Trading Metrics calculated at close of trading on 10-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,997.00 |
3,919.00 |
-78.00 |
-2.0% |
4,049.25 |
High |
4,019.75 |
3,941.75 |
-78.00 |
-1.9% |
4,082.50 |
Low |
3,909.50 |
3,846.25 |
-63.25 |
-1.6% |
3,846.25 |
Close |
3,920.00 |
3,862.75 |
-57.25 |
-1.5% |
3,862.75 |
Range |
110.25 |
95.50 |
-14.75 |
-13.4% |
236.25 |
ATR |
65.30 |
67.45 |
2.16 |
3.3% |
0.00 |
Volume |
2,547,423 |
3,285,811 |
738,388 |
29.0% |
11,335,406 |
|
Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,170.00 |
4,112.00 |
3,915.25 |
|
R3 |
4,074.50 |
4,016.50 |
3,889.00 |
|
R2 |
3,979.00 |
3,979.00 |
3,880.25 |
|
R1 |
3,921.00 |
3,921.00 |
3,871.50 |
3,902.25 |
PP |
3,883.50 |
3,883.50 |
3,883.50 |
3,874.25 |
S1 |
3,825.50 |
3,825.50 |
3,854.00 |
3,806.75 |
S2 |
3,788.00 |
3,788.00 |
3,845.25 |
|
S3 |
3,692.50 |
3,730.00 |
3,836.50 |
|
S4 |
3,597.00 |
3,634.50 |
3,810.25 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,639.25 |
4,487.25 |
3,992.75 |
|
R3 |
4,403.00 |
4,251.00 |
3,927.75 |
|
R2 |
4,166.75 |
4,166.75 |
3,906.00 |
|
R1 |
4,014.75 |
4,014.75 |
3,884.50 |
3,972.50 |
PP |
3,930.50 |
3,930.50 |
3,930.50 |
3,909.50 |
S1 |
3,778.50 |
3,778.50 |
3,841.00 |
3,736.50 |
S2 |
3,694.25 |
3,694.25 |
3,819.50 |
|
S3 |
3,458.00 |
3,542.25 |
3,797.75 |
|
S4 |
3,221.75 |
3,306.00 |
3,732.75 |
|
|
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 |
3,846.25 |
236.25 |
6.1% |
72.00 |
1.9% |
7% |
False |
True |
2,267,081 |
10 |
4,082.50 |
3,846.25 |
236.25 |
6.1% |
64.75 |
1.7% |
7% |
False |
True |
2,034,927 |
20 |
4,186.50 |
3,846.25 |
340.25 |
8.8% |
63.75 |
1.6% |
5% |
False |
True |
1,966,999 |
40 |
4,208.50 |
3,846.25 |
362.25 |
9.4% |
65.50 |
1.7% |
5% |
False |
True |
1,884,246 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.9% |
70.50 |
1.8% |
18% |
False |
False |
1,815,183 |
80 |
4,208.50 |
3,788.50 |
420.00 |
10.9% |
69.75 |
1.8% |
18% |
False |
False |
1,413,883 |
100 |
4,208.50 |
3,620.50 |
588.00 |
15.2% |
75.50 |
2.0% |
41% |
False |
False |
1,131,926 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.6% |
80.50 |
2.1% |
49% |
False |
False |
943,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,347.50 |
2.618 |
4,191.75 |
1.618 |
4,096.25 |
1.000 |
4,037.25 |
0.618 |
4,000.75 |
HIGH |
3,941.75 |
0.618 |
3,905.25 |
0.500 |
3,894.00 |
0.382 |
3,882.75 |
LOW |
3,846.25 |
0.618 |
3,787.25 |
1.000 |
3,750.75 |
1.618 |
3,691.75 |
2.618 |
3,596.25 |
4.250 |
3,440.50 |
|
|
Fisher Pivots for day following 10-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,894.00 |
3,933.00 |
PP |
3,883.50 |
3,909.50 |
S1 |
3,873.25 |
3,886.25 |
|