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 |
12,700.90 |
12,800.55 |
99.65 |
0.8% |
12,498.48 |
High |
12,770.28 |
12,839.42 |
69.14 |
0.5% |
12,939.85 |
Low |
12,608.15 |
12,647.94 |
39.79 |
0.3% |
12,411.36 |
Close |
12,767.05 |
12,673.07 |
-93.98 |
-0.7% |
12,767.05 |
Range |
162.13 |
191.48 |
29.35 |
18.1% |
528.49 |
ATR |
255.40 |
250.84 |
-4.57 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,294.58 |
13,175.31 |
12,778.38 |
|
R3 |
13,103.10 |
12,983.83 |
12,725.73 |
|
R2 |
12,911.62 |
12,911.62 |
12,708.17 |
|
R1 |
12,792.35 |
12,792.35 |
12,690.62 |
12,756.25 |
PP |
12,720.14 |
12,720.14 |
12,720.14 |
12,702.09 |
S1 |
12,600.87 |
12,600.87 |
12,655.52 |
12,564.77 |
S2 |
12,528.66 |
12,528.66 |
12,637.97 |
|
S3 |
12,337.18 |
12,409.39 |
12,620.41 |
|
S4 |
12,145.70 |
12,217.91 |
12,567.76 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,291.56 |
14,057.79 |
13,057.72 |
|
R3 |
13,763.07 |
13,529.30 |
12,912.38 |
|
R2 |
13,234.58 |
13,234.58 |
12,863.94 |
|
R1 |
13,000.81 |
13,000.81 |
12,815.49 |
13,117.70 |
PP |
12,706.09 |
12,706.09 |
12,706.09 |
12,764.53 |
S1 |
12,472.32 |
12,472.32 |
12,718.61 |
12,589.21 |
S2 |
12,177.60 |
12,177.60 |
12,670.16 |
|
S3 |
11,649.11 |
11,943.83 |
12,621.72 |
|
S4 |
11,120.62 |
11,415.34 |
12,476.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,939.85 |
12,563.78 |
376.07 |
3.0% |
239.56 |
1.9% |
29% |
False |
False |
|
10 |
12,939.85 |
12,026.18 |
913.67 |
7.2% |
242.60 |
1.9% |
71% |
False |
False |
|
20 |
12,939.85 |
11,695.41 |
1,244.44 |
9.8% |
234.24 |
1.8% |
79% |
False |
False |
|
40 |
12,939.85 |
11,695.41 |
1,244.44 |
9.8% |
229.63 |
1.8% |
79% |
False |
False |
|
60 |
12,939.85 |
10,696.42 |
2,243.43 |
17.7% |
226.20 |
1.8% |
88% |
False |
False |
|
80 |
12,939.85 |
10,671.19 |
2,268.66 |
17.9% |
230.32 |
1.8% |
88% |
False |
False |
|
100 |
12,939.85 |
10,632.39 |
2,307.46 |
18.2% |
230.39 |
1.8% |
88% |
False |
False |
|
120 |
12,939.85 |
10,444.78 |
2,495.07 |
19.7% |
238.51 |
1.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,653.21 |
2.618 |
13,340.71 |
1.618 |
13,149.23 |
1.000 |
13,030.90 |
0.618 |
12,957.75 |
HIGH |
12,839.42 |
0.618 |
12,766.27 |
0.500 |
12,743.68 |
0.382 |
12,721.09 |
LOW |
12,647.94 |
0.618 |
12,529.61 |
1.000 |
12,456.46 |
1.618 |
12,338.13 |
2.618 |
12,146.65 |
4.250 |
11,834.15 |
|
|
Fisher Pivots for day following 27-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
12,743.68 |
12,754.13 |
PP |
12,720.14 |
12,727.11 |
S1 |
12,696.61 |
12,700.09 |
|