Trading Metrics calculated at close of trading on 15-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,865.75 |
3,920.50 |
54.75 |
1.4% |
4,049.25 |
High |
3,938.00 |
3,931.00 |
-7.00 |
-0.2% |
4,082.50 |
Low |
3,855.25 |
3,834.00 |
-21.25 |
-0.6% |
3,846.25 |
Close |
3,920.50 |
3,892.75 |
-27.75 |
-0.7% |
3,862.75 |
Range |
82.75 |
97.00 |
14.25 |
17.2% |
236.25 |
ATR |
72.70 |
74.43 |
1.74 |
2.4% |
0.00 |
Volume |
1,606,509 |
833,643 |
-772,866 |
-48.1% |
11,335,406 |
|
Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,177.00 |
4,131.75 |
3,946.00 |
|
R3 |
4,080.00 |
4,034.75 |
3,919.50 |
|
R2 |
3,983.00 |
3,983.00 |
3,910.50 |
|
R1 |
3,937.75 |
3,937.75 |
3,901.75 |
3,912.00 |
PP |
3,886.00 |
3,886.00 |
3,886.00 |
3,873.00 |
S1 |
3,840.75 |
3,840.75 |
3,883.75 |
3,815.00 |
S2 |
3,789.00 |
3,789.00 |
3,875.00 |
|
S3 |
3,692.00 |
3,743.75 |
3,866.00 |
|
S4 |
3,595.00 |
3,646.75 |
3,839.50 |
|
|
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% |
103.00 |
2.6% |
40% |
False |
False |
2,204,772 |
10 |
4,082.50 |
3,808.75 |
273.75 |
7.0% |
82.00 |
2.1% |
31% |
False |
False |
2,002,769 |
20 |
4,168.50 |
3,808.75 |
359.75 |
9.2% |
69.25 |
1.8% |
23% |
False |
False |
1,951,514 |
40 |
4,208.50 |
3,808.75 |
399.75 |
10.3% |
69.00 |
1.8% |
21% |
False |
False |
1,889,429 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.8% |
69.25 |
1.8% |
25% |
False |
False |
1,784,491 |
80 |
4,208.50 |
3,788.50 |
420.00 |
10.8% |
71.00 |
1.8% |
25% |
False |
False |
1,478,365 |
100 |
4,208.50 |
3,670.00 |
538.50 |
13.8% |
75.75 |
1.9% |
41% |
False |
False |
1,183,763 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.4% |
80.50 |
2.1% |
53% |
False |
False |
987,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,343.25 |
2.618 |
4,185.00 |
1.618 |
4,088.00 |
1.000 |
4,028.00 |
0.618 |
3,991.00 |
HIGH |
3,931.00 |
0.618 |
3,894.00 |
0.500 |
3,882.50 |
0.382 |
3,871.00 |
LOW |
3,834.00 |
0.618 |
3,774.00 |
1.000 |
3,737.00 |
1.618 |
3,677.00 |
2.618 |
3,580.00 |
4.250 |
3,421.75 |
|
|
Fisher Pivots for day following 15-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,889.25 |
3,886.50 |
PP |
3,886.00 |
3,880.00 |
S1 |
3,882.50 |
3,873.75 |
|