| Trading Metrics calculated at close of trading on 30-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
4,006.50 |
4,058.00 |
51.50 |
1.3% |
3,963.75 |
| High |
4,061.25 |
4,087.75 |
26.50 |
0.7% |
4,073.75 |
| Low |
4,006.00 |
4,052.50 |
46.50 |
1.2% |
3,897.25 |
| Close |
4,057.50 |
4,080.00 |
22.50 |
0.6% |
4,001.25 |
| Range |
55.25 |
35.25 |
-20.00 |
-36.2% |
176.50 |
| ATR |
73.13 |
70.43 |
-2.71 |
-3.7% |
0.00 |
| Volume |
1,389,352 |
1,328,529 |
-60,823 |
-4.4% |
9,335,341 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,179.25 |
4,164.75 |
4,099.50 |
|
| R3 |
4,144.00 |
4,129.50 |
4,089.75 |
|
| R2 |
4,108.75 |
4,108.75 |
4,086.50 |
|
| R1 |
4,094.25 |
4,094.25 |
4,083.25 |
4,101.50 |
| PP |
4,073.50 |
4,073.50 |
4,073.50 |
4,077.00 |
| S1 |
4,059.00 |
4,059.00 |
4,076.75 |
4,066.25 |
| S2 |
4,038.25 |
4,038.25 |
4,073.50 |
|
| S3 |
4,003.00 |
4,023.75 |
4,070.25 |
|
| S4 |
3,967.75 |
3,988.50 |
4,060.50 |
|
|
| 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 |
4,087.75 |
3,937.00 |
150.75 |
3.7% |
48.75 |
1.2% |
95% |
True |
False |
1,438,385 |
| 10 |
4,087.75 |
3,897.25 |
190.50 |
4.7% |
67.25 |
1.6% |
96% |
True |
False |
1,680,655 |
| 20 |
4,119.50 |
3,839.25 |
280.25 |
6.9% |
77.00 |
1.9% |
86% |
False |
False |
1,567,038 |
| 40 |
4,244.75 |
3,839.25 |
405.50 |
9.9% |
69.50 |
1.7% |
59% |
False |
False |
787,077 |
| 60 |
4,244.75 |
3,839.25 |
405.50 |
9.9% |
68.50 |
1.7% |
59% |
False |
False |
525,548 |
| 80 |
4,244.75 |
3,821.50 |
423.25 |
10.4% |
71.00 |
1.7% |
61% |
False |
False |
394,416 |
| 100 |
4,244.75 |
3,781.25 |
463.50 |
11.4% |
71.75 |
1.8% |
64% |
False |
False |
315,577 |
| 120 |
4,244.75 |
3,562.00 |
682.75 |
16.7% |
76.00 |
1.9% |
76% |
False |
False |
263,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,237.50 |
|
2.618 |
4,180.00 |
|
1.618 |
4,144.75 |
|
1.000 |
4,123.00 |
|
0.618 |
4,109.50 |
|
HIGH |
4,087.75 |
|
0.618 |
4,074.25 |
|
0.500 |
4,070.00 |
|
0.382 |
4,066.00 |
|
LOW |
4,052.50 |
|
0.618 |
4,030.75 |
|
1.000 |
4,017.25 |
|
1.618 |
3,995.50 |
|
2.618 |
3,960.25 |
|
4.250 |
3,902.75 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,076.75 |
4,064.75 |
| PP |
4,073.50 |
4,049.50 |
| S1 |
4,070.00 |
4,034.25 |
|