Trading Metrics calculated at close of trading on 29-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,013.50 |
4,006.50 |
-7.00 |
-0.2% |
3,963.75 |
High |
4,023.75 |
4,061.25 |
37.50 |
0.9% |
4,073.75 |
Low |
3,980.75 |
4,006.00 |
25.25 |
0.6% |
3,897.25 |
Close |
4,001.50 |
4,057.50 |
56.00 |
1.4% |
4,001.25 |
Range |
43.00 |
55.25 |
12.25 |
28.5% |
176.50 |
ATR |
74.16 |
73.13 |
-1.03 |
-1.4% |
0.00 |
Volume |
1,224,495 |
1,389,352 |
164,857 |
13.5% |
9,335,341 |
|
Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,207.25 |
4,187.75 |
4,088.00 |
|
R3 |
4,152.00 |
4,132.50 |
4,072.75 |
|
R2 |
4,096.75 |
4,096.75 |
4,067.75 |
|
R1 |
4,077.25 |
4,077.25 |
4,062.50 |
4,087.00 |
PP |
4,041.50 |
4,041.50 |
4,041.50 |
4,046.50 |
S1 |
4,022.00 |
4,022.00 |
4,052.50 |
4,031.75 |
S2 |
3,986.25 |
3,986.25 |
4,047.25 |
|
S3 |
3,931.00 |
3,966.75 |
4,042.25 |
|
S4 |
3,875.75 |
3,911.50 |
4,027.00 |
|
|
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 |
4,061.25 |
3,937.00 |
124.25 |
3.1% |
60.00 |
1.5% |
97% |
True |
False |
1,620,070 |
10 |
4,073.75 |
3,895.00 |
178.75 |
4.4% |
74.25 |
1.8% |
91% |
False |
False |
1,798,596 |
20 |
4,119.50 |
3,839.25 |
280.25 |
6.9% |
78.75 |
1.9% |
78% |
False |
False |
1,501,677 |
40 |
4,244.75 |
3,839.25 |
405.50 |
10.0% |
71.50 |
1.8% |
54% |
False |
False |
754,009 |
60 |
4,244.75 |
3,839.25 |
405.50 |
10.0% |
69.50 |
1.7% |
54% |
False |
False |
503,431 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.4% |
71.50 |
1.8% |
56% |
False |
False |
377,811 |
100 |
4,244.75 |
3,770.50 |
474.25 |
11.7% |
72.00 |
1.8% |
61% |
False |
False |
302,292 |
120 |
4,244.75 |
3,562.00 |
682.75 |
16.8% |
76.25 |
1.9% |
73% |
False |
False |
251,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,296.00 |
2.618 |
4,206.00 |
1.618 |
4,150.75 |
1.000 |
4,116.50 |
0.618 |
4,095.50 |
HIGH |
4,061.25 |
0.618 |
4,040.25 |
0.500 |
4,033.50 |
0.382 |
4,027.00 |
LOW |
4,006.00 |
0.618 |
3,971.75 |
1.000 |
3,950.75 |
1.618 |
3,916.50 |
2.618 |
3,861.25 |
4.250 |
3,771.25 |
|
|
Fisher Pivots for day following 29-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,049.50 |
4,045.25 |
PP |
4,041.50 |
4,033.25 |
S1 |
4,033.50 |
4,021.00 |
|