| 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 |
1,996.1 |
1,982.6 |
-13.5 |
-0.7% |
1,989.7 |
| High |
2,006.5 |
1,984.0 |
-22.5 |
-1.1% |
2,014.9 |
| Low |
1,977.7 |
1,945.0 |
-32.7 |
-1.7% |
1,936.5 |
| Close |
1,983.8 |
1,953.8 |
-30.0 |
-1.5% |
1,983.8 |
| Range |
28.8 |
39.0 |
10.2 |
35.4% |
78.4 |
| ATR |
35.3 |
35.6 |
0.3 |
0.7% |
0.0 |
| Volume |
285,442 |
206,630 |
-78,812 |
-27.6% |
1,379,670 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,077.9 |
2,054.9 |
1,975.3 |
|
| R3 |
2,038.9 |
2,015.9 |
1,964.5 |
|
| R2 |
1,999.9 |
1,999.9 |
1,961.0 |
|
| R1 |
1,976.9 |
1,976.9 |
1,957.4 |
1,968.9 |
| PP |
1,960.9 |
1,960.9 |
1,960.9 |
1,957.0 |
| S1 |
1,937.9 |
1,937.9 |
1,950.2 |
1,929.9 |
| S2 |
1,921.9 |
1,921.9 |
1,946.7 |
|
| S3 |
1,882.9 |
1,898.9 |
1,943.1 |
|
| S4 |
1,843.9 |
1,859.9 |
1,932.4 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.6 |
2,177.1 |
2,026.9 |
|
| R3 |
2,135.2 |
2,098.7 |
2,005.4 |
|
| R2 |
2,056.8 |
2,056.8 |
1,998.2 |
|
| R1 |
2,020.3 |
2,020.3 |
1,991.0 |
1,999.4 |
| PP |
1,978.4 |
1,978.4 |
1,978.4 |
1,967.9 |
| S1 |
1,941.9 |
1,941.9 |
1,976.6 |
1,921.0 |
| S2 |
1,900.0 |
1,900.0 |
1,969.4 |
|
| S3 |
1,821.6 |
1,863.5 |
1,962.2 |
|
| S4 |
1,743.2 |
1,785.1 |
1,940.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,006.5 |
1,936.5 |
70.0 |
3.6% |
40.5 |
2.1% |
25% |
False |
False |
249,656 |
| 10 |
2,014.9 |
1,889.5 |
125.4 |
6.4% |
41.8 |
2.1% |
51% |
False |
False |
283,220 |
| 20 |
2,014.9 |
1,810.8 |
204.1 |
10.4% |
34.1 |
1.7% |
70% |
False |
False |
255,868 |
| 40 |
2,014.9 |
1,810.8 |
204.1 |
10.4% |
29.8 |
1.5% |
70% |
False |
False |
218,210 |
| 60 |
2,014.9 |
1,810.8 |
204.1 |
10.4% |
28.2 |
1.4% |
70% |
False |
False |
162,467 |
| 80 |
2,014.9 |
1,773.7 |
241.2 |
12.3% |
27.4 |
1.4% |
75% |
False |
False |
122,831 |
| 100 |
2,014.9 |
1,647.7 |
367.2 |
18.8% |
27.1 |
1.4% |
83% |
False |
False |
98,903 |
| 120 |
2,014.9 |
1,647.7 |
367.2 |
18.8% |
26.6 |
1.4% |
83% |
False |
False |
82,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.8 |
|
2.618 |
2,086.1 |
|
1.618 |
2,047.1 |
|
1.000 |
2,023.0 |
|
0.618 |
2,008.1 |
|
HIGH |
1,984.0 |
|
0.618 |
1,969.1 |
|
0.500 |
1,964.5 |
|
0.382 |
1,959.9 |
|
LOW |
1,945.0 |
|
0.618 |
1,920.9 |
|
1.000 |
1,906.0 |
|
1.618 |
1,881.9 |
|
2.618 |
1,842.9 |
|
4.250 |
1,779.3 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,964.5 |
1,975.8 |
| PP |
1,960.9 |
1,968.4 |
| S1 |
1,957.4 |
1,961.1 |
|