| Trading Metrics calculated at close of trading on 28-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2023 |
28-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
2,017.0 |
1,992.3 |
-24.7 |
-1.2% |
2,023.0 |
| High |
2,018.0 |
2,011.3 |
-6.7 |
-0.3% |
2,047.9 |
| Low |
1,980.4 |
1,986.3 |
5.9 |
0.3% |
1,971.3 |
| Close |
1,988.7 |
2,007.9 |
19.2 |
1.0% |
2,018.8 |
| Range |
37.6 |
25.0 |
-12.6 |
-33.5% |
76.6 |
| ATR |
34.1 |
33.5 |
-0.7 |
-1.9% |
0.0 |
| Volume |
3,238 |
2,904 |
-334 |
-10.3% |
13,562 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,076.8 |
2,067.4 |
2,021.7 |
|
| R3 |
2,051.8 |
2,042.4 |
2,014.8 |
|
| R2 |
2,026.8 |
2,026.8 |
2,012.5 |
|
| R1 |
2,017.4 |
2,017.4 |
2,010.2 |
2,022.1 |
| PP |
2,001.8 |
2,001.8 |
2,001.8 |
2,004.2 |
| S1 |
1,992.4 |
1,992.4 |
2,005.6 |
1,997.1 |
| S2 |
1,976.8 |
1,976.8 |
2,003.3 |
|
| S3 |
1,951.8 |
1,967.4 |
2,001.0 |
|
| S4 |
1,926.8 |
1,942.4 |
1,994.2 |
|
|
| 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 |
3.4% |
34.3 |
1.7% |
53% |
False |
False |
2,898 |
| 10 |
2,047.9 |
1,924.2 |
123.7 |
6.2% |
40.0 |
2.0% |
68% |
False |
False |
2,899 |
| 20 |
2,047.9 |
1,848.6 |
199.3 |
9.9% |
31.9 |
1.6% |
80% |
False |
False |
2,911 |
| 40 |
2,047.9 |
1,845.7 |
202.2 |
10.1% |
28.4 |
1.4% |
80% |
False |
False |
2,232 |
| 60 |
2,047.9 |
1,845.7 |
202.2 |
10.1% |
26.4 |
1.3% |
80% |
False |
False |
1,944 |
| 80 |
2,047.9 |
1,825.6 |
222.3 |
11.1% |
25.1 |
1.2% |
82% |
False |
False |
1,547 |
| 100 |
2,047.9 |
1,683.6 |
364.3 |
18.1% |
23.8 |
1.2% |
89% |
False |
False |
1,323 |
| 120 |
2,047.9 |
1,683.6 |
364.3 |
18.1% |
22.2 |
1.1% |
89% |
False |
False |
1,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.6 |
|
2.618 |
2,076.8 |
|
1.618 |
2,051.8 |
|
1.000 |
2,036.3 |
|
0.618 |
2,026.8 |
|
HIGH |
2,011.3 |
|
0.618 |
2,001.8 |
|
0.500 |
1,998.8 |
|
0.382 |
1,995.9 |
|
LOW |
1,986.3 |
|
0.618 |
1,970.9 |
|
1.000 |
1,961.3 |
|
1.618 |
1,945.9 |
|
2.618 |
1,920.9 |
|
4.250 |
1,880.1 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,004.9 |
2,010.2 |
| PP |
2,001.8 |
2,009.4 |
| S1 |
1,998.8 |
2,008.7 |
|