Trading Metrics calculated at close of trading on 08-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,053.75 |
3,990.00 |
-63.75 |
-1.6% |
3,976.50 |
High |
4,064.50 |
4,003.25 |
-61.25 |
-1.5% |
4,053.00 |
Low |
3,982.50 |
3,971.50 |
-11.00 |
-0.3% |
3,925.00 |
Close |
3,989.75 |
3,995.00 |
5.25 |
0.1% |
4,049.75 |
Range |
82.00 |
31.75 |
-50.25 |
-61.3% |
128.00 |
ATR |
64.15 |
61.84 |
-2.31 |
-3.6% |
0.00 |
Volume |
2,141,615 |
1,831,712 |
-309,903 |
-14.5% |
9,013,869 |
|
Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,085.25 |
4,071.75 |
4,012.50 |
|
R3 |
4,053.50 |
4,040.00 |
4,003.75 |
|
R2 |
4,021.75 |
4,021.75 |
4,000.75 |
|
R1 |
4,008.25 |
4,008.25 |
3,998.00 |
4,015.00 |
PP |
3,990.00 |
3,990.00 |
3,990.00 |
3,993.25 |
S1 |
3,976.50 |
3,976.50 |
3,992.00 |
3,983.25 |
S2 |
3,958.25 |
3,958.25 |
3,989.25 |
|
S3 |
3,926.50 |
3,944.75 |
3,986.25 |
|
S4 |
3,894.75 |
3,913.00 |
3,977.50 |
|
|
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% |
60.75 |
1.5% |
44% |
False |
False |
1,800,765 |
10 |
4,082.50 |
3,925.00 |
157.50 |
3.9% |
57.75 |
1.4% |
44% |
False |
False |
1,853,510 |
20 |
4,186.50 |
3,925.00 |
261.50 |
6.5% |
60.75 |
1.5% |
27% |
False |
False |
1,856,971 |
40 |
4,208.50 |
3,891.50 |
317.00 |
7.9% |
63.25 |
1.6% |
33% |
False |
False |
1,811,408 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.5% |
69.50 |
1.7% |
49% |
False |
False |
1,777,341 |
80 |
4,208.50 |
3,783.00 |
425.50 |
10.7% |
70.50 |
1.8% |
50% |
False |
False |
1,341,185 |
100 |
4,208.50 |
3,530.25 |
678.25 |
17.0% |
76.75 |
1.9% |
69% |
False |
False |
1,073,736 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.0% |
79.75 |
2.0% |
69% |
False |
False |
895,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,138.25 |
2.618 |
4,086.25 |
1.618 |
4,054.50 |
1.000 |
4,035.00 |
0.618 |
4,022.75 |
HIGH |
4,003.25 |
0.618 |
3,991.00 |
0.500 |
3,987.50 |
0.382 |
3,983.75 |
LOW |
3,971.50 |
0.618 |
3,952.00 |
1.000 |
3,939.75 |
1.618 |
3,920.25 |
2.618 |
3,888.50 |
4.250 |
3,836.50 |
|
|
Fisher Pivots for day following 08-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,992.50 |
4,027.00 |
PP |
3,990.00 |
4,016.25 |
S1 |
3,987.50 |
4,005.75 |
|