| Trading Metrics calculated at close of trading on 31-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2023 |
31-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,999.7 |
2,015.8 |
16.1 |
0.8% |
2,017.0 |
| High |
2,020.1 |
2,022.8 |
2.7 |
0.1% |
2,022.8 |
| Low |
1,989.6 |
2,002.3 |
12.7 |
0.6% |
1,980.4 |
| Close |
2,015.6 |
2,004.1 |
-11.5 |
-0.6% |
2,004.1 |
| Range |
30.5 |
20.5 |
-10.0 |
-32.8% |
42.4 |
| ATR |
32.0 |
31.2 |
-0.8 |
-2.6% |
0.0 |
| Volume |
3,890 |
4,148 |
258 |
6.6% |
19,149 |
|
| Daily Pivots for day following 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,071.2 |
2,058.2 |
2,015.4 |
|
| R3 |
2,050.7 |
2,037.7 |
2,009.7 |
|
| R2 |
2,030.2 |
2,030.2 |
2,007.9 |
|
| R1 |
2,017.2 |
2,017.2 |
2,006.0 |
2,013.5 |
| PP |
2,009.7 |
2,009.7 |
2,009.7 |
2,007.9 |
| S1 |
1,996.7 |
1,996.7 |
2,002.2 |
1,993.0 |
| S2 |
1,989.2 |
1,989.2 |
2,000.3 |
|
| S3 |
1,968.7 |
1,976.2 |
1,998.5 |
|
| S4 |
1,948.2 |
1,955.7 |
1,992.8 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.6 |
2,109.3 |
2,027.4 |
|
| R3 |
2,087.2 |
2,066.9 |
2,015.8 |
|
| R2 |
2,044.8 |
2,044.8 |
2,011.9 |
|
| R1 |
2,024.5 |
2,024.5 |
2,008.0 |
2,013.5 |
| PP |
2,002.4 |
2,002.4 |
2,002.4 |
1,996.9 |
| S1 |
1,982.1 |
1,982.1 |
2,000.2 |
1,971.1 |
| S2 |
1,960.0 |
1,960.0 |
1,996.3 |
|
| S3 |
1,917.6 |
1,939.7 |
1,992.4 |
|
| S4 |
1,875.2 |
1,897.3 |
1,980.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,022.8 |
1,980.4 |
42.4 |
2.1% |
25.8 |
1.3% |
56% |
True |
False |
3,829 |
| 10 |
2,047.9 |
1,971.3 |
76.6 |
3.8% |
32.9 |
1.6% |
43% |
False |
False |
3,271 |
| 20 |
2,047.9 |
1,848.6 |
199.3 |
9.9% |
32.8 |
1.6% |
78% |
False |
False |
3,322 |
| 40 |
2,047.9 |
1,845.7 |
202.2 |
10.1% |
27.2 |
1.4% |
78% |
False |
False |
2,449 |
| 60 |
2,047.9 |
1,845.7 |
202.2 |
10.1% |
26.6 |
1.3% |
78% |
False |
False |
2,127 |
| 80 |
2,047.9 |
1,827.3 |
220.6 |
11.0% |
24.7 |
1.2% |
80% |
False |
False |
1,689 |
| 100 |
2,047.9 |
1,734.0 |
313.9 |
15.7% |
23.9 |
1.2% |
86% |
False |
False |
1,443 |
| 120 |
2,047.9 |
1,683.6 |
364.3 |
18.2% |
22.4 |
1.1% |
88% |
False |
False |
1,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,109.9 |
|
2.618 |
2,076.5 |
|
1.618 |
2,056.0 |
|
1.000 |
2,043.3 |
|
0.618 |
2,035.5 |
|
HIGH |
2,022.8 |
|
0.618 |
2,015.0 |
|
0.500 |
2,012.6 |
|
0.382 |
2,010.1 |
|
LOW |
2,002.3 |
|
0.618 |
1,989.6 |
|
1.000 |
1,981.8 |
|
1.618 |
1,969.1 |
|
2.618 |
1,948.6 |
|
4.250 |
1,915.2 |
|
|
| Fisher Pivots for day following 31-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.6 |
2,006.2 |
| PP |
2,009.7 |
2,005.5 |
| S1 |
2,006.9 |
2,004.8 |
|