| 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 |
28,495 |
28,115 |
-380 |
-1.3% |
28,155 |
| High |
28,760 |
28,425 |
-335 |
-1.2% |
29,230 |
| Low |
27,700 |
26,755 |
-945 |
-3.4% |
26,870 |
| Close |
28,100 |
27,220 |
-880 |
-3.1% |
28,100 |
| Range |
1,060 |
1,670 |
610 |
57.5% |
2,360 |
| ATR |
1,455 |
1,471 |
15 |
1.1% |
0 |
| Volume |
978 |
3,458 |
2,480 |
253.6% |
4,850 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
32,477 |
31,518 |
28,139 |
|
| R3 |
30,807 |
29,848 |
27,679 |
|
| R2 |
29,137 |
29,137 |
27,526 |
|
| R1 |
28,178 |
28,178 |
27,373 |
27,823 |
| PP |
27,467 |
27,467 |
27,467 |
27,289 |
| S1 |
26,508 |
26,508 |
27,067 |
26,153 |
| S2 |
25,797 |
25,797 |
26,914 |
|
| S3 |
24,127 |
24,838 |
26,761 |
|
| S4 |
22,457 |
23,168 |
26,302 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,147 |
33,983 |
29,398 |
|
| R3 |
32,787 |
31,623 |
28,749 |
|
| R2 |
30,427 |
30,427 |
28,533 |
|
| R1 |
29,263 |
29,263 |
28,316 |
28,665 |
| PP |
28,067 |
28,067 |
28,067 |
27,768 |
| S1 |
26,903 |
26,903 |
27,884 |
26,305 |
| S2 |
25,707 |
25,707 |
27,667 |
|
| S3 |
23,347 |
24,543 |
27,451 |
|
| S4 |
20,987 |
22,183 |
26,802 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
29,230 |
26,755 |
2,475 |
9.1% |
1,599 |
5.9% |
19% |
False |
True |
1,544 |
| 10 |
29,230 |
24,105 |
5,125 |
18.8% |
1,656 |
6.1% |
61% |
False |
False |
1,185 |
| 20 |
29,230 |
19,620 |
9,610 |
35.3% |
1,395 |
5.1% |
79% |
False |
False |
769 |
| 40 |
29,230 |
19,620 |
9,610 |
35.3% |
1,164 |
4.3% |
79% |
False |
False |
553 |
| 60 |
29,230 |
15,980 |
13,250 |
48.7% |
952 |
3.5% |
85% |
False |
False |
378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35,523 |
|
2.618 |
32,797 |
|
1.618 |
31,127 |
|
1.000 |
30,095 |
|
0.618 |
29,457 |
|
HIGH |
28,425 |
|
0.618 |
27,787 |
|
0.500 |
27,590 |
|
0.382 |
27,393 |
|
LOW |
26,755 |
|
0.618 |
25,723 |
|
1.000 |
25,085 |
|
1.618 |
24,053 |
|
2.618 |
22,383 |
|
4.250 |
19,658 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
27,590 |
27,923 |
| PP |
27,467 |
27,688 |
| S1 |
27,343 |
27,454 |
|