Trading Metrics calculated at close of trading on 10-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,293.0 |
4,234.0 |
-59.0 |
-1.4% |
4,317.0 |
High |
4,300.0 |
4,250.0 |
-50.0 |
-1.2% |
4,328.0 |
Low |
4,235.0 |
4,173.0 |
-62.0 |
-1.5% |
4,173.0 |
Close |
4,290.0 |
4,220.0 |
-70.0 |
-1.6% |
4,220.0 |
Range |
65.0 |
77.0 |
12.0 |
18.5% |
155.0 |
ATR |
61.9 |
65.8 |
3.9 |
6.4% |
0.0 |
Volume |
1,076,074 |
2,197,959 |
1,121,885 |
104.3% |
5,906,849 |
|
Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,445.3 |
4,409.7 |
4,262.4 |
|
R3 |
4,368.3 |
4,332.7 |
4,241.2 |
|
R2 |
4,291.3 |
4,291.3 |
4,234.1 |
|
R1 |
4,255.7 |
4,255.7 |
4,227.1 |
4,235.0 |
PP |
4,214.3 |
4,214.3 |
4,214.3 |
4,204.0 |
S1 |
4,178.7 |
4,178.7 |
4,212.9 |
4,158.0 |
S2 |
4,137.3 |
4,137.3 |
4,205.9 |
|
S3 |
4,060.3 |
4,101.7 |
4,198.8 |
|
S4 |
3,983.3 |
4,024.7 |
4,177.7 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,705.3 |
4,617.7 |
4,305.3 |
|
R3 |
4,550.3 |
4,462.7 |
4,262.6 |
|
R2 |
4,395.3 |
4,395.3 |
4,248.4 |
|
R1 |
4,307.7 |
4,307.7 |
4,234.2 |
4,274.0 |
PP |
4,240.3 |
4,240.3 |
4,240.3 |
4,223.5 |
S1 |
4,152.7 |
4,152.7 |
4,205.8 |
4,119.0 |
S2 |
4,085.3 |
4,085.3 |
4,191.6 |
|
S3 |
3,930.3 |
3,997.7 |
4,177.4 |
|
S4 |
3,775.3 |
3,842.7 |
4,134.8 |
|
|
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 |
4,173.0 |
155.0 |
3.7% |
54.2 |
1.3% |
30% |
False |
True |
1,181,369 |
10 |
4,328.0 |
4,173.0 |
155.0 |
3.7% |
62.0 |
1.5% |
30% |
False |
True |
1,073,884 |
20 |
4,328.0 |
4,173.0 |
155.0 |
3.7% |
62.5 |
1.5% |
30% |
False |
True |
1,024,596 |
40 |
4,328.0 |
4,097.0 |
231.0 |
5.5% |
56.6 |
1.3% |
53% |
False |
False |
950,635 |
60 |
4,328.0 |
3,753.0 |
575.0 |
13.6% |
61.3 |
1.5% |
81% |
False |
False |
914,429 |
80 |
4,328.0 |
3,753.0 |
575.0 |
13.6% |
56.1 |
1.3% |
81% |
False |
False |
723,278 |
100 |
4,328.0 |
3,430.0 |
898.0 |
21.3% |
56.0 |
1.3% |
88% |
False |
False |
579,103 |
120 |
4,328.0 |
3,250.0 |
1,078.0 |
25.5% |
58.2 |
1.4% |
90% |
False |
False |
482,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,577.3 |
2.618 |
4,451.6 |
1.618 |
4,374.6 |
1.000 |
4,327.0 |
0.618 |
4,297.6 |
HIGH |
4,250.0 |
0.618 |
4,220.6 |
0.500 |
4,211.5 |
0.382 |
4,202.4 |
LOW |
4,173.0 |
0.618 |
4,125.4 |
1.000 |
4,096.0 |
1.618 |
4,048.4 |
2.618 |
3,971.4 |
4.250 |
3,845.8 |
|
|
Fisher Pivots for day following 10-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,217.2 |
4,238.0 |
PP |
4,214.3 |
4,232.0 |
S1 |
4,211.5 |
4,226.0 |
|