| 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 |
130.539 |
131.572 |
1.033 |
0.8% |
131.844 |
| High |
131.756 |
131.577 |
-0.179 |
-0.1% |
133.001 |
| Low |
130.503 |
130.412 |
-0.091 |
-0.1% |
129.647 |
| Close |
131.573 |
130.895 |
-0.678 |
-0.5% |
130.713 |
| Range |
1.253 |
1.165 |
-0.088 |
-7.0% |
3.354 |
| ATR |
1.684 |
1.646 |
-0.037 |
-2.2% |
0.000 |
| Volume |
360,240 |
375,680 |
15,440 |
4.3% |
2,366,331 |
|
| Daily Pivots for day following 28-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.456 |
133.841 |
131.536 |
|
| R3 |
133.291 |
132.676 |
131.215 |
|
| R2 |
132.126 |
132.126 |
131.109 |
|
| R1 |
131.511 |
131.511 |
131.002 |
131.236 |
| PP |
130.961 |
130.961 |
130.961 |
130.824 |
| S1 |
130.346 |
130.346 |
130.788 |
130.071 |
| S2 |
129.796 |
129.796 |
130.681 |
|
| S3 |
128.631 |
129.181 |
130.575 |
|
| S4 |
127.466 |
128.016 |
130.254 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.182 |
139.302 |
132.558 |
|
| R3 |
137.828 |
135.948 |
131.635 |
|
| R2 |
134.474 |
134.474 |
131.328 |
|
| R1 |
132.594 |
132.594 |
131.020 |
131.857 |
| PP |
131.120 |
131.120 |
131.120 |
130.752 |
| S1 |
129.240 |
129.240 |
130.406 |
128.503 |
| S2 |
127.766 |
127.766 |
130.098 |
|
| S3 |
124.412 |
125.886 |
129.791 |
|
| S4 |
121.058 |
122.532 |
128.868 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.001 |
129.647 |
3.354 |
2.6% |
1.408 |
1.1% |
37% |
False |
False |
428,338 |
| 10 |
135.109 |
129.647 |
5.462 |
4.2% |
1.792 |
1.4% |
23% |
False |
False |
489,570 |
| 20 |
137.909 |
129.647 |
8.262 |
6.3% |
1.701 |
1.3% |
15% |
False |
False |
454,048 |
| 40 |
137.909 |
128.086 |
9.823 |
7.5% |
1.567 |
1.2% |
29% |
False |
False |
426,478 |
| 60 |
137.909 |
127.465 |
10.444 |
8.0% |
1.674 |
1.3% |
33% |
False |
False |
434,606 |
| 80 |
138.172 |
127.465 |
10.707 |
8.2% |
1.741 |
1.3% |
32% |
False |
False |
430,293 |
| 100 |
148.446 |
127.465 |
20.981 |
16.0% |
1.823 |
1.4% |
16% |
False |
False |
428,980 |
| 120 |
151.942 |
127.465 |
24.477 |
18.7% |
1.790 |
1.4% |
14% |
False |
False |
418,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.528 |
|
2.618 |
134.627 |
|
1.618 |
133.462 |
|
1.000 |
132.742 |
|
0.618 |
132.297 |
|
HIGH |
131.577 |
|
0.618 |
131.132 |
|
0.500 |
130.995 |
|
0.382 |
130.857 |
|
LOW |
130.412 |
|
0.618 |
129.692 |
|
1.000 |
129.247 |
|
1.618 |
128.527 |
|
2.618 |
127.362 |
|
4.250 |
125.461 |
|
|
| Fisher Pivots for day following 28-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
130.995 |
130.831 |
| PP |
130.961 |
130.766 |
| S1 |
130.928 |
130.702 |
|