Trading Metrics calculated at close of trading on 13-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,919.00 |
3,887.75 |
-31.25 |
-0.8% |
4,049.25 |
High |
3,941.75 |
3,938.75 |
-3.00 |
-0.1% |
4,082.50 |
Low |
3,846.25 |
3,808.75 |
-37.50 |
-1.0% |
3,846.25 |
Close |
3,862.75 |
3,856.75 |
-6.00 |
-0.2% |
3,862.75 |
Range |
95.50 |
130.00 |
34.50 |
36.1% |
236.25 |
ATR |
67.45 |
71.92 |
4.47 |
6.6% |
0.00 |
Volume |
3,285,811 |
2,750,477 |
-535,334 |
-16.3% |
11,335,406 |
|
Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,258.00 |
4,187.50 |
3,928.25 |
|
R3 |
4,128.00 |
4,057.50 |
3,892.50 |
|
R2 |
3,998.00 |
3,998.00 |
3,880.50 |
|
R1 |
3,927.50 |
3,927.50 |
3,868.75 |
3,897.75 |
PP |
3,868.00 |
3,868.00 |
3,868.00 |
3,853.25 |
S1 |
3,797.50 |
3,797.50 |
3,844.75 |
3,767.75 |
S2 |
3,738.00 |
3,738.00 |
3,833.00 |
|
S3 |
3,608.00 |
3,667.50 |
3,821.00 |
|
S4 |
3,478.00 |
3,537.50 |
3,785.25 |
|
|
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 |
4,064.50 |
3,808.75 |
255.75 |
6.6% |
90.00 |
2.3% |
19% |
False |
True |
2,511,407 |
10 |
4,082.50 |
3,808.75 |
273.75 |
7.1% |
72.50 |
1.9% |
18% |
False |
True |
2,147,779 |
20 |
4,186.50 |
3,808.75 |
377.75 |
9.8% |
68.00 |
1.8% |
13% |
False |
True |
2,017,275 |
40 |
4,208.50 |
3,808.75 |
399.75 |
10.4% |
67.00 |
1.7% |
12% |
False |
True |
1,900,443 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.9% |
70.00 |
1.8% |
16% |
False |
False |
1,813,290 |
80 |
4,208.50 |
3,788.50 |
420.00 |
10.9% |
70.50 |
1.8% |
16% |
False |
False |
1,448,166 |
100 |
4,208.50 |
3,670.00 |
538.50 |
14.0% |
75.75 |
2.0% |
35% |
False |
False |
1,159,407 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.6% |
80.75 |
2.1% |
48% |
False |
False |
966,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,491.25 |
2.618 |
4,279.00 |
1.618 |
4,149.00 |
1.000 |
4,068.75 |
0.618 |
4,019.00 |
HIGH |
3,938.75 |
0.618 |
3,889.00 |
0.500 |
3,873.75 |
0.382 |
3,858.50 |
LOW |
3,808.75 |
0.618 |
3,728.50 |
1.000 |
3,678.75 |
1.618 |
3,598.50 |
2.618 |
3,468.50 |
4.250 |
3,256.25 |
|
|
Fisher Pivots for day following 13-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,873.75 |
3,914.25 |
PP |
3,868.00 |
3,895.00 |
S1 |
3,862.50 |
3,876.00 |
|