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 |
4,139.0 |
4,040.0 |
-99.0 |
-2.4% |
4,050.0 |
High |
4,145.0 |
4,140.0 |
-5.0 |
-0.1% |
4,176.0 |
Low |
4,066.0 |
4,040.0 |
-26.0 |
-0.6% |
3,970.0 |
Close |
4,088.0 |
4,130.0 |
42.0 |
1.0% |
4,088.0 |
Range |
79.0 |
100.0 |
21.0 |
26.6% |
206.0 |
ATR |
63.9 |
66.5 |
2.6 |
4.0% |
0.0 |
Volume |
44 |
17 |
-27 |
-61.4% |
7,133 |
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,403.3 |
4,366.7 |
4,185.0 |
|
R3 |
4,303.3 |
4,266.7 |
4,157.5 |
|
R2 |
4,203.3 |
4,203.3 |
4,148.3 |
|
R1 |
4,166.7 |
4,166.7 |
4,139.2 |
4,185.0 |
PP |
4,103.3 |
4,103.3 |
4,103.3 |
4,112.5 |
S1 |
4,066.7 |
4,066.7 |
4,120.8 |
4,085.0 |
S2 |
4,003.3 |
4,003.3 |
4,111.7 |
|
S3 |
3,903.3 |
3,966.7 |
4,102.5 |
|
S4 |
3,803.3 |
3,866.7 |
4,075.0 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,696.0 |
4,598.0 |
4,201.3 |
|
R3 |
4,490.0 |
4,392.0 |
4,144.7 |
|
R2 |
4,284.0 |
4,284.0 |
4,125.8 |
|
R1 |
4,186.0 |
4,186.0 |
4,106.9 |
4,235.0 |
PP |
4,078.0 |
4,078.0 |
4,078.0 |
4,102.5 |
S1 |
3,980.0 |
3,980.0 |
4,069.1 |
4,029.0 |
S2 |
3,872.0 |
3,872.0 |
4,050.2 |
|
S3 |
3,666.0 |
3,774.0 |
4,031.4 |
|
S4 |
3,460.0 |
3,568.0 |
3,974.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,176.0 |
4,040.0 |
136.0 |
3.3% |
72.4 |
1.8% |
66% |
False |
True |
1,380 |
10 |
4,176.0 |
3,970.0 |
206.0 |
5.0% |
71.9 |
1.7% |
78% |
False |
False |
720 |
20 |
4,284.0 |
3,970.0 |
314.0 |
7.6% |
38.9 |
0.9% |
51% |
False |
False |
385 |
40 |
4,284.0 |
3,970.0 |
314.0 |
7.6% |
19.5 |
0.5% |
51% |
False |
False |
192 |
60 |
4,284.0 |
3,855.0 |
429.0 |
10.4% |
13.0 |
0.3% |
64% |
False |
False |
128 |
80 |
4,284.0 |
3,748.0 |
536.0 |
13.0% |
9.7 |
0.2% |
71% |
False |
False |
96 |
100 |
4,284.0 |
3,674.0 |
610.0 |
14.8% |
7.8 |
0.2% |
75% |
False |
False |
77 |
120 |
4,284.0 |
3,301.0 |
983.0 |
23.8% |
6.5 |
0.2% |
84% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,565.0 |
2.618 |
4,401.8 |
1.618 |
4,301.8 |
1.000 |
4,240.0 |
0.618 |
4,201.8 |
HIGH |
4,140.0 |
0.618 |
4,101.8 |
0.500 |
4,090.0 |
0.382 |
4,078.2 |
LOW |
4,040.0 |
0.618 |
3,978.2 |
1.000 |
3,940.0 |
1.618 |
3,878.2 |
2.618 |
3,778.2 |
4.250 |
3,615.0 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,116.7 |
4,121.5 |
PP |
4,103.3 |
4,113.0 |
S1 |
4,090.0 |
4,104.5 |
|