| 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 |
2,030.5 |
2,017.0 |
-13.5 |
-0.7% |
2,023.0 |
| High |
2,040.0 |
2,018.0 |
-22.0 |
-1.1% |
2,047.9 |
| Low |
2,013.1 |
1,980.4 |
-32.7 |
-1.6% |
1,971.3 |
| Close |
2,018.8 |
1,988.7 |
-30.1 |
-1.5% |
2,018.8 |
| Range |
26.9 |
37.6 |
10.7 |
39.8% |
76.6 |
| ATR |
33.8 |
34.1 |
0.3 |
1.0% |
0.0 |
| Volume |
2,911 |
3,238 |
327 |
11.2% |
13,562 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.5 |
2,086.2 |
2,009.4 |
|
| R3 |
2,070.9 |
2,048.6 |
1,999.0 |
|
| R2 |
2,033.3 |
2,033.3 |
1,995.6 |
|
| R1 |
2,011.0 |
2,011.0 |
1,992.1 |
2,003.4 |
| PP |
1,995.7 |
1,995.7 |
1,995.7 |
1,991.9 |
| S1 |
1,973.4 |
1,973.4 |
1,985.3 |
1,965.8 |
| S2 |
1,958.1 |
1,958.1 |
1,981.8 |
|
| S3 |
1,920.5 |
1,935.8 |
1,978.4 |
|
| S4 |
1,882.9 |
1,898.2 |
1,968.0 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,242.5 |
2,207.2 |
2,060.9 |
|
| R3 |
2,165.9 |
2,130.6 |
2,039.9 |
|
| R2 |
2,089.3 |
2,089.3 |
2,032.8 |
|
| R1 |
2,054.0 |
2,054.0 |
2,025.8 |
2,033.4 |
| PP |
2,012.7 |
2,012.7 |
2,012.7 |
2,002.3 |
| S1 |
1,977.4 |
1,977.4 |
2,011.8 |
1,956.8 |
| S2 |
1,936.1 |
1,936.1 |
2,004.8 |
|
| S3 |
1,859.5 |
1,900.8 |
1,997.7 |
|
| S4 |
1,782.9 |
1,824.2 |
1,976.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,040.5 |
1,971.3 |
69.2 |
3.5% |
38.8 |
2.0% |
25% |
False |
False |
2,734 |
| 10 |
2,047.9 |
1,924.2 |
123.7 |
6.2% |
39.2 |
2.0% |
52% |
False |
False |
2,874 |
| 20 |
2,047.9 |
1,845.7 |
202.2 |
10.2% |
32.0 |
1.6% |
71% |
False |
False |
2,978 |
| 40 |
2,047.9 |
1,845.7 |
202.2 |
10.2% |
28.1 |
1.4% |
71% |
False |
False |
2,170 |
| 60 |
2,047.9 |
1,845.7 |
202.2 |
10.2% |
26.2 |
1.3% |
71% |
False |
False |
1,898 |
| 80 |
2,047.9 |
1,805.2 |
242.7 |
12.2% |
25.1 |
1.3% |
76% |
False |
False |
1,518 |
| 100 |
2,047.9 |
1,683.6 |
364.3 |
18.3% |
23.7 |
1.2% |
84% |
False |
False |
1,294 |
| 120 |
2,047.9 |
1,683.6 |
364.3 |
18.3% |
22.2 |
1.1% |
84% |
False |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.8 |
|
2.618 |
2,116.4 |
|
1.618 |
2,078.8 |
|
1.000 |
2,055.6 |
|
0.618 |
2,041.2 |
|
HIGH |
2,018.0 |
|
0.618 |
2,003.6 |
|
0.500 |
1,999.2 |
|
0.382 |
1,994.8 |
|
LOW |
1,980.4 |
|
0.618 |
1,957.2 |
|
1.000 |
1,942.8 |
|
1.618 |
1,919.6 |
|
2.618 |
1,882.0 |
|
4.250 |
1,820.6 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,999.2 |
2,010.5 |
| PP |
1,995.7 |
2,003.2 |
| S1 |
1,992.2 |
1,996.0 |
|