3,914.0 |
354.0 |
8.5% |
91.5 |
2.2% |
72% |
False |
False |
878,014 |
40 |
4,268.0 |
3,914.0 |
354.0 |
8.5% |
68.6 |
1.6% |
72% |
False |
False |
444,791 |
60 |
4,268.0 |
3,900.0 |
368.0 |
8.8% |
57.5 |
1.4% |
73% |
False |
False |
298,931 |
80 |
4,268.0 |
3,725.0 |
543.0 |
13.0% |
54.4 |
1.3% |
82% |
False |
False |
224,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,503.5 |
2.618 |
4,382.7 |
1.618 |
4,308.7 |
1.000 |
4,263.0 |
0.618 |
4,234.7 |
HIGH |
4,189.0 |
0.618 |
4,160.7 |
0.500 |
4,152.0 |
0.382 |
4,143.3 |
LOW |
4,115.0 |
0.618 |
4,069.3 |
1.000 |
4,041.0 |
1.618 |
3,995.3 |
2.618 |
3,921.3 |
4.250 |
3,800.5 |
|
|
Fisher Pivots for day following 29-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,164.0 |
4,158.7 |
PP |
4,158.0 |
4,147.3 |
S1 |
4,152.0 |
4,136.0 |
|