Trading Metrics calculated at close of trading on 21-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,987.34 |
1,978.82 |
-8.52 |
-0.4% |
1,868.03 |
High |
2,007.32 |
1,984.37 |
-22.95 |
-1.1% |
1,986.86 |
Low |
1,969.02 |
1,936.18 |
-32.84 |
-1.7% |
1,868.03 |
Close |
1,978.82 |
1,940.43 |
-38.39 |
-1.9% |
1,986.86 |
Range |
38.30 |
48.19 |
9.89 |
25.8% |
118.83 |
ATR |
28.38 |
29.79 |
1.42 |
5.0% |
0.00 |
Volume |
4,835 |
5,220 |
385 |
8.0% |
25,770 |
|
Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,098.23 |
2,067.52 |
1,966.93 |
|
R3 |
2,050.04 |
2,019.33 |
1,953.68 |
|
R2 |
2,001.85 |
2,001.85 |
1,949.26 |
|
R1 |
1,971.14 |
1,971.14 |
1,944.85 |
1,962.40 |
PP |
1,953.66 |
1,953.66 |
1,953.66 |
1,949.29 |
S1 |
1,922.95 |
1,922.95 |
1,936.01 |
1,914.21 |
S2 |
1,905.47 |
1,905.47 |
1,931.60 |
|
S3 |
1,857.28 |
1,874.76 |
1,927.18 |
|
S4 |
1,809.09 |
1,826.57 |
1,913.93 |
|
|
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 |
6.2% |
44.85 |
2.3% |
44% |
False |
False |
5,125 |
10 |
2,007.32 |
1,809.69 |
197.63 |
10.2% |
36.13 |
1.9% |
66% |
False |
False |
5,264 |
20 |
2,007.32 |
1,807.12 |
200.20 |
10.3% |
27.36 |
1.4% |
67% |
False |
False |
5,431 |
40 |
2,007.32 |
1,807.12 |
200.20 |
10.3% |
25.34 |
1.3% |
67% |
False |
False |
5,452 |
60 |
2,007.32 |
1,785.38 |
221.94 |
11.4% |
24.35 |
1.3% |
70% |
False |
False |
6,124 |
80 |
2,007.32 |
1,732.99 |
274.33 |
14.1% |
23.91 |
1.2% |
76% |
False |
False |
6,965 |
100 |
2,007.32 |
1,617.06 |
390.26 |
20.1% |
24.00 |
1.2% |
83% |
False |
False |
7,120 |
120 |
2,007.32 |
1,616.14 |
391.18 |
20.2% |
24.35 |
1.3% |
83% |
False |
False |
7,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,189.18 |
2.618 |
2,110.53 |
1.618 |
2,062.34 |
1.000 |
2,032.56 |
0.618 |
2,014.15 |
HIGH |
1,984.37 |
0.618 |
1,965.96 |
0.500 |
1,960.28 |
0.382 |
1,954.59 |
LOW |
1,936.18 |
0.618 |
1,906.40 |
1.000 |
1,887.99 |
1.618 |
1,858.21 |
2.618 |
1,810.02 |
4.250 |
1,731.37 |
|
|
Fisher Pivots for day following 21-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,960.28 |
1,963.19 |
PP |
1,953.66 |
1,955.60 |
S1 |
1,947.05 |
1,948.02 |
|