Trading Metrics calculated at close of trading on 16-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,920.50 |
3,892.75 |
-27.75 |
-0.7% |
4,049.25 |
High |
3,931.00 |
3,966.50 |
35.50 |
0.9% |
4,082.50 |
Low |
3,834.00 |
3,863.25 |
29.25 |
0.8% |
3,846.25 |
Close |
3,892.75 |
3,960.50 |
67.75 |
1.7% |
3,862.75 |
Range |
97.00 |
103.25 |
6.25 |
6.4% |
236.25 |
ATR |
74.43 |
76.49 |
2.06 |
2.8% |
0.00 |
Volume |
833,643 |
466,914 |
-366,729 |
-44.0% |
11,335,406 |
|
Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,239.75 |
4,203.50 |
4,017.25 |
|
R3 |
4,136.50 |
4,100.25 |
3,989.00 |
|
R2 |
4,033.25 |
4,033.25 |
3,979.50 |
|
R1 |
3,997.00 |
3,997.00 |
3,970.00 |
4,015.00 |
PP |
3,930.00 |
3,930.00 |
3,930.00 |
3,939.25 |
S1 |
3,893.75 |
3,893.75 |
3,951.00 |
3,912.00 |
S2 |
3,826.75 |
3,826.75 |
3,941.50 |
|
S3 |
3,723.50 |
3,790.50 |
3,932.00 |
|
S4 |
3,620.25 |
3,687.25 |
3,903.75 |
|
|
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 |
3,966.50 |
3,808.75 |
157.75 |
4.0% |
101.75 |
2.6% |
96% |
True |
False |
1,788,670 |
10 |
4,082.50 |
3,808.75 |
273.75 |
6.9% |
85.25 |
2.2% |
55% |
False |
False |
1,865,805 |
20 |
4,168.50 |
3,808.75 |
359.75 |
9.1% |
72.00 |
1.8% |
42% |
False |
False |
1,894,283 |
40 |
4,208.50 |
3,808.75 |
399.75 |
10.1% |
69.50 |
1.8% |
38% |
False |
False |
1,853,538 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.6% |
69.50 |
1.8% |
41% |
False |
False |
1,759,512 |
80 |
4,208.50 |
3,788.50 |
420.00 |
10.6% |
71.25 |
1.8% |
41% |
False |
False |
1,484,071 |
100 |
4,208.50 |
3,670.00 |
538.50 |
13.6% |
76.00 |
1.9% |
54% |
False |
False |
1,188,401 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.1% |
80.75 |
2.0% |
63% |
False |
False |
990,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,405.25 |
2.618 |
4,236.75 |
1.618 |
4,133.50 |
1.000 |
4,069.75 |
0.618 |
4,030.25 |
HIGH |
3,966.50 |
0.618 |
3,927.00 |
0.500 |
3,915.00 |
0.382 |
3,902.75 |
LOW |
3,863.25 |
0.618 |
3,799.50 |
1.000 |
3,760.00 |
1.618 |
3,696.25 |
2.618 |
3,593.00 |
4.250 |
3,424.50 |
|
|
Fisher Pivots for day following 16-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,945.25 |
3,940.50 |
PP |
3,930.00 |
3,920.25 |
S1 |
3,915.00 |
3,900.25 |
|