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 |
27,605 |
28,000 |
395 |
1.4% |
28,375 |
High |
28,670 |
28,000 |
-670 |
-2.3% |
29,420 |
Low |
27,245 |
27,320 |
75 |
0.3% |
27,275 |
Close |
27,605 |
28,000 |
395 |
1.4% |
28,445 |
Range |
1,425 |
680 |
-745 |
-52.3% |
2,145 |
ATR |
1,306 |
1,261 |
-45 |
-3.4% |
0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,813 |
29,587 |
28,374 |
|
R3 |
29,133 |
28,907 |
28,187 |
|
R2 |
28,453 |
28,453 |
28,125 |
|
R1 |
28,227 |
28,227 |
28,062 |
28,340 |
PP |
27,773 |
27,773 |
27,773 |
27,830 |
S1 |
27,547 |
27,547 |
27,938 |
27,660 |
S2 |
27,093 |
27,093 |
27,875 |
|
S3 |
26,413 |
26,867 |
27,813 |
|
S4 |
25,733 |
26,187 |
27,626 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,815 |
33,775 |
29,625 |
|
R3 |
32,670 |
31,630 |
29,035 |
|
R2 |
30,525 |
30,525 |
28,838 |
|
R1 |
29,485 |
29,485 |
28,642 |
30,005 |
PP |
28,380 |
28,380 |
28,380 |
28,640 |
S1 |
27,340 |
27,340 |
28,248 |
27,860 |
S2 |
26,235 |
26,235 |
28,052 |
|
S3 |
24,090 |
25,195 |
27,855 |
|
S4 |
21,945 |
23,050 |
27,265 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,420 |
27,245 |
2,175 |
7.8% |
980 |
3.5% |
35% |
False |
False |
3 |
10 |
29,420 |
24,375 |
5,045 |
18.0% |
1,025 |
3.7% |
72% |
False |
False |
2 |
20 |
29,420 |
19,935 |
9,485 |
33.9% |
1,026 |
3.7% |
85% |
False |
False |
1 |
40 |
29,420 |
19,935 |
9,485 |
33.9% |
823 |
2.9% |
85% |
False |
False |
1 |
60 |
29,420 |
16,435 |
12,985 |
46.4% |
591 |
2.1% |
89% |
False |
False |
|
80 |
29,420 |
16,435 |
12,985 |
46.4% |
447 |
1.6% |
89% |
False |
False |
|
100 |
29,420 |
15,695 |
13,725 |
49.0% |
418 |
1.5% |
90% |
False |
False |
|
120 |
29,420 |
15,695 |
13,725 |
49.0% |
402 |
1.4% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,890 |
2.618 |
29,780 |
1.618 |
29,100 |
1.000 |
28,680 |
0.618 |
28,420 |
HIGH |
28,000 |
0.618 |
27,740 |
0.500 |
27,660 |
0.382 |
27,580 |
LOW |
27,320 |
0.618 |
26,900 |
1.000 |
26,640 |
1.618 |
26,220 |
2.618 |
25,540 |
4.250 |
24,430 |
|
|
Fisher Pivots for day following 28-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
27,887 |
27,986 |
PP |
27,773 |
27,972 |
S1 |
27,660 |
27,958 |
|