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 |
15,278.0 |
15,200.0 |
-78.0 |
-0.5% |
15,007.0 |
High |
15,340.0 |
15,343.0 |
3.0 |
0.0% |
15,465.0 |
Low |
14,957.0 |
15,169.0 |
212.0 |
1.4% |
14,617.0 |
Close |
15,088.0 |
15,291.0 |
203.0 |
1.3% |
15,088.0 |
Range |
383.0 |
174.0 |
-209.0 |
-54.6% |
848.0 |
ATR |
300.1 |
296.8 |
-3.2 |
-1.1% |
0.0 |
Volume |
97,757 |
59,803 |
-37,954 |
-38.8% |
390,369 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,789.7 |
15,714.3 |
15,386.7 |
|
R3 |
15,615.7 |
15,540.3 |
15,338.9 |
|
R2 |
15,441.7 |
15,441.7 |
15,322.9 |
|
R1 |
15,366.3 |
15,366.3 |
15,307.0 |
15,404.0 |
PP |
15,267.7 |
15,267.7 |
15,267.7 |
15,286.5 |
S1 |
15,192.3 |
15,192.3 |
15,275.1 |
15,230.0 |
S2 |
15,093.7 |
15,093.7 |
15,259.1 |
|
S3 |
14,919.7 |
15,018.3 |
15,243.2 |
|
S4 |
14,745.7 |
14,844.3 |
15,195.3 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,600.7 |
17,192.3 |
15,554.4 |
|
R3 |
16,752.7 |
16,344.3 |
15,321.2 |
|
R2 |
15,904.7 |
15,904.7 |
15,243.5 |
|
R1 |
15,496.3 |
15,496.3 |
15,165.7 |
15,700.5 |
PP |
15,056.7 |
15,056.7 |
15,056.7 |
15,158.8 |
S1 |
14,648.3 |
14,648.3 |
15,010.3 |
14,852.5 |
S2 |
14,208.7 |
14,208.7 |
14,932.5 |
|
S3 |
13,360.7 |
13,800.3 |
14,854.8 |
|
S4 |
12,512.7 |
12,952.3 |
14,621.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,465.0 |
14,957.0 |
508.0 |
3.3% |
262.8 |
1.7% |
66% |
False |
False |
69,908 |
10 |
15,465.0 |
14,617.0 |
848.0 |
5.5% |
366.1 |
2.4% |
79% |
False |
False |
76,130 |
20 |
15,891.0 |
14,617.0 |
1,274.0 |
8.3% |
298.6 |
2.0% |
53% |
False |
False |
40,514 |
40 |
15,891.0 |
14,617.0 |
1,274.0 |
8.3% |
217.1 |
1.4% |
53% |
False |
False |
20,300 |
60 |
15,891.0 |
14,155.0 |
1,736.0 |
11.4% |
186.3 |
1.2% |
65% |
False |
False |
13,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,082.5 |
2.618 |
15,798.5 |
1.618 |
15,624.5 |
1.000 |
15,517.0 |
0.618 |
15,450.5 |
HIGH |
15,343.0 |
0.618 |
15,276.5 |
0.500 |
15,256.0 |
0.382 |
15,235.5 |
LOW |
15,169.0 |
0.618 |
15,061.5 |
1.000 |
14,995.0 |
1.618 |
14,887.5 |
2.618 |
14,713.5 |
4.250 |
14,429.5 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
15,279.3 |
15,254.0 |
PP |
15,267.7 |
15,217.0 |
S1 |
15,256.0 |
15,180.0 |
|