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 |
3,988.75 |
4,008.00 |
19.25 |
0.5% |
3,963.75 |
High |
4,010.75 |
4,034.25 |
23.50 |
0.6% |
4,073.75 |
Low |
3,937.00 |
3,997.50 |
60.50 |
1.5% |
3,897.25 |
Close |
4,001.25 |
4,007.25 |
6.00 |
0.1% |
4,001.25 |
Range |
73.75 |
36.75 |
-37.00 |
-50.2% |
176.50 |
ATR |
79.62 |
76.56 |
-3.06 |
-3.8% |
0.00 |
Volume |
1,944,981 |
1,304,572 |
-640,409 |
-32.9% |
9,335,341 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,123.25 |
4,102.00 |
4,027.50 |
|
R3 |
4,086.50 |
4,065.25 |
4,017.25 |
|
R2 |
4,049.75 |
4,049.75 |
4,014.00 |
|
R1 |
4,028.50 |
4,028.50 |
4,010.50 |
4,020.75 |
PP |
4,013.00 |
4,013.00 |
4,013.00 |
4,009.00 |
S1 |
3,991.75 |
3,991.75 |
4,004.00 |
3,984.00 |
S2 |
3,976.25 |
3,976.25 |
4,000.50 |
|
S3 |
3,939.50 |
3,955.00 |
3,997.25 |
|
S4 |
3,902.75 |
3,918.25 |
3,987.00 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,520.25 |
4,437.25 |
4,098.25 |
|
R3 |
4,343.75 |
4,260.75 |
4,049.75 |
|
R2 |
4,167.25 |
4,167.25 |
4,033.50 |
|
R1 |
4,084.25 |
4,084.25 |
4,017.50 |
4,125.75 |
PP |
3,990.75 |
3,990.75 |
3,990.75 |
4,011.50 |
S1 |
3,907.75 |
3,907.75 |
3,985.00 |
3,949.25 |
S2 |
3,814.25 |
3,814.25 |
3,969.00 |
|
S3 |
3,637.75 |
3,731.25 |
3,952.75 |
|
S4 |
3,461.25 |
3,554.75 |
3,904.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,073.75 |
3,937.00 |
136.75 |
3.4% |
74.00 |
1.8% |
51% |
False |
False |
1,764,221 |
10 |
4,073.75 |
3,865.00 |
208.75 |
5.2% |
83.00 |
2.1% |
68% |
False |
False |
2,151,454 |
20 |
4,119.50 |
3,839.25 |
280.25 |
7.0% |
78.00 |
1.9% |
60% |
False |
False |
1,372,544 |
40 |
4,244.75 |
3,839.25 |
405.50 |
10.1% |
72.50 |
1.8% |
41% |
False |
False |
688,824 |
60 |
4,244.75 |
3,839.25 |
405.50 |
10.1% |
69.75 |
1.7% |
41% |
False |
False |
459,931 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.6% |
72.75 |
1.8% |
44% |
False |
False |
345,145 |
100 |
4,244.75 |
3,770.50 |
474.25 |
11.8% |
73.25 |
1.8% |
50% |
False |
False |
276,156 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.0% |
77.25 |
1.9% |
65% |
False |
False |
230,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,190.50 |
2.618 |
4,130.50 |
1.618 |
4,093.75 |
1.000 |
4,071.00 |
0.618 |
4,057.00 |
HIGH |
4,034.25 |
0.618 |
4,020.25 |
0.500 |
4,016.00 |
0.382 |
4,011.50 |
LOW |
3,997.50 |
0.618 |
3,974.75 |
1.000 |
3,960.75 |
1.618 |
3,938.00 |
2.618 |
3,901.25 |
4.250 |
3,841.25 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,016.00 |
4,001.00 |
PP |
4,013.00 |
3,994.50 |
S1 |
4,010.00 |
3,988.25 |
|