| 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 |
1,783.2 |
1,781.1 |
-2.1 |
-0.1% |
1,748.1 |
| High |
1,802.4 |
1,817.1 |
14.7 |
0.8% |
1,817.1 |
| Low |
1,773.3 |
1,777.8 |
4.5 |
0.3% |
1,745.3 |
| Close |
1,780.1 |
1,813.5 |
33.4 |
1.9% |
1,813.5 |
| Range |
29.1 |
39.3 |
10.2 |
35.1% |
71.8 |
| ATR |
45.4 |
44.9 |
-0.4 |
-1.0% |
0.0 |
| Volume |
166,271 |
222,697 |
56,426 |
33.9% |
889,995 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,920.7 |
1,906.4 |
1,835.1 |
|
| R3 |
1,881.4 |
1,867.1 |
1,824.3 |
|
| R2 |
1,842.1 |
1,842.1 |
1,820.7 |
|
| R1 |
1,827.8 |
1,827.8 |
1,817.1 |
1,835.0 |
| PP |
1,802.8 |
1,802.8 |
1,802.8 |
1,806.4 |
| S1 |
1,788.5 |
1,788.5 |
1,809.9 |
1,795.7 |
| S2 |
1,763.5 |
1,763.5 |
1,806.3 |
|
| S3 |
1,724.2 |
1,749.2 |
1,802.7 |
|
| S4 |
1,684.9 |
1,709.9 |
1,791.9 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,007.4 |
1,982.2 |
1,853.0 |
|
| R3 |
1,935.6 |
1,910.4 |
1,833.2 |
|
| R2 |
1,863.8 |
1,863.8 |
1,826.7 |
|
| R1 |
1,838.6 |
1,838.6 |
1,820.1 |
1,851.2 |
| PP |
1,792.0 |
1,792.0 |
1,792.0 |
1,798.3 |
| S1 |
1,766.8 |
1,766.8 |
1,806.9 |
1,779.4 |
| S2 |
1,720.2 |
1,720.2 |
1,800.3 |
|
| S3 |
1,648.4 |
1,695.0 |
1,793.8 |
|
| S4 |
1,576.6 |
1,623.2 |
1,774.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,817.1 |
1,745.3 |
71.8 |
4.0% |
29.0 |
1.6% |
95% |
True |
False |
177,999 |
| 10 |
1,817.1 |
1,703.0 |
114.1 |
6.3% |
43.0 |
2.4% |
97% |
True |
False |
216,591 |
| 20 |
1,954.6 |
1,703.0 |
251.6 |
13.9% |
51.8 |
2.9% |
44% |
False |
False |
231,013 |
| 40 |
2,032.2 |
1,703.0 |
329.2 |
18.2% |
42.9 |
2.4% |
34% |
False |
False |
115,654 |
| 60 |
2,033.3 |
1,703.0 |
330.3 |
18.2% |
40.8 |
2.2% |
33% |
False |
False |
77,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,984.1 |
|
2.618 |
1,920.0 |
|
1.618 |
1,880.7 |
|
1.000 |
1,856.4 |
|
0.618 |
1,841.4 |
|
HIGH |
1,817.1 |
|
0.618 |
1,802.1 |
|
0.500 |
1,797.5 |
|
0.382 |
1,792.8 |
|
LOW |
1,777.8 |
|
0.618 |
1,753.5 |
|
1.000 |
1,738.5 |
|
1.618 |
1,714.2 |
|
2.618 |
1,674.9 |
|
4.250 |
1,610.8 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.2 |
1,806.3 |
| PP |
1,802.8 |
1,799.2 |
| S1 |
1,797.5 |
1,792.0 |
|