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 |
4,120.0 |
4,178.0 |
58.0 |
1.4% |
4,028.0 |
High |
4,189.0 |
4,239.0 |
50.0 |
1.2% |
4,164.0 |
Low |
4,115.0 |
4,175.0 |
60.0 |
1.5% |
3,914.0 |
Close |
4,170.0 |
4,232.0 |
62.0 |
1.5% |
4,067.0 |
Range |
74.0 |
64.0 |
-10.0 |
-13.5% |
250.0 |
ATR |
86.3 |
85.0 |
-1.2 |
-1.4% |
0.0 |
Volume |
824,588 |
880,644 |
56,056 |
6.8% |
5,179,142 |
|
Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,407.3 |
4,383.7 |
4,267.2 |
|
R3 |
4,343.3 |
4,319.7 |
4,249.6 |
|
R2 |
4,279.3 |
4,279.3 |
4,243.7 |
|
R1 |
4,255.7 |
4,255.7 |
4,237.9 |
4,267.5 |
PP |
4,215.3 |
4,215.3 |
4,215.3 |
4,221.3 |
S1 |
4,191.7 |
4,191.7 |
4,226.1 |
4,203.5 |
S2 |
4,151.3 |
4,151.3 |
4,220.3 |
|
S3 |
4,087.3 |
4,127.7 |
4,214.4 |
|
S4 |
4,023.3 |
4,063.7 |
4,196.8 |
|
|
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 |
4,239.0 |
4,034.0 |
205.0 |
4.8% |
69.2 |
1.6% |
97% |
True |
False |
834,824 |
10 |
4,239.0 |
3,914.0 |
325.0 |
7.7% |
87.6 |
2.1% |
98% |
True |
False |
970,543 |
20 |
4,268.0 |
3,914.0 |
354.0 |
8.4% |
90.3 |
2.1% |
90% |
False |
False |
918,379 |
40 |
4,268.0 |
3,914.0 |
354.0 |
8.4% |
69.1 |
1.6% |
90% |
False |
False |
466,729 |
60 |
4,268.0 |
3,914.0 |
354.0 |
8.4% |
58.3 |
1.4% |
90% |
False |
False |
313,608 |
80 |
4,268.0 |
3,725.0 |
543.0 |
12.8% |
55.2 |
1.3% |
93% |
False |
False |
235,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,511.0 |
2.618 |
4,406.6 |
1.618 |
4,342.6 |
1.000 |
4,303.0 |
0.618 |
4,278.6 |
HIGH |
4,239.0 |
0.618 |
4,214.6 |
0.500 |
4,207.0 |
0.382 |
4,199.4 |
LOW |
4,175.0 |
0.618 |
4,135.4 |
1.000 |
4,111.0 |
1.618 |
4,071.4 |
2.618 |
4,007.4 |
4.250 |
3,903.0 |
|
|
Fisher Pivots for day following 30-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,223.7 |
4,210.3 |
PP |
4,215.3 |
4,188.7 |
S1 |
4,207.0 |
4,167.0 |
|