| 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 |
2,015.8 |
2,007.5 |
-8.3 |
-0.4% |
2,017.0 |
| High |
2,022.8 |
2,026.1 |
3.3 |
0.2% |
2,022.8 |
| Low |
2,002.3 |
1,984.5 |
-17.8 |
-0.9% |
1,980.4 |
| Close |
2,004.1 |
2,018.5 |
14.4 |
0.7% |
2,004.1 |
| Range |
20.5 |
41.6 |
21.1 |
102.9% |
42.4 |
| ATR |
31.2 |
32.0 |
0.7 |
2.4% |
0.0 |
| Volume |
4,148 |
4,321 |
173 |
4.2% |
19,149 |
|
| Daily Pivots for day following 03-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.5 |
2,118.1 |
2,041.4 |
|
| R3 |
2,092.9 |
2,076.5 |
2,029.9 |
|
| R2 |
2,051.3 |
2,051.3 |
2,026.1 |
|
| R1 |
2,034.9 |
2,034.9 |
2,022.3 |
2,043.1 |
| PP |
2,009.7 |
2,009.7 |
2,009.7 |
2,013.8 |
| S1 |
1,993.3 |
1,993.3 |
2,014.7 |
2,001.5 |
| S2 |
1,968.1 |
1,968.1 |
2,010.9 |
|
| S3 |
1,926.5 |
1,951.7 |
2,007.1 |
|
| S4 |
1,884.9 |
1,910.1 |
1,995.6 |
|
|
| Weekly Pivots for week ending 31-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.6 |
2,109.3 |
2,027.4 |
|
| R3 |
2,087.2 |
2,066.9 |
2,015.8 |
|
| R2 |
2,044.8 |
2,044.8 |
2,011.9 |
|
| R1 |
2,024.5 |
2,024.5 |
2,008.0 |
2,013.5 |
| PP |
2,002.4 |
2,002.4 |
2,002.4 |
1,996.9 |
| S1 |
1,982.1 |
1,982.1 |
2,000.2 |
1,971.1 |
| S2 |
1,960.0 |
1,960.0 |
1,996.3 |
|
| S3 |
1,917.6 |
1,939.7 |
1,992.4 |
|
| S4 |
1,875.2 |
1,897.3 |
1,980.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,026.1 |
1,984.5 |
41.6 |
2.1% |
26.6 |
1.3% |
82% |
True |
True |
4,046 |
| 10 |
2,040.5 |
1,971.3 |
69.2 |
3.4% |
32.7 |
1.6% |
68% |
False |
False |
3,390 |
| 20 |
2,047.9 |
1,848.6 |
199.3 |
9.9% |
34.2 |
1.7% |
85% |
False |
False |
3,375 |
| 40 |
2,047.9 |
1,845.7 |
202.2 |
10.0% |
26.8 |
1.3% |
85% |
False |
False |
2,505 |
| 60 |
2,047.9 |
1,845.7 |
202.2 |
10.0% |
26.7 |
1.3% |
85% |
False |
False |
2,177 |
| 80 |
2,047.9 |
1,828.8 |
219.1 |
10.9% |
25.1 |
1.2% |
87% |
False |
False |
1,740 |
| 100 |
2,047.9 |
1,735.0 |
312.9 |
15.5% |
24.2 |
1.2% |
91% |
False |
False |
1,482 |
| 120 |
2,047.9 |
1,683.6 |
364.3 |
18.0% |
22.5 |
1.1% |
92% |
False |
False |
1,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.9 |
|
2.618 |
2,135.0 |
|
1.618 |
2,093.4 |
|
1.000 |
2,067.7 |
|
0.618 |
2,051.8 |
|
HIGH |
2,026.1 |
|
0.618 |
2,010.2 |
|
0.500 |
2,005.3 |
|
0.382 |
2,000.4 |
|
LOW |
1,984.5 |
|
0.618 |
1,958.8 |
|
1.000 |
1,942.9 |
|
1.618 |
1,917.2 |
|
2.618 |
1,875.6 |
|
4.250 |
1,807.7 |
|
|
| Fisher Pivots for day following 03-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,014.1 |
2,014.1 |
| PP |
2,009.7 |
2,009.7 |
| S1 |
2,005.3 |
2,005.3 |
|