| 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 |
1,767.5 |
1,783.2 |
15.7 |
0.9% |
1,749.2 |
| High |
1,788.4 |
1,802.4 |
14.0 |
0.8% |
1,808.2 |
| Low |
1,766.9 |
1,773.3 |
6.4 |
0.4% |
1,703.0 |
| Close |
1,784.3 |
1,780.1 |
-4.2 |
-0.2% |
1,747.7 |
| Range |
21.5 |
29.1 |
7.6 |
35.3% |
105.2 |
| ATR |
46.6 |
45.4 |
-1.3 |
-2.7% |
0.0 |
| Volume |
158,741 |
166,271 |
7,530 |
4.7% |
1,275,922 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,872.6 |
1,855.4 |
1,796.1 |
|
| R3 |
1,843.5 |
1,826.3 |
1,788.1 |
|
| R2 |
1,814.4 |
1,814.4 |
1,785.4 |
|
| R1 |
1,797.2 |
1,797.2 |
1,782.8 |
1,791.3 |
| PP |
1,785.3 |
1,785.3 |
1,785.3 |
1,782.3 |
| S1 |
1,768.1 |
1,768.1 |
1,777.4 |
1,762.2 |
| S2 |
1,756.2 |
1,756.2 |
1,774.8 |
|
| S3 |
1,727.1 |
1,739.0 |
1,772.1 |
|
| S4 |
1,698.0 |
1,709.9 |
1,764.1 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.6 |
2,013.3 |
1,805.6 |
|
| R3 |
1,963.4 |
1,908.1 |
1,776.6 |
|
| R2 |
1,858.2 |
1,858.2 |
1,767.0 |
|
| R1 |
1,802.9 |
1,802.9 |
1,757.3 |
1,778.0 |
| PP |
1,753.0 |
1,753.0 |
1,753.0 |
1,740.5 |
| S1 |
1,697.7 |
1,697.7 |
1,738.1 |
1,672.8 |
| S2 |
1,647.8 |
1,647.8 |
1,728.4 |
|
| S3 |
1,542.6 |
1,592.5 |
1,718.8 |
|
| S4 |
1,437.4 |
1,487.3 |
1,689.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,802.4 |
1,703.0 |
99.4 |
5.6% |
30.7 |
1.7% |
78% |
True |
False |
188,326 |
| 10 |
1,808.2 |
1,703.0 |
105.2 |
5.9% |
45.3 |
2.5% |
73% |
False |
False |
225,904 |
| 20 |
1,954.6 |
1,703.0 |
251.6 |
14.1% |
51.6 |
2.9% |
31% |
False |
False |
219,900 |
| 40 |
2,033.3 |
1,703.0 |
330.3 |
18.6% |
43.3 |
2.4% |
23% |
False |
False |
110,090 |
| 60 |
2,033.3 |
1,703.0 |
330.3 |
18.6% |
40.7 |
2.3% |
23% |
False |
False |
73,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,926.1 |
|
2.618 |
1,878.6 |
|
1.618 |
1,849.5 |
|
1.000 |
1,831.5 |
|
0.618 |
1,820.4 |
|
HIGH |
1,802.4 |
|
0.618 |
1,791.3 |
|
0.500 |
1,787.9 |
|
0.382 |
1,784.4 |
|
LOW |
1,773.3 |
|
0.618 |
1,755.3 |
|
1.000 |
1,744.2 |
|
1.618 |
1,726.2 |
|
2.618 |
1,697.1 |
|
4.250 |
1,649.6 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,787.9 |
1,779.9 |
| PP |
1,785.3 |
1,779.6 |
| S1 |
1,782.7 |
1,779.4 |
|