Trading Metrics calculated at close of trading on 17-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,892.75 |
3,962.25 |
69.50 |
1.8% |
3,887.75 |
High |
3,966.50 |
3,974.00 |
7.50 |
0.2% |
3,974.00 |
Low |
3,863.25 |
3,923.00 |
59.75 |
1.5% |
3,808.75 |
Close |
3,960.50 |
3,957.05 |
-3.45 |
-0.1% |
3,957.05 |
Range |
103.25 |
51.00 |
-52.25 |
-50.6% |
165.25 |
ATR |
76.49 |
74.67 |
-1.82 |
-2.4% |
0.00 |
Volume |
466,914 |
38,528 |
-428,386 |
-91.7% |
5,696,071 |
|
Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,104.25 |
4,081.75 |
3,985.00 |
|
R3 |
4,053.25 |
4,030.75 |
3,971.00 |
|
R2 |
4,002.25 |
4,002.25 |
3,966.50 |
|
R1 |
3,979.75 |
3,979.75 |
3,961.75 |
3,965.50 |
PP |
3,951.25 |
3,951.25 |
3,951.25 |
3,944.25 |
S1 |
3,928.75 |
3,928.75 |
3,952.50 |
3,914.50 |
S2 |
3,900.25 |
3,900.25 |
3,947.75 |
|
S3 |
3,849.25 |
3,877.75 |
3,943.00 |
|
S4 |
3,798.25 |
3,826.75 |
3,929.00 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,409.00 |
4,348.25 |
4,048.00 |
|
R3 |
4,243.75 |
4,183.00 |
4,002.50 |
|
R2 |
4,078.50 |
4,078.50 |
3,987.25 |
|
R1 |
4,017.75 |
4,017.75 |
3,972.25 |
4,048.25 |
PP |
3,913.25 |
3,913.25 |
3,913.25 |
3,928.50 |
S1 |
3,852.50 |
3,852.50 |
3,942.00 |
3,883.00 |
S2 |
3,748.00 |
3,748.00 |
3,926.75 |
|
S3 |
3,582.75 |
3,687.25 |
3,911.50 |
|
S4 |
3,417.50 |
3,522.00 |
3,866.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,974.00 |
3,808.75 |
165.25 |
4.2% |
92.75 |
2.3% |
90% |
True |
False |
1,139,214 |
10 |
4,082.50 |
3,808.75 |
273.75 |
6.9% |
82.50 |
2.1% |
54% |
False |
False |
1,703,147 |
20 |
4,096.00 |
3,808.75 |
287.25 |
7.3% |
70.75 |
1.8% |
52% |
False |
False |
1,794,059 |
40 |
4,208.50 |
3,808.75 |
399.75 |
10.1% |
69.50 |
1.8% |
37% |
False |
False |
1,807,079 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.6% |
69.25 |
1.7% |
40% |
False |
False |
1,736,724 |
80 |
4,208.50 |
3,788.50 |
420.00 |
10.6% |
71.25 |
1.8% |
40% |
False |
False |
1,484,485 |
100 |
4,208.50 |
3,735.00 |
473.50 |
12.0% |
75.00 |
1.9% |
47% |
False |
False |
1,188,709 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.1% |
80.00 |
2.0% |
63% |
False |
False |
991,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,190.75 |
2.618 |
4,107.50 |
1.618 |
4,056.50 |
1.000 |
4,025.00 |
0.618 |
4,005.50 |
HIGH |
3,974.00 |
0.618 |
3,954.50 |
0.500 |
3,948.50 |
0.382 |
3,942.50 |
LOW |
3,923.00 |
0.618 |
3,891.50 |
1.000 |
3,872.00 |
1.618 |
3,840.50 |
2.618 |
3,789.50 |
4.250 |
3,706.25 |
|
|
Fisher Pivots for day following 17-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,954.25 |
3,939.25 |
PP |
3,951.25 |
3,921.75 |
S1 |
3,948.50 |
3,904.00 |
|