Trading Metrics calculated at close of trading on 09-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,273.0 |
4,293.0 |
20.0 |
0.5% |
4,201.0 |
High |
4,303.0 |
4,300.0 |
-3.0 |
-0.1% |
4,321.0 |
Low |
4,261.0 |
4,235.0 |
-26.0 |
-0.6% |
4,180.0 |
Close |
4,294.0 |
4,290.0 |
-4.0 |
-0.1% |
4,301.0 |
Range |
42.0 |
65.0 |
23.0 |
54.8% |
141.0 |
ATR |
61.7 |
61.9 |
0.2 |
0.4% |
0.0 |
Volume |
873,616 |
1,076,074 |
202,458 |
23.2% |
4,831,995 |
|
Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,470.0 |
4,445.0 |
4,325.8 |
|
R3 |
4,405.0 |
4,380.0 |
4,307.9 |
|
R2 |
4,340.0 |
4,340.0 |
4,301.9 |
|
R1 |
4,315.0 |
4,315.0 |
4,296.0 |
4,295.0 |
PP |
4,275.0 |
4,275.0 |
4,275.0 |
4,265.0 |
S1 |
4,250.0 |
4,250.0 |
4,284.0 |
4,230.0 |
S2 |
4,210.0 |
4,210.0 |
4,278.1 |
|
S3 |
4,145.0 |
4,185.0 |
4,272.1 |
|
S4 |
4,080.0 |
4,120.0 |
4,254.3 |
|
|
Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,690.3 |
4,636.7 |
4,378.6 |
|
R3 |
4,549.3 |
4,495.7 |
4,339.8 |
|
R2 |
4,408.3 |
4,408.3 |
4,326.9 |
|
R1 |
4,354.7 |
4,354.7 |
4,313.9 |
4,381.5 |
PP |
4,267.3 |
4,267.3 |
4,267.3 |
4,280.8 |
S1 |
4,213.7 |
4,213.7 |
4,288.1 |
4,240.5 |
S2 |
4,126.3 |
4,126.3 |
4,275.2 |
|
S3 |
3,985.3 |
4,072.7 |
4,262.2 |
|
S4 |
3,844.3 |
3,931.7 |
4,223.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,328.0 |
4,235.0 |
93.0 |
2.2% |
52.0 |
1.2% |
59% |
False |
True |
903,712 |
10 |
4,328.0 |
4,175.0 |
153.0 |
3.6% |
65.8 |
1.5% |
75% |
False |
False |
979,964 |
20 |
4,328.0 |
4,175.0 |
153.0 |
3.6% |
61.5 |
1.4% |
75% |
False |
False |
966,828 |
40 |
4,328.0 |
4,073.0 |
255.0 |
5.9% |
56.0 |
1.3% |
85% |
False |
False |
917,699 |
60 |
4,328.0 |
3,753.0 |
575.0 |
13.4% |
60.5 |
1.4% |
93% |
False |
False |
904,496 |
80 |
4,328.0 |
3,753.0 |
575.0 |
13.4% |
55.6 |
1.3% |
93% |
False |
False |
695,807 |
100 |
4,328.0 |
3,386.0 |
942.0 |
22.0% |
56.0 |
1.3% |
96% |
False |
False |
557,146 |
120 |
4,328.0 |
3,250.0 |
1,078.0 |
25.1% |
58.0 |
1.4% |
96% |
False |
False |
464,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,576.3 |
2.618 |
4,470.2 |
1.618 |
4,405.2 |
1.000 |
4,365.0 |
0.618 |
4,340.2 |
HIGH |
4,300.0 |
0.618 |
4,275.2 |
0.500 |
4,267.5 |
0.382 |
4,259.8 |
LOW |
4,235.0 |
0.618 |
4,194.8 |
1.000 |
4,170.0 |
1.618 |
4,129.8 |
2.618 |
4,064.8 |
4.250 |
3,958.8 |
|
|
Fisher Pivots for day following 09-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,282.5 |
4,286.3 |
PP |
4,275.0 |
4,282.7 |
S1 |
4,267.5 |
4,279.0 |
|