| 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 |
4,118.0 |
4,102.0 |
-16.0 |
-0.4% |
4,028.0 |
| High |
4,137.0 |
4,134.0 |
-3.0 |
-0.1% |
4,164.0 |
| Low |
4,034.0 |
4,083.0 |
49.0 |
1.2% |
3,914.0 |
| Close |
4,067.0 |
4,108.0 |
41.0 |
1.0% |
4,067.0 |
| Range |
103.0 |
51.0 |
-52.0 |
-50.5% |
250.0 |
| ATR |
91.3 |
89.6 |
-1.7 |
-1.9% |
0.0 |
| Volume |
1,267,202 |
606,967 |
-660,235 |
-52.1% |
5,179,142 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,261.3 |
4,235.7 |
4,136.1 |
|
| R3 |
4,210.3 |
4,184.7 |
4,122.0 |
|
| R2 |
4,159.3 |
4,159.3 |
4,117.4 |
|
| R1 |
4,133.7 |
4,133.7 |
4,112.7 |
4,146.5 |
| PP |
4,108.3 |
4,108.3 |
4,108.3 |
4,114.8 |
| S1 |
4,082.7 |
4,082.7 |
4,103.3 |
4,095.5 |
| S2 |
4,057.3 |
4,057.3 |
4,098.7 |
|
| S3 |
4,006.3 |
4,031.7 |
4,094.0 |
|
| S4 |
3,955.3 |
3,980.7 |
4,080.0 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,798.3 |
4,682.7 |
4,204.5 |
|
| R3 |
4,548.3 |
4,432.7 |
4,135.8 |
|
| R2 |
4,298.3 |
4,298.3 |
4,112.8 |
|
| R1 |
4,182.7 |
4,182.7 |
4,089.9 |
4,240.5 |
| PP |
4,048.3 |
4,048.3 |
4,048.3 |
4,077.3 |
| S1 |
3,932.7 |
3,932.7 |
4,044.1 |
3,990.5 |
| S2 |
3,798.3 |
3,798.3 |
4,021.2 |
|
| S3 |
3,548.3 |
3,682.7 |
3,998.3 |
|
| S4 |
3,298.3 |
3,432.7 |
3,929.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,164.0 |
4,034.0 |
130.0 |
3.2% |
76.2 |
1.9% |
57% |
False |
False |
873,984 |
| 10 |
4,164.0 |
3,914.0 |
250.0 |
6.1% |
110.7 |
2.7% |
78% |
False |
False |
1,319,988 |
| 20 |
4,268.0 |
3,914.0 |
354.0 |
8.6% |
90.6 |
2.2% |
55% |
False |
False |
809,257 |
| 40 |
4,268.0 |
3,914.0 |
354.0 |
8.6% |
66.9 |
1.6% |
55% |
False |
False |
410,282 |
| 60 |
4,268.0 |
3,812.0 |
456.0 |
11.1% |
57.3 |
1.4% |
65% |
False |
False |
275,577 |
| 80 |
4,268.0 |
3,725.0 |
543.0 |
13.2% |
52.8 |
1.3% |
71% |
False |
False |
206,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,350.8 |
|
2.618 |
4,267.5 |
|
1.618 |
4,216.5 |
|
1.000 |
4,185.0 |
|
0.618 |
4,165.5 |
|
HIGH |
4,134.0 |
|
0.618 |
4,114.5 |
|
0.500 |
4,108.5 |
|
0.382 |
4,102.5 |
|
LOW |
4,083.0 |
|
0.618 |
4,051.5 |
|
1.000 |
4,032.0 |
|
1.618 |
4,000.5 |
|
2.618 |
3,949.5 |
|
4.250 |
3,866.3 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,108.5 |
4,103.8 |
| PP |
4,108.3 |
4,099.7 |
| S1 |
4,108.2 |
4,095.5 |
|