Trading Metrics calculated at close of trading on 13-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,234.0 |
4,218.0 |
-16.0 |
-0.4% |
4,317.0 |
High |
4,250.0 |
4,246.0 |
-4.0 |
-0.1% |
4,328.0 |
Low |
4,173.0 |
4,071.0 |
-102.0 |
-2.4% |
4,173.0 |
Close |
4,220.0 |
4,103.0 |
-117.0 |
-2.8% |
4,220.0 |
Range |
77.0 |
175.0 |
98.0 |
127.3% |
155.0 |
ATR |
65.8 |
73.6 |
7.8 |
11.8% |
0.0 |
Volume |
2,197,959 |
2,966,071 |
768,112 |
34.9% |
5,906,849 |
|
Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,665.0 |
4,559.0 |
4,199.3 |
|
R3 |
4,490.0 |
4,384.0 |
4,151.1 |
|
R2 |
4,315.0 |
4,315.0 |
4,135.1 |
|
R1 |
4,209.0 |
4,209.0 |
4,119.0 |
4,174.5 |
PP |
4,140.0 |
4,140.0 |
4,140.0 |
4,122.8 |
S1 |
4,034.0 |
4,034.0 |
4,087.0 |
3,999.5 |
S2 |
3,965.0 |
3,965.0 |
4,070.9 |
|
S3 |
3,790.0 |
3,859.0 |
4,054.9 |
|
S4 |
3,615.0 |
3,684.0 |
4,006.8 |
|
|
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 |
4,323.0 |
4,071.0 |
252.0 |
6.1% |
83.0 |
2.0% |
13% |
False |
True |
1,609,361 |
10 |
4,328.0 |
4,071.0 |
257.0 |
6.3% |
72.1 |
1.8% |
12% |
False |
True |
1,273,467 |
20 |
4,328.0 |
4,071.0 |
257.0 |
6.3% |
68.0 |
1.7% |
12% |
False |
True |
1,119,221 |
40 |
4,328.0 |
4,071.0 |
257.0 |
6.3% |
59.8 |
1.5% |
12% |
False |
True |
999,449 |
60 |
4,328.0 |
3,753.0 |
575.0 |
14.0% |
62.3 |
1.5% |
61% |
False |
False |
923,763 |
80 |
4,328.0 |
3,753.0 |
575.0 |
14.0% |
57.4 |
1.4% |
61% |
False |
False |
760,341 |
100 |
4,328.0 |
3,430.0 |
898.0 |
21.9% |
57.3 |
1.4% |
75% |
False |
False |
608,763 |
120 |
4,328.0 |
3,250.0 |
1,078.0 |
26.3% |
58.8 |
1.4% |
79% |
False |
False |
507,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,989.8 |
2.618 |
4,704.2 |
1.618 |
4,529.2 |
1.000 |
4,421.0 |
0.618 |
4,354.2 |
HIGH |
4,246.0 |
0.618 |
4,179.2 |
0.500 |
4,158.5 |
0.382 |
4,137.9 |
LOW |
4,071.0 |
0.618 |
3,962.9 |
1.000 |
3,896.0 |
1.618 |
3,787.9 |
2.618 |
3,612.9 |
4.250 |
3,327.3 |
|
|
Fisher Pivots for day following 13-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,158.5 |
4,185.5 |
PP |
4,140.0 |
4,158.0 |
S1 |
4,121.5 |
4,130.5 |
|