| Trading Metrics calculated at close of trading on 29-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2023 |
29-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,992.3 |
2,009.5 |
17.2 |
0.9% |
2,023.0 |
| High |
2,011.3 |
2,009.5 |
-1.8 |
-0.1% |
2,047.9 |
| Low |
1,986.3 |
1,994.3 |
8.0 |
0.4% |
1,971.3 |
| Close |
2,007.9 |
2,002.1 |
-5.8 |
-0.3% |
2,018.8 |
| Range |
25.0 |
15.2 |
-9.8 |
-39.2% |
76.6 |
| ATR |
33.5 |
32.2 |
-1.3 |
-3.9% |
0.0 |
| Volume |
2,904 |
4,969 |
2,065 |
71.1% |
13,562 |
|
| Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,047.6 |
2,040.0 |
2,010.5 |
|
| R3 |
2,032.4 |
2,024.8 |
2,006.3 |
|
| R2 |
2,017.2 |
2,017.2 |
2,004.9 |
|
| R1 |
2,009.6 |
2,009.6 |
2,003.5 |
2,005.8 |
| PP |
2,002.0 |
2,002.0 |
2,002.0 |
2,000.1 |
| S1 |
1,994.4 |
1,994.4 |
2,000.7 |
1,990.6 |
| S2 |
1,986.8 |
1,986.8 |
1,999.3 |
|
| S3 |
1,971.6 |
1,979.2 |
1,997.9 |
|
| S4 |
1,956.4 |
1,964.0 |
1,993.7 |
|
|
| 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 |
1,980.4 |
60.1 |
3.0% |
28.4 |
1.4% |
36% |
False |
False |
3,427 |
| 10 |
2,047.9 |
1,946.4 |
101.5 |
5.1% |
36.4 |
1.8% |
55% |
False |
False |
3,018 |
| 20 |
2,047.9 |
1,848.6 |
199.3 |
10.0% |
31.6 |
1.6% |
77% |
False |
False |
3,092 |
| 40 |
2,047.9 |
1,845.7 |
202.2 |
10.1% |
28.0 |
1.4% |
77% |
False |
False |
2,315 |
| 60 |
2,047.9 |
1,845.7 |
202.2 |
10.1% |
26.5 |
1.3% |
77% |
False |
False |
2,018 |
| 80 |
2,047.9 |
1,825.6 |
222.3 |
11.1% |
24.9 |
1.2% |
79% |
False |
False |
1,603 |
| 100 |
2,047.9 |
1,683.6 |
364.3 |
18.2% |
23.8 |
1.2% |
87% |
False |
False |
1,370 |
| 120 |
2,047.9 |
1,683.6 |
364.3 |
18.2% |
22.2 |
1.1% |
87% |
False |
False |
1,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,074.1 |
|
2.618 |
2,049.3 |
|
1.618 |
2,034.1 |
|
1.000 |
2,024.7 |
|
0.618 |
2,018.9 |
|
HIGH |
2,009.5 |
|
0.618 |
2,003.7 |
|
0.500 |
2,001.9 |
|
0.382 |
2,000.1 |
|
LOW |
1,994.3 |
|
0.618 |
1,984.9 |
|
1.000 |
1,979.1 |
|
1.618 |
1,969.7 |
|
2.618 |
1,954.5 |
|
4.250 |
1,929.7 |
|
|
| Fisher Pivots for day following 29-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.0 |
2,001.1 |
| PP |
2,002.0 |
2,000.2 |
| S1 |
2,001.9 |
1,999.2 |
|