Trading Metrics calculated at close of trading on 09-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,990.00 |
3,997.00 |
7.00 |
0.2% |
3,976.50 |
High |
4,003.25 |
4,019.75 |
16.50 |
0.4% |
4,053.00 |
Low |
3,971.50 |
3,909.50 |
-62.00 |
-1.6% |
3,925.00 |
Close |
3,995.00 |
3,920.00 |
-75.00 |
-1.9% |
4,049.75 |
Range |
31.75 |
110.25 |
78.50 |
247.2% |
128.00 |
ATR |
61.84 |
65.30 |
3.46 |
5.6% |
0.00 |
Volume |
1,831,712 |
2,547,423 |
715,711 |
39.1% |
9,013,869 |
|
Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,280.50 |
4,210.50 |
3,980.75 |
|
R3 |
4,170.25 |
4,100.25 |
3,950.25 |
|
R2 |
4,060.00 |
4,060.00 |
3,940.25 |
|
R1 |
3,990.00 |
3,990.00 |
3,930.00 |
3,970.00 |
PP |
3,949.75 |
3,949.75 |
3,949.75 |
3,939.75 |
S1 |
3,879.75 |
3,879.75 |
3,910.00 |
3,859.50 |
S2 |
3,839.50 |
3,839.50 |
3,899.75 |
|
S3 |
3,729.25 |
3,769.50 |
3,889.75 |
|
S4 |
3,619.00 |
3,659.25 |
3,859.25 |
|
|
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 |
4,082.50 |
3,909.50 |
173.00 |
4.4% |
68.75 |
1.8% |
6% |
False |
True |
1,942,939 |
10 |
4,082.50 |
3,909.50 |
173.00 |
4.4% |
62.75 |
1.6% |
6% |
False |
True |
1,912,670 |
20 |
4,186.50 |
3,909.50 |
277.00 |
7.1% |
63.50 |
1.6% |
4% |
False |
True |
1,894,137 |
40 |
4,208.50 |
3,901.75 |
306.75 |
7.8% |
64.50 |
1.6% |
6% |
False |
False |
1,837,070 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.7% |
70.00 |
1.8% |
31% |
False |
False |
1,796,183 |
80 |
4,208.50 |
3,788.50 |
420.00 |
10.7% |
69.25 |
1.8% |
31% |
False |
False |
1,372,875 |
100 |
4,208.50 |
3,620.50 |
588.00 |
15.0% |
76.00 |
1.9% |
51% |
False |
False |
1,099,097 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.3% |
80.00 |
2.0% |
57% |
False |
False |
916,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,488.25 |
2.618 |
4,308.50 |
1.618 |
4,198.25 |
1.000 |
4,130.00 |
0.618 |
4,088.00 |
HIGH |
4,019.75 |
0.618 |
3,977.75 |
0.500 |
3,964.50 |
0.382 |
3,951.50 |
LOW |
3,909.50 |
0.618 |
3,841.25 |
1.000 |
3,799.25 |
1.618 |
3,731.00 |
2.618 |
3,620.75 |
4.250 |
3,441.00 |
|
|
Fisher Pivots for day following 09-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,964.50 |
3,987.00 |
PP |
3,949.75 |
3,964.75 |
S1 |
3,935.00 |
3,942.25 |
|