Trading Metrics calculated at close of trading on 07-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,049.25 |
4,053.75 |
4.50 |
0.1% |
3,976.50 |
High |
4,082.50 |
4,064.50 |
-18.00 |
-0.4% |
4,053.00 |
Low |
4,041.75 |
3,982.50 |
-59.25 |
-1.5% |
3,925.00 |
Close |
4,052.50 |
3,989.75 |
-62.75 |
-1.5% |
4,049.75 |
Range |
40.75 |
82.00 |
41.25 |
101.2% |
128.00 |
ATR |
62.78 |
64.15 |
1.37 |
2.2% |
0.00 |
Volume |
1,528,845 |
2,141,615 |
612,770 |
40.1% |
9,013,869 |
|
Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,258.25 |
4,206.00 |
4,034.75 |
|
R3 |
4,176.25 |
4,124.00 |
4,012.25 |
|
R2 |
4,094.25 |
4,094.25 |
4,004.75 |
|
R1 |
4,042.00 |
4,042.00 |
3,997.25 |
4,027.00 |
PP |
4,012.25 |
4,012.25 |
4,012.25 |
4,004.75 |
S1 |
3,960.00 |
3,960.00 |
3,982.25 |
3,945.00 |
S2 |
3,930.25 |
3,930.25 |
3,974.75 |
|
S3 |
3,848.25 |
3,878.00 |
3,967.25 |
|
S4 |
3,766.25 |
3,796.00 |
3,944.75 |
|
|
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 |
4,082.50 |
3,925.00 |
157.50 |
3.9% |
64.00 |
1.6% |
41% |
False |
False |
1,842,887 |
10 |
4,082.50 |
3,925.00 |
157.50 |
3.9% |
58.75 |
1.5% |
41% |
False |
False |
1,862,869 |
20 |
4,188.25 |
3,925.00 |
263.25 |
6.6% |
63.75 |
1.6% |
25% |
False |
False |
1,874,432 |
40 |
4,208.50 |
3,891.50 |
317.00 |
7.9% |
64.00 |
1.6% |
31% |
False |
False |
1,808,062 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.5% |
69.75 |
1.8% |
48% |
False |
False |
1,751,935 |
80 |
4,208.50 |
3,781.00 |
427.50 |
10.7% |
71.50 |
1.8% |
49% |
False |
False |
1,318,322 |
100 |
4,208.50 |
3,530.25 |
678.25 |
17.0% |
77.00 |
1.9% |
68% |
False |
False |
1,055,435 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.0% |
79.75 |
2.0% |
68% |
False |
False |
880,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,413.00 |
2.618 |
4,279.25 |
1.618 |
4,197.25 |
1.000 |
4,146.50 |
0.618 |
4,115.25 |
HIGH |
4,064.50 |
0.618 |
4,033.25 |
0.500 |
4,023.50 |
0.382 |
4,013.75 |
LOW |
3,982.50 |
0.618 |
3,931.75 |
1.000 |
3,900.50 |
1.618 |
3,849.75 |
2.618 |
3,767.75 |
4.250 |
3,634.00 |
|
|
Fisher Pivots for day following 07-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,023.50 |
4,028.25 |
PP |
4,012.25 |
4,015.50 |
S1 |
4,001.00 |
4,002.50 |
|