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 |
4,178.0 |
4,235.0 |
57.0 |
1.4% |
4,102.0 |
High |
4,239.0 |
4,270.0 |
31.0 |
0.7% |
4,270.0 |
Low |
4,175.0 |
4,221.0 |
46.0 |
1.1% |
4,083.0 |
Close |
4,232.0 |
4,261.0 |
29.0 |
0.7% |
4,261.0 |
Range |
64.0 |
49.0 |
-15.0 |
-23.4% |
187.0 |
ATR |
85.0 |
82.5 |
-2.6 |
-3.0% |
0.0 |
Volume |
880,644 |
875,788 |
-4,856 |
-0.6% |
3,782,709 |
|
Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,397.7 |
4,378.3 |
4,288.0 |
|
R3 |
4,348.7 |
4,329.3 |
4,274.5 |
|
R2 |
4,299.7 |
4,299.7 |
4,270.0 |
|
R1 |
4,280.3 |
4,280.3 |
4,265.5 |
4,290.0 |
PP |
4,250.7 |
4,250.7 |
4,250.7 |
4,255.5 |
S1 |
4,231.3 |
4,231.3 |
4,256.5 |
4,241.0 |
S2 |
4,201.7 |
4,201.7 |
4,252.0 |
|
S3 |
4,152.7 |
4,182.3 |
4,247.5 |
|
S4 |
4,103.7 |
4,133.3 |
4,234.1 |
|
|
Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,765.7 |
4,700.3 |
4,363.9 |
|
R3 |
4,578.7 |
4,513.3 |
4,312.4 |
|
R2 |
4,391.7 |
4,391.7 |
4,295.3 |
|
R1 |
4,326.3 |
4,326.3 |
4,278.1 |
4,359.0 |
PP |
4,204.7 |
4,204.7 |
4,204.7 |
4,221.0 |
S1 |
4,139.3 |
4,139.3 |
4,243.9 |
4,172.0 |
S2 |
4,017.7 |
4,017.7 |
4,226.7 |
|
S3 |
3,830.7 |
3,952.3 |
4,209.6 |
|
S4 |
3,643.7 |
3,765.3 |
4,158.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,270.0 |
4,083.0 |
187.0 |
4.4% |
58.4 |
1.4% |
95% |
True |
False |
756,541 |
10 |
4,270.0 |
3,914.0 |
356.0 |
8.4% |
79.2 |
1.9% |
97% |
True |
False |
896,185 |
20 |
4,270.0 |
3,914.0 |
356.0 |
8.4% |
89.5 |
2.1% |
97% |
True |
False |
961,429 |
40 |
4,270.0 |
3,914.0 |
356.0 |
8.4% |
69.4 |
1.6% |
97% |
True |
False |
488,011 |
60 |
4,270.0 |
3,914.0 |
356.0 |
8.4% |
58.4 |
1.4% |
97% |
True |
False |
328,205 |
80 |
4,270.0 |
3,725.0 |
545.0 |
12.8% |
55.8 |
1.3% |
98% |
True |
False |
246,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,478.3 |
2.618 |
4,398.3 |
1.618 |
4,349.3 |
1.000 |
4,319.0 |
0.618 |
4,300.3 |
HIGH |
4,270.0 |
0.618 |
4,251.3 |
0.500 |
4,245.5 |
0.382 |
4,239.7 |
LOW |
4,221.0 |
0.618 |
4,190.7 |
1.000 |
4,172.0 |
1.618 |
4,141.7 |
2.618 |
4,092.7 |
4.250 |
4,012.8 |
|
|
Fisher Pivots for day following 31-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,255.8 |
4,238.2 |
PP |
4,250.7 |
4,215.3 |
S1 |
4,245.5 |
4,192.5 |
|