| Trading Metrics calculated at close of trading on 30-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
2,009.5 |
1,999.7 |
-9.8 |
-0.5% |
2,023.0 |
| High |
2,009.5 |
2,020.1 |
10.6 |
0.5% |
2,047.9 |
| Low |
1,994.3 |
1,989.6 |
-4.7 |
-0.2% |
1,971.3 |
| Close |
2,002.1 |
2,015.6 |
13.5 |
0.7% |
2,018.8 |
| Range |
15.2 |
30.5 |
15.3 |
100.7% |
76.6 |
| ATR |
32.2 |
32.0 |
-0.1 |
-0.4% |
0.0 |
| Volume |
4,969 |
3,890 |
-1,079 |
-21.7% |
13,562 |
|
| Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.9 |
2,088.3 |
2,032.4 |
|
| R3 |
2,069.4 |
2,057.8 |
2,024.0 |
|
| R2 |
2,038.9 |
2,038.9 |
2,021.2 |
|
| R1 |
2,027.3 |
2,027.3 |
2,018.4 |
2,033.1 |
| PP |
2,008.4 |
2,008.4 |
2,008.4 |
2,011.4 |
| S1 |
1,996.8 |
1,996.8 |
2,012.8 |
2,002.6 |
| S2 |
1,977.9 |
1,977.9 |
2,010.0 |
|
| S3 |
1,947.4 |
1,966.3 |
2,007.2 |
|
| S4 |
1,916.9 |
1,935.8 |
1,998.8 |
|
|
| 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 |
2,040.0 |
1,980.4 |
59.6 |
3.0% |
27.0 |
1.3% |
59% |
False |
False |
3,582 |
| 10 |
2,047.9 |
1,965.0 |
82.9 |
4.1% |
37.1 |
1.8% |
61% |
False |
False |
3,156 |
| 20 |
2,047.9 |
1,848.6 |
199.3 |
9.9% |
32.7 |
1.6% |
84% |
False |
False |
3,235 |
| 40 |
2,047.9 |
1,845.7 |
202.2 |
10.0% |
27.9 |
1.4% |
84% |
False |
False |
2,387 |
| 60 |
2,047.9 |
1,845.7 |
202.2 |
10.0% |
26.7 |
1.3% |
84% |
False |
False |
2,077 |
| 80 |
2,047.9 |
1,825.6 |
222.3 |
11.0% |
25.0 |
1.2% |
85% |
False |
False |
1,646 |
| 100 |
2,047.9 |
1,701.7 |
346.2 |
17.2% |
24.0 |
1.2% |
91% |
False |
False |
1,405 |
| 120 |
2,047.9 |
1,683.6 |
364.3 |
18.1% |
22.3 |
1.1% |
91% |
False |
False |
1,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.7 |
|
2.618 |
2,099.9 |
|
1.618 |
2,069.4 |
|
1.000 |
2,050.6 |
|
0.618 |
2,038.9 |
|
HIGH |
2,020.1 |
|
0.618 |
2,008.4 |
|
0.500 |
2,004.9 |
|
0.382 |
2,001.3 |
|
LOW |
1,989.6 |
|
0.618 |
1,970.8 |
|
1.000 |
1,959.1 |
|
1.618 |
1,940.3 |
|
2.618 |
1,909.8 |
|
4.250 |
1,860.0 |
|
|
| Fisher Pivots for day following 30-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.0 |
2,011.5 |
| PP |
2,008.4 |
2,007.3 |
| S1 |
2,004.9 |
2,003.2 |
|