Trading Metrics calculated at close of trading on 03-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,959.75 |
3,983.00 |
23.25 |
0.6% |
3,976.50 |
High |
3,995.25 |
4,053.00 |
57.75 |
1.4% |
4,053.00 |
Low |
3,925.00 |
3,974.00 |
49.00 |
1.2% |
3,925.00 |
Close |
3,984.75 |
4,049.75 |
65.00 |
1.6% |
4,049.75 |
Range |
70.25 |
79.00 |
8.75 |
12.5% |
128.00 |
ATR |
63.36 |
64.48 |
1.12 |
1.8% |
0.00 |
Volume |
1,836,555 |
1,665,102 |
-171,453 |
-9.3% |
9,013,869 |
|
Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,262.50 |
4,235.25 |
4,093.25 |
|
R3 |
4,183.50 |
4,156.25 |
4,071.50 |
|
R2 |
4,104.50 |
4,104.50 |
4,064.25 |
|
R1 |
4,077.25 |
4,077.25 |
4,057.00 |
4,091.00 |
PP |
4,025.50 |
4,025.50 |
4,025.50 |
4,032.50 |
S1 |
3,998.25 |
3,998.25 |
4,042.50 |
4,012.00 |
S2 |
3,946.50 |
3,946.50 |
4,035.25 |
|
S3 |
3,867.50 |
3,919.25 |
4,028.00 |
|
S4 |
3,788.50 |
3,840.25 |
4,006.25 |
|
|
Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,393.25 |
4,349.50 |
4,120.25 |
|
R3 |
4,265.25 |
4,221.50 |
4,085.00 |
|
R2 |
4,137.25 |
4,137.25 |
4,073.25 |
|
R1 |
4,093.50 |
4,093.50 |
4,061.50 |
4,115.50 |
PP |
4,009.25 |
4,009.25 |
4,009.25 |
4,020.25 |
S1 |
3,965.50 |
3,965.50 |
4,038.00 |
3,987.50 |
S2 |
3,881.25 |
3,881.25 |
4,026.25 |
|
S3 |
3,753.25 |
3,837.50 |
4,014.50 |
|
S4 |
3,625.25 |
3,709.50 |
3,979.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,053.00 |
3,925.00 |
128.00 |
3.2% |
57.50 |
1.4% |
97% |
True |
False |
1,802,773 |
10 |
4,096.00 |
3,925.00 |
171.00 |
4.2% |
59.25 |
1.5% |
73% |
False |
False |
1,884,971 |
20 |
4,194.00 |
3,925.00 |
269.00 |
6.6% |
62.75 |
1.5% |
46% |
False |
False |
1,886,675 |
40 |
4,208.50 |
3,819.00 |
389.50 |
9.6% |
65.25 |
1.6% |
59% |
False |
False |
1,808,954 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.4% |
70.25 |
1.7% |
62% |
False |
False |
1,693,085 |
80 |
4,208.50 |
3,769.75 |
438.75 |
10.8% |
72.00 |
1.8% |
64% |
False |
False |
1,272,536 |
100 |
4,208.50 |
3,530.25 |
678.25 |
16.7% |
77.25 |
1.9% |
77% |
False |
False |
1,018,793 |
120 |
4,208.50 |
3,530.25 |
678.25 |
16.7% |
81.25 |
2.0% |
77% |
False |
False |
849,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,388.75 |
2.618 |
4,259.75 |
1.618 |
4,180.75 |
1.000 |
4,132.00 |
0.618 |
4,101.75 |
HIGH |
4,053.00 |
0.618 |
4,022.75 |
0.500 |
4,013.50 |
0.382 |
4,004.25 |
LOW |
3,974.00 |
0.618 |
3,925.25 |
1.000 |
3,895.00 |
1.618 |
3,846.25 |
2.618 |
3,767.25 |
4.250 |
3,638.25 |
|
|
Fisher Pivots for day following 03-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,037.75 |
4,029.50 |
PP |
4,025.50 |
4,009.25 |
S1 |
4,013.50 |
3,989.00 |
|