Trading Metrics calculated at close of trading on 14-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,887.75 |
3,865.75 |
-22.00 |
-0.6% |
4,049.25 |
High |
3,938.75 |
3,938.00 |
-0.75 |
0.0% |
4,082.50 |
Low |
3,808.75 |
3,855.25 |
46.50 |
1.2% |
3,846.25 |
Close |
3,856.75 |
3,920.50 |
63.75 |
1.7% |
3,862.75 |
Range |
130.00 |
82.75 |
-47.25 |
-36.3% |
236.25 |
ATR |
71.92 |
72.70 |
0.77 |
1.1% |
0.00 |
Volume |
2,750,477 |
1,606,509 |
-1,143,968 |
-41.6% |
11,335,406 |
|
Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,152.75 |
4,119.50 |
3,966.00 |
|
R3 |
4,070.00 |
4,036.75 |
3,943.25 |
|
R2 |
3,987.25 |
3,987.25 |
3,935.75 |
|
R1 |
3,954.00 |
3,954.00 |
3,928.00 |
3,970.50 |
PP |
3,904.50 |
3,904.50 |
3,904.50 |
3,913.00 |
S1 |
3,871.25 |
3,871.25 |
3,913.00 |
3,888.00 |
S2 |
3,821.75 |
3,821.75 |
3,905.25 |
|
S3 |
3,739.00 |
3,788.50 |
3,897.75 |
|
S4 |
3,656.25 |
3,705.75 |
3,875.00 |
|
|
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 |
4,019.75 |
3,808.75 |
211.00 |
5.4% |
90.00 |
2.3% |
53% |
False |
False |
2,404,386 |
10 |
4,082.50 |
3,808.75 |
273.75 |
7.0% |
77.00 |
2.0% |
41% |
False |
False |
2,123,637 |
20 |
4,186.50 |
3,808.75 |
377.75 |
9.6% |
68.50 |
1.7% |
30% |
False |
False |
2,028,784 |
40 |
4,208.50 |
3,808.75 |
399.75 |
10.2% |
67.50 |
1.7% |
28% |
False |
False |
1,904,186 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.7% |
69.75 |
1.8% |
31% |
False |
False |
1,807,541 |
80 |
4,208.50 |
3,788.50 |
420.00 |
10.7% |
70.50 |
1.8% |
31% |
False |
False |
1,468,062 |
100 |
4,208.50 |
3,670.00 |
538.50 |
13.7% |
75.75 |
1.9% |
47% |
False |
False |
1,175,445 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.3% |
80.75 |
2.1% |
58% |
False |
False |
980,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,289.75 |
2.618 |
4,154.75 |
1.618 |
4,072.00 |
1.000 |
4,020.75 |
0.618 |
3,989.25 |
HIGH |
3,938.00 |
0.618 |
3,906.50 |
0.500 |
3,896.50 |
0.382 |
3,886.75 |
LOW |
3,855.25 |
0.618 |
3,804.00 |
1.000 |
3,772.50 |
1.618 |
3,721.25 |
2.618 |
3,638.50 |
4.250 |
3,503.50 |
|
|
Fisher Pivots for day following 14-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,912.50 |
3,905.50 |
PP |
3,904.50 |
3,890.25 |
S1 |
3,896.50 |
3,875.25 |
|