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 |
4,040.0 |
4,155.0 |
115.0 |
2.8% |
4,050.0 |
High |
4,140.0 |
4,155.0 |
15.0 |
0.4% |
4,176.0 |
Low |
4,040.0 |
4,122.0 |
82.0 |
2.0% |
3,970.0 |
Close |
4,130.0 |
4,136.0 |
6.0 |
0.1% |
4,088.0 |
Range |
100.0 |
33.0 |
-67.0 |
-67.0% |
206.0 |
ATR |
66.5 |
64.1 |
-2.4 |
-3.6% |
0.0 |
Volume |
17 |
48 |
31 |
182.4% |
7,133 |
|
Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,236.7 |
4,219.3 |
4,154.2 |
|
R3 |
4,203.7 |
4,186.3 |
4,145.1 |
|
R2 |
4,170.7 |
4,170.7 |
4,142.1 |
|
R1 |
4,153.3 |
4,153.3 |
4,139.0 |
4,145.5 |
PP |
4,137.7 |
4,137.7 |
4,137.7 |
4,133.8 |
S1 |
4,120.3 |
4,120.3 |
4,133.0 |
4,112.5 |
S2 |
4,104.7 |
4,104.7 |
4,130.0 |
|
S3 |
4,071.7 |
4,087.3 |
4,126.9 |
|
S4 |
4,038.7 |
4,054.3 |
4,117.9 |
|
|
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% |
69.8 |
1.7% |
71% |
False |
False |
1,333 |
10 |
4,176.0 |
3,970.0 |
206.0 |
5.0% |
69.2 |
1.7% |
81% |
False |
False |
724 |
20 |
4,284.0 |
3,970.0 |
314.0 |
7.6% |
40.6 |
1.0% |
53% |
False |
False |
387 |
40 |
4,284.0 |
3,970.0 |
314.0 |
7.6% |
20.3 |
0.5% |
53% |
False |
False |
193 |
60 |
4,284.0 |
3,927.0 |
357.0 |
8.6% |
13.5 |
0.3% |
59% |
False |
False |
129 |
80 |
4,284.0 |
3,748.0 |
536.0 |
13.0% |
10.1 |
0.2% |
72% |
False |
False |
96 |
100 |
4,284.0 |
3,697.0 |
587.0 |
14.2% |
8.1 |
0.2% |
75% |
False |
False |
77 |
120 |
4,284.0 |
3,301.0 |
983.0 |
23.8% |
6.8 |
0.2% |
85% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,295.3 |
2.618 |
4,241.4 |
1.618 |
4,208.4 |
1.000 |
4,188.0 |
0.618 |
4,175.4 |
HIGH |
4,155.0 |
0.618 |
4,142.4 |
0.500 |
4,138.5 |
0.382 |
4,134.6 |
LOW |
4,122.0 |
0.618 |
4,101.6 |
1.000 |
4,089.0 |
1.618 |
4,068.6 |
2.618 |
4,035.6 |
4.250 |
3,981.8 |
|
|
Fisher Pivots for day following 28-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,138.5 |
4,123.2 |
PP |
4,137.7 |
4,110.3 |
S1 |
4,136.8 |
4,097.5 |
|