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 |
4,155.0 |
4,150.0 |
-5.0 |
-0.1% |
4,050.0 |
High |
4,155.0 |
4,207.0 |
52.0 |
1.3% |
4,176.0 |
Low |
4,122.0 |
4,150.0 |
28.0 |
0.7% |
3,970.0 |
Close |
4,136.0 |
4,192.0 |
56.0 |
1.4% |
4,088.0 |
Range |
33.0 |
57.0 |
24.0 |
72.7% |
206.0 |
ATR |
64.1 |
64.6 |
0.5 |
0.8% |
0.0 |
Volume |
48 |
24 |
-24 |
-50.0% |
7,133 |
|
Daily Pivots for day following 29-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,354.0 |
4,330.0 |
4,223.4 |
|
R3 |
4,297.0 |
4,273.0 |
4,207.7 |
|
R2 |
4,240.0 |
4,240.0 |
4,202.5 |
|
R1 |
4,216.0 |
4,216.0 |
4,197.2 |
4,228.0 |
PP |
4,183.0 |
4,183.0 |
4,183.0 |
4,189.0 |
S1 |
4,159.0 |
4,159.0 |
4,186.8 |
4,171.0 |
S2 |
4,126.0 |
4,126.0 |
4,181.6 |
|
S3 |
4,069.0 |
4,102.0 |
4,176.3 |
|
S4 |
4,012.0 |
4,045.0 |
4,160.7 |
|
|
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 |
4,207.0 |
4,040.0 |
167.0 |
4.0% |
69.6 |
1.7% |
91% |
True |
False |
1,233 |
10 |
4,207.0 |
3,970.0 |
237.0 |
5.7% |
67.0 |
1.6% |
94% |
True |
False |
726 |
20 |
4,284.0 |
3,970.0 |
314.0 |
7.5% |
43.4 |
1.0% |
71% |
False |
False |
388 |
40 |
4,284.0 |
3,970.0 |
314.0 |
7.5% |
21.7 |
0.5% |
71% |
False |
False |
194 |
60 |
4,284.0 |
3,927.0 |
357.0 |
8.5% |
14.5 |
0.3% |
74% |
False |
False |
129 |
80 |
4,284.0 |
3,748.0 |
536.0 |
12.8% |
10.9 |
0.3% |
83% |
False |
False |
97 |
100 |
4,284.0 |
3,697.0 |
587.0 |
14.0% |
8.7 |
0.2% |
84% |
False |
False |
77 |
120 |
4,284.0 |
3,303.0 |
981.0 |
23.4% |
7.2 |
0.2% |
91% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,449.3 |
2.618 |
4,356.2 |
1.618 |
4,299.2 |
1.000 |
4,264.0 |
0.618 |
4,242.2 |
HIGH |
4,207.0 |
0.618 |
4,185.2 |
0.500 |
4,178.5 |
0.382 |
4,171.8 |
LOW |
4,150.0 |
0.618 |
4,114.8 |
1.000 |
4,093.0 |
1.618 |
4,057.8 |
2.618 |
4,000.8 |
4.250 |
3,907.8 |
|
|
Fisher Pivots for day following 29-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,187.5 |
4,169.2 |
PP |
4,183.0 |
4,146.3 |
S1 |
4,178.5 |
4,123.5 |
|