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 |
4,008.00 |
4,013.50 |
5.50 |
0.1% |
3,963.75 |
High |
4,034.25 |
4,023.75 |
-10.50 |
-0.3% |
4,073.75 |
Low |
3,997.50 |
3,980.75 |
-16.75 |
-0.4% |
3,897.25 |
Close |
4,007.25 |
4,001.50 |
-5.75 |
-0.1% |
4,001.25 |
Range |
36.75 |
43.00 |
6.25 |
17.0% |
176.50 |
ATR |
76.56 |
74.16 |
-2.40 |
-3.1% |
0.00 |
Volume |
1,304,572 |
1,224,495 |
-80,077 |
-6.1% |
9,335,341 |
|
Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,131.00 |
4,109.25 |
4,025.25 |
|
R3 |
4,088.00 |
4,066.25 |
4,013.25 |
|
R2 |
4,045.00 |
4,045.00 |
4,009.50 |
|
R1 |
4,023.25 |
4,023.25 |
4,005.50 |
4,012.50 |
PP |
4,002.00 |
4,002.00 |
4,002.00 |
3,996.75 |
S1 |
3,980.25 |
3,980.25 |
3,997.50 |
3,969.50 |
S2 |
3,959.00 |
3,959.00 |
3,993.50 |
|
S3 |
3,916.00 |
3,937.25 |
3,989.75 |
|
S4 |
3,873.00 |
3,894.25 |
3,977.75 |
|
|
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% |
70.50 |
1.8% |
47% |
False |
False |
1,702,786 |
10 |
4,073.75 |
3,865.00 |
208.75 |
5.2% |
78.75 |
2.0% |
65% |
False |
False |
1,963,867 |
20 |
4,119.50 |
3,839.25 |
280.25 |
7.0% |
78.25 |
2.0% |
58% |
False |
False |
1,433,063 |
40 |
4,244.75 |
3,839.25 |
405.50 |
10.1% |
72.25 |
1.8% |
40% |
False |
False |
719,384 |
60 |
4,244.75 |
3,839.25 |
405.50 |
10.1% |
69.25 |
1.7% |
40% |
False |
False |
480,318 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.6% |
71.50 |
1.8% |
43% |
False |
False |
360,448 |
100 |
4,244.75 |
3,770.50 |
474.25 |
11.9% |
73.00 |
1.8% |
49% |
False |
False |
288,401 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.1% |
76.50 |
1.9% |
64% |
False |
False |
240,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,206.50 |
2.618 |
4,136.25 |
1.618 |
4,093.25 |
1.000 |
4,066.75 |
0.618 |
4,050.25 |
HIGH |
4,023.75 |
0.618 |
4,007.25 |
0.500 |
4,002.25 |
0.382 |
3,997.25 |
LOW |
3,980.75 |
0.618 |
3,954.25 |
1.000 |
3,937.75 |
1.618 |
3,911.25 |
2.618 |
3,868.25 |
4.250 |
3,798.00 |
|
|
Fisher Pivots for day following 28-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,002.25 |
3,996.25 |
PP |
4,002.00 |
3,991.00 |
S1 |
4,001.75 |
3,985.50 |
|