| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,916.00 |
12,810.50 |
-105.50 |
-0.8% |
12,690.00 |
| High |
12,984.50 |
12,833.50 |
-151.00 |
-1.2% |
13,082.00 |
| Low |
12,765.50 |
12,634.25 |
-131.25 |
-1.0% |
12,525.25 |
| Close |
12,788.50 |
12,732.50 |
-56.00 |
-0.4% |
12,890.25 |
| Range |
219.00 |
199.25 |
-19.75 |
-9.0% |
556.75 |
| ATR |
279.75 |
274.00 |
-5.75 |
-2.1% |
0.00 |
| Volume |
562,634 |
537,965 |
-24,669 |
-4.4% |
3,488,346 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,331.25 |
13,231.00 |
12,842.00 |
|
| R3 |
13,132.00 |
13,031.75 |
12,787.25 |
|
| R2 |
12,932.75 |
12,932.75 |
12,769.00 |
|
| R1 |
12,832.50 |
12,832.50 |
12,750.75 |
12,783.00 |
| PP |
12,733.50 |
12,733.50 |
12,733.50 |
12,708.50 |
| S1 |
12,633.25 |
12,633.25 |
12,714.25 |
12,583.75 |
| S2 |
12,534.25 |
12,534.25 |
12,696.00 |
|
| S3 |
12,335.00 |
12,434.00 |
12,677.75 |
|
| S4 |
12,135.75 |
12,234.75 |
12,623.00 |
|
|
| 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 |
12,634.25 |
447.75 |
3.5% |
271.25 |
2.1% |
22% |
False |
True |
665,722 |
| 10 |
13,082.00 |
12,096.75 |
985.25 |
7.7% |
277.75 |
2.2% |
65% |
False |
False |
689,278 |
| 20 |
13,082.00 |
11,806.25 |
1,275.75 |
10.0% |
280.50 |
2.2% |
73% |
False |
False |
443,653 |
| 40 |
13,082.00 |
11,806.25 |
1,275.75 |
10.0% |
279.25 |
2.2% |
73% |
False |
False |
222,497 |
| 60 |
13,082.00 |
10,870.00 |
2,212.00 |
17.4% |
272.75 |
2.1% |
84% |
False |
False |
148,627 |
| 80 |
13,082.00 |
10,870.00 |
2,212.00 |
17.4% |
272.25 |
2.1% |
84% |
False |
False |
111,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,680.25 |
|
2.618 |
13,355.25 |
|
1.618 |
13,156.00 |
|
1.000 |
13,032.75 |
|
0.618 |
12,956.75 |
|
HIGH |
12,833.50 |
|
0.618 |
12,757.50 |
|
0.500 |
12,734.00 |
|
0.382 |
12,710.25 |
|
LOW |
12,634.25 |
|
0.618 |
12,511.00 |
|
1.000 |
12,435.00 |
|
1.618 |
12,311.75 |
|
2.618 |
12,112.50 |
|
4.250 |
11,787.50 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,734.00 |
12,809.50 |
| PP |
12,733.50 |
12,783.75 |
| S1 |
12,733.00 |
12,758.00 |
|