Trading Metrics calculated at close of trading on 20-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,660.7090 |
1,744.6430 |
83.9340 |
5.1% |
1,423.0240 |
High |
1,765.4250 |
1,845.1430 |
79.7180 |
4.5% |
1,781.7640 |
Low |
1,659.0030 |
1,743.7030 |
84.7000 |
5.1% |
1,421.5580 |
Close |
1,744.6380 |
1,762.8490 |
18.2110 |
1.0% |
1,744.6380 |
Range |
106.4220 |
101.4400 |
-4.9820 |
-4.7% |
360.2060 |
ATR |
89.3998 |
90.2598 |
0.8600 |
1.0% |
0.0000 |
Volume |
401,219 |
3,398 |
-397,821 |
-99.2% |
1,690,176 |
|
Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,088.2183 |
2,026.9737 |
1,818.6410 |
|
R3 |
1,986.7783 |
1,925.5337 |
1,790.7450 |
|
R2 |
1,885.3383 |
1,885.3383 |
1,781.4463 |
|
R1 |
1,824.0937 |
1,824.0937 |
1,772.1477 |
1,854.7160 |
PP |
1,783.8983 |
1,783.8983 |
1,783.8983 |
1,799.2095 |
S1 |
1,722.6537 |
1,722.6537 |
1,753.5503 |
1,753.2760 |
S2 |
1,682.4583 |
1,682.4583 |
1,744.2517 |
|
S3 |
1,581.0183 |
1,621.2137 |
1,734.9530 |
|
S4 |
1,479.5783 |
1,519.7737 |
1,707.0570 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,729.9380 |
2,597.4940 |
1,942.7513 |
|
R3 |
2,369.7320 |
2,237.2880 |
1,843.6947 |
|
R2 |
2,009.5260 |
2,009.5260 |
1,810.6758 |
|
R1 |
1,877.0820 |
1,877.0820 |
1,777.6569 |
1,943.3040 |
PP |
1,649.3200 |
1,649.3200 |
1,649.3200 |
1,682.4310 |
S1 |
1,516.8760 |
1,516.8760 |
1,711.6191 |
1,583.0980 |
S2 |
1,289.1140 |
1,289.1140 |
1,678.6002 |
|
S3 |
928.9080 |
1,156.6700 |
1,645.5814 |
|
S4 |
568.7020 |
796.4640 |
1,546.5247 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,845.1430 |
1,617.6840 |
227.4590 |
12.9% |
96.1592 |
5.5% |
64% |
True |
False |
337,530 |
10 |
1,845.1430 |
1,372.9410 |
472.2020 |
26.8% |
103.6935 |
5.9% |
83% |
True |
False |
301,749 |
20 |
1,845.1430 |
1,372.9410 |
472.2020 |
26.8% |
87.4703 |
5.0% |
83% |
True |
False |
258,703 |
40 |
1,845.1430 |
1,372.9410 |
472.2020 |
26.8% |
83.0124 |
4.7% |
83% |
True |
False |
272,372 |
60 |
1,845.1430 |
1,183.8930 |
661.2500 |
37.5% |
70.5055 |
4.0% |
88% |
True |
False |
322,810 |
80 |
1,845.1430 |
1,077.4100 |
767.7330 |
43.6% |
67.1062 |
3.8% |
89% |
True |
False |
367,593 |
100 |
1,845.1430 |
1,077.4100 |
767.7330 |
43.6% |
78.9017 |
4.5% |
89% |
True |
False |
481,280 |
120 |
1,845.1430 |
1,077.4100 |
767.7330 |
43.6% |
75.2557 |
4.3% |
89% |
True |
False |
489,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,276.2630 |
2.618 |
2,110.7129 |
1.618 |
2,009.2729 |
1.000 |
1,946.5830 |
0.618 |
1,907.8329 |
HIGH |
1,845.1430 |
0.618 |
1,806.3929 |
0.500 |
1,794.4230 |
0.382 |
1,782.4531 |
LOW |
1,743.7030 |
0.618 |
1,681.0131 |
1.000 |
1,642.2630 |
1.618 |
1,579.5731 |
2.618 |
1,478.1331 |
4.250 |
1,312.5830 |
|
|
Fisher Pivots for day following 20-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,794.4230 |
1,755.9385 |
PP |
1,783.8983 |
1,749.0280 |
S1 |
1,773.3737 |
1,742.1175 |
|