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 |
12,800.55 |
12,646.02 |
-154.53 |
-1.2% |
12,498.48 |
High |
12,839.42 |
12,648.32 |
-191.10 |
-1.5% |
12,939.85 |
Low |
12,647.94 |
12,517.87 |
-130.07 |
-1.0% |
12,411.36 |
Close |
12,673.07 |
12,610.57 |
-62.50 |
-0.5% |
12,767.05 |
Range |
191.48 |
130.45 |
-61.03 |
-31.9% |
528.49 |
ATR |
250.84 |
244.00 |
-6.83 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,983.60 |
12,927.54 |
12,682.32 |
|
R3 |
12,853.15 |
12,797.09 |
12,646.44 |
|
R2 |
12,722.70 |
12,722.70 |
12,634.49 |
|
R1 |
12,666.64 |
12,666.64 |
12,622.53 |
12,629.45 |
PP |
12,592.25 |
12,592.25 |
12,592.25 |
12,573.66 |
S1 |
12,536.19 |
12,536.19 |
12,598.61 |
12,499.00 |
S2 |
12,461.80 |
12,461.80 |
12,586.65 |
|
S3 |
12,331.35 |
12,405.74 |
12,574.70 |
|
S4 |
12,200.90 |
12,275.29 |
12,538.82 |
|
|
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 |
12,517.87 |
421.98 |
3.3% |
229.71 |
1.8% |
22% |
False |
True |
|
10 |
12,939.85 |
12,026.18 |
913.67 |
7.2% |
237.38 |
1.9% |
64% |
False |
False |
|
20 |
12,939.85 |
11,695.41 |
1,244.44 |
9.9% |
234.65 |
1.9% |
74% |
False |
False |
|
40 |
12,939.85 |
11,695.41 |
1,244.44 |
9.9% |
228.35 |
1.8% |
74% |
False |
False |
|
60 |
12,939.85 |
10,696.42 |
2,243.43 |
17.8% |
224.97 |
1.8% |
85% |
False |
False |
|
80 |
12,939.85 |
10,671.19 |
2,268.66 |
18.0% |
225.10 |
1.8% |
85% |
False |
False |
|
100 |
12,939.85 |
10,632.39 |
2,307.46 |
18.3% |
228.73 |
1.8% |
86% |
False |
False |
|
120 |
12,939.85 |
10,444.78 |
2,495.07 |
19.8% |
238.38 |
1.9% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,202.73 |
2.618 |
12,989.84 |
1.618 |
12,859.39 |
1.000 |
12,778.77 |
0.618 |
12,728.94 |
HIGH |
12,648.32 |
0.618 |
12,598.49 |
0.500 |
12,583.10 |
0.382 |
12,567.70 |
LOW |
12,517.87 |
0.618 |
12,437.25 |
1.000 |
12,387.42 |
1.618 |
12,306.80 |
2.618 |
12,176.35 |
4.250 |
11,963.46 |
|
|
Fisher Pivots for day following 28-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
12,601.41 |
12,678.65 |
PP |
12,592.25 |
12,655.95 |
S1 |
12,583.10 |
12,633.26 |
|