| Trading Metrics calculated at close of trading on 03-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2023 |
03-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1,998.0 |
1,990.0 |
-8.0 |
-0.4% |
2,000.3 |
| High |
2,005.5 |
2,008.0 |
2.5 |
0.1% |
2,005.5 |
| Low |
1,984.2 |
1,965.9 |
-18.3 |
-0.9% |
1,962.7 |
| Close |
1,986.2 |
2,000.4 |
14.2 |
0.7% |
1,986.2 |
| Range |
21.3 |
42.1 |
20.8 |
97.7% |
42.8 |
| ATR |
32.4 |
33.1 |
0.7 |
2.1% |
0.0 |
| Volume |
162,212 |
187,986 |
25,774 |
15.9% |
708,407 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.7 |
2,101.2 |
2,023.6 |
|
| R3 |
2,075.6 |
2,059.1 |
2,012.0 |
|
| R2 |
2,033.5 |
2,033.5 |
2,008.1 |
|
| R1 |
2,017.0 |
2,017.0 |
2,004.3 |
2,025.3 |
| PP |
1,991.4 |
1,991.4 |
1,991.4 |
1,995.6 |
| S1 |
1,974.9 |
1,974.9 |
1,996.5 |
1,983.2 |
| S2 |
1,949.3 |
1,949.3 |
1,992.7 |
|
| S3 |
1,907.2 |
1,932.8 |
1,988.8 |
|
| S4 |
1,865.1 |
1,890.7 |
1,977.2 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.2 |
2,092.5 |
2,009.7 |
|
| R3 |
2,070.4 |
2,049.7 |
1,998.0 |
|
| R2 |
2,027.6 |
2,027.6 |
1,994.0 |
|
| R1 |
2,006.9 |
2,006.9 |
1,990.1 |
1,995.9 |
| PP |
1,984.8 |
1,984.8 |
1,984.8 |
1,979.3 |
| S1 |
1,964.1 |
1,964.1 |
1,982.3 |
1,953.1 |
| S2 |
1,942.0 |
1,942.0 |
1,978.4 |
|
| S3 |
1,899.2 |
1,921.3 |
1,974.4 |
|
| S4 |
1,856.4 |
1,878.5 |
1,962.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,008.0 |
1,965.9 |
42.1 |
2.1% |
27.5 |
1.4% |
82% |
True |
True |
157,870 |
| 10 |
2,023.9 |
1,953.7 |
70.2 |
3.5% |
33.9 |
1.7% |
67% |
False |
False |
121,532 |
| 20 |
2,031.7 |
1,830.2 |
201.5 |
10.1% |
35.9 |
1.8% |
84% |
False |
False |
92,596 |
| 40 |
2,031.7 |
1,827.6 |
204.1 |
10.2% |
28.2 |
1.4% |
85% |
False |
False |
49,993 |
| 60 |
2,031.7 |
1,827.6 |
204.1 |
10.2% |
28.2 |
1.4% |
85% |
False |
False |
34,900 |
| 80 |
2,031.7 |
1,812.1 |
219.6 |
11.0% |
26.9 |
1.3% |
86% |
False |
False |
26,552 |
| 100 |
2,031.7 |
1,713.0 |
318.7 |
15.9% |
26.5 |
1.3% |
90% |
False |
False |
21,599 |
| 120 |
2,031.7 |
1,663.2 |
368.5 |
18.4% |
26.2 |
1.3% |
92% |
False |
False |
18,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,186.9 |
|
2.618 |
2,118.2 |
|
1.618 |
2,076.1 |
|
1.000 |
2,050.1 |
|
0.618 |
2,034.0 |
|
HIGH |
2,008.0 |
|
0.618 |
1,991.9 |
|
0.500 |
1,987.0 |
|
0.382 |
1,982.0 |
|
LOW |
1,965.9 |
|
0.618 |
1,939.9 |
|
1.000 |
1,923.8 |
|
1.618 |
1,897.8 |
|
2.618 |
1,855.7 |
|
4.250 |
1,787.0 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,995.9 |
1,995.9 |
| PP |
1,991.4 |
1,991.4 |
| S1 |
1,987.0 |
1,987.0 |
|