Trading Metrics calculated at close of trading on 27-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
12,871.50 |
12,916.00 |
44.50 |
0.3% |
12,690.00 |
High |
12,924.75 |
12,984.50 |
59.75 |
0.5% |
13,082.00 |
Low |
12,728.00 |
12,765.50 |
37.50 |
0.3% |
12,525.25 |
Close |
12,890.25 |
12,788.50 |
-101.75 |
-0.8% |
12,890.25 |
Range |
196.75 |
219.00 |
22.25 |
11.3% |
556.75 |
ATR |
284.42 |
279.75 |
-4.67 |
-1.6% |
0.00 |
Volume |
676,547 |
562,634 |
-113,913 |
-16.8% |
3,488,346 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,503.25 |
13,364.75 |
12,909.00 |
|
R3 |
13,284.25 |
13,145.75 |
12,848.75 |
|
R2 |
13,065.25 |
13,065.25 |
12,828.75 |
|
R1 |
12,926.75 |
12,926.75 |
12,808.50 |
12,886.50 |
PP |
12,846.25 |
12,846.25 |
12,846.25 |
12,826.00 |
S1 |
12,707.75 |
12,707.75 |
12,768.50 |
12,667.50 |
S2 |
12,627.25 |
12,627.25 |
12,748.25 |
|
S3 |
12,408.25 |
12,488.75 |
12,728.25 |
|
S4 |
12,189.25 |
12,269.75 |
12,668.00 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,502.75 |
14,253.25 |
13,196.50 |
|
R3 |
13,946.00 |
13,696.50 |
13,043.25 |
|
R2 |
13,389.25 |
13,389.25 |
12,992.25 |
|
R1 |
13,139.75 |
13,139.75 |
12,941.25 |
13,264.50 |
PP |
12,832.50 |
12,832.50 |
12,832.50 |
12,895.00 |
S1 |
12,583.00 |
12,583.00 |
12,839.25 |
12,707.75 |
S2 |
12,275.75 |
12,275.75 |
12,788.25 |
|
S3 |
11,719.00 |
12,026.25 |
12,737.25 |
|
S4 |
11,162.25 |
11,469.50 |
12,584.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,082.00 |
12,676.50 |
405.50 |
3.2% |
275.75 |
2.2% |
28% |
False |
False |
671,301 |
10 |
13,082.00 |
12,032.25 |
1,049.75 |
8.2% |
290.25 |
2.3% |
72% |
False |
False |
710,252 |
20 |
13,082.00 |
11,806.25 |
1,275.75 |
10.0% |
277.75 |
2.2% |
77% |
False |
False |
416,858 |
40 |
13,082.00 |
11,806.25 |
1,275.75 |
10.0% |
281.50 |
2.2% |
77% |
False |
False |
209,069 |
60 |
13,082.00 |
10,870.00 |
2,212.00 |
17.3% |
274.50 |
2.1% |
87% |
False |
False |
139,668 |
80 |
13,082.00 |
10,870.00 |
2,212.00 |
17.3% |
276.75 |
2.2% |
87% |
False |
False |
104,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,915.25 |
2.618 |
13,557.75 |
1.618 |
13,338.75 |
1.000 |
13,203.50 |
0.618 |
13,119.75 |
HIGH |
12,984.50 |
0.618 |
12,900.75 |
0.500 |
12,875.00 |
0.382 |
12,849.25 |
LOW |
12,765.50 |
0.618 |
12,630.25 |
1.000 |
12,546.50 |
1.618 |
12,411.25 |
2.618 |
12,192.25 |
4.250 |
11,834.75 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
12,875.00 |
12,862.50 |
PP |
12,846.25 |
12,838.00 |
S1 |
12,817.25 |
12,813.25 |
|