Trading Metrics calculated at close of trading on 31-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,058.00 |
4,081.00 |
23.00 |
0.6% |
4,008.00 |
High |
4,087.75 |
4,142.50 |
54.75 |
1.3% |
4,142.50 |
Low |
4,052.50 |
4,078.00 |
25.50 |
0.6% |
3,980.75 |
Close |
4,080.00 |
4,137.75 |
57.75 |
1.4% |
4,137.75 |
Range |
35.25 |
64.50 |
29.25 |
83.0% |
161.75 |
ATR |
70.43 |
70.00 |
-0.42 |
-0.6% |
0.00 |
Volume |
1,328,529 |
1,695,840 |
367,311 |
27.6% |
6,942,788 |
|
Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,313.00 |
4,289.75 |
4,173.25 |
|
R3 |
4,248.50 |
4,225.25 |
4,155.50 |
|
R2 |
4,184.00 |
4,184.00 |
4,149.50 |
|
R1 |
4,160.75 |
4,160.75 |
4,143.75 |
4,172.50 |
PP |
4,119.50 |
4,119.50 |
4,119.50 |
4,125.25 |
S1 |
4,096.25 |
4,096.25 |
4,131.75 |
4,108.00 |
S2 |
4,055.00 |
4,055.00 |
4,126.00 |
|
S3 |
3,990.50 |
4,031.75 |
4,120.00 |
|
S4 |
3,926.00 |
3,967.25 |
4,102.25 |
|
|
Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,572.25 |
4,516.75 |
4,226.75 |
|
R3 |
4,410.50 |
4,355.00 |
4,182.25 |
|
R2 |
4,248.75 |
4,248.75 |
4,167.50 |
|
R1 |
4,193.25 |
4,193.25 |
4,152.50 |
4,221.00 |
PP |
4,087.00 |
4,087.00 |
4,087.00 |
4,101.00 |
S1 |
4,031.50 |
4,031.50 |
4,123.00 |
4,059.25 |
S2 |
3,925.25 |
3,925.25 |
4,108.00 |
|
S3 |
3,763.50 |
3,869.75 |
4,093.25 |
|
S4 |
3,601.75 |
3,708.00 |
4,048.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,142.50 |
3,980.75 |
161.75 |
3.9% |
47.00 |
1.1% |
97% |
True |
False |
1,388,557 |
10 |
4,142.50 |
3,897.25 |
245.25 |
5.9% |
66.00 |
1.6% |
98% |
True |
False |
1,627,812 |
20 |
4,142.50 |
3,839.25 |
303.25 |
7.3% |
76.25 |
1.8% |
98% |
True |
False |
1,650,328 |
40 |
4,231.00 |
3,839.25 |
391.75 |
9.5% |
69.25 |
1.7% |
76% |
False |
False |
829,329 |
60 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
68.50 |
1.7% |
74% |
False |
False |
553,791 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
71.00 |
1.7% |
75% |
False |
False |
415,612 |
100 |
4,244.75 |
3,810.00 |
434.75 |
10.5% |
71.50 |
1.7% |
75% |
False |
False |
332,534 |
120 |
4,244.75 |
3,562.00 |
682.75 |
16.5% |
75.50 |
1.8% |
84% |
False |
False |
277,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,416.50 |
2.618 |
4,311.25 |
1.618 |
4,246.75 |
1.000 |
4,207.00 |
0.618 |
4,182.25 |
HIGH |
4,142.50 |
0.618 |
4,117.75 |
0.500 |
4,110.25 |
0.382 |
4,102.75 |
LOW |
4,078.00 |
0.618 |
4,038.25 |
1.000 |
4,013.50 |
1.618 |
3,973.75 |
2.618 |
3,909.25 |
4.250 |
3,804.00 |
|
|
Fisher Pivots for day following 31-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,128.50 |
4,116.50 |
PP |
4,119.50 |
4,095.50 |
S1 |
4,110.25 |
4,074.25 |
|