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 |
1,919.44 |
1,987.34 |
67.90 |
3.5% |
1,868.03 |
High |
1,986.86 |
2,007.32 |
20.46 |
1.0% |
1,986.86 |
Low |
1,919.06 |
1,969.02 |
49.96 |
2.6% |
1,868.03 |
Close |
1,986.86 |
1,978.82 |
-8.04 |
-0.4% |
1,986.86 |
Range |
67.80 |
38.30 |
-29.50 |
-43.5% |
118.83 |
ATR |
27.61 |
28.38 |
0.76 |
2.8% |
0.00 |
Volume |
5,293 |
4,835 |
-458 |
-8.7% |
25,770 |
|
Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,099.95 |
2,077.69 |
1,999.89 |
|
R3 |
2,061.65 |
2,039.39 |
1,989.35 |
|
R2 |
2,023.35 |
2,023.35 |
1,985.84 |
|
R1 |
2,001.09 |
2,001.09 |
1,982.33 |
1,993.07 |
PP |
1,985.05 |
1,985.05 |
1,985.05 |
1,981.05 |
S1 |
1,962.79 |
1,962.79 |
1,975.31 |
1,954.77 |
S2 |
1,946.75 |
1,946.75 |
1,971.80 |
|
S3 |
1,908.45 |
1,924.49 |
1,968.29 |
|
S4 |
1,870.15 |
1,886.19 |
1,957.76 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,303.74 |
2,264.13 |
2,052.22 |
|
R3 |
2,184.91 |
2,145.30 |
2,019.54 |
|
R2 |
2,066.08 |
2,066.08 |
2,008.65 |
|
R1 |
2,026.47 |
2,026.47 |
1,997.75 |
2,046.28 |
PP |
1,947.25 |
1,947.25 |
1,947.25 |
1,957.15 |
S1 |
1,907.64 |
1,907.64 |
1,975.97 |
1,927.45 |
S2 |
1,828.42 |
1,828.42 |
1,965.07 |
|
S3 |
1,709.59 |
1,788.81 |
1,954.18 |
|
S4 |
1,590.76 |
1,669.98 |
1,921.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,007.32 |
1,886.99 |
120.33 |
6.1% |
38.15 |
1.9% |
76% |
True |
False |
5,149 |
10 |
2,007.32 |
1,809.69 |
197.63 |
10.0% |
35.07 |
1.8% |
86% |
True |
False |
5,307 |
20 |
2,007.32 |
1,807.12 |
200.20 |
10.1% |
25.57 |
1.3% |
86% |
True |
False |
5,450 |
40 |
2,007.32 |
1,807.12 |
200.20 |
10.1% |
24.67 |
1.2% |
86% |
True |
False |
5,460 |
60 |
2,007.32 |
1,785.38 |
221.94 |
11.2% |
23.72 |
1.2% |
87% |
True |
False |
6,225 |
80 |
2,007.32 |
1,732.99 |
274.33 |
13.9% |
23.45 |
1.2% |
90% |
True |
False |
7,012 |
100 |
2,007.32 |
1,617.06 |
390.26 |
19.7% |
23.74 |
1.2% |
93% |
True |
False |
7,147 |
120 |
2,007.32 |
1,616.14 |
391.18 |
19.8% |
24.11 |
1.2% |
93% |
True |
False |
7,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,170.10 |
2.618 |
2,107.59 |
1.618 |
2,069.29 |
1.000 |
2,045.62 |
0.618 |
2,030.99 |
HIGH |
2,007.32 |
0.618 |
1,992.69 |
0.500 |
1,988.17 |
0.382 |
1,983.65 |
LOW |
1,969.02 |
0.618 |
1,945.35 |
1.000 |
1,930.72 |
1.618 |
1,907.05 |
2.618 |
1,868.75 |
4.250 |
1,806.25 |
|
|
Fisher Pivots for day following 20-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,988.17 |
1,972.13 |
PP |
1,985.05 |
1,965.43 |
S1 |
1,981.94 |
1,958.74 |
|