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 |
12,264.50 |
12,575.75 |
311.25 |
2.5% |
11,894.75 |
High |
12,600.50 |
12,636.50 |
36.00 |
0.3% |
12,636.50 |
Low |
12,189.25 |
12,531.50 |
342.25 |
2.8% |
11,670.00 |
Close |
12,583.00 |
12,594.65 |
11.65 |
0.1% |
12,594.65 |
Range |
411.25 |
105.00 |
-306.25 |
-74.5% |
966.50 |
ATR |
290.21 |
276.98 |
-13.23 |
-4.6% |
0.00 |
Volume |
181,754 |
8,147 |
-173,607 |
-95.5% |
1,510,075 |
|
Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,902.50 |
12,853.50 |
12,652.50 |
|
R3 |
12,797.50 |
12,748.50 |
12,623.50 |
|
R2 |
12,692.50 |
12,692.50 |
12,614.00 |
|
R1 |
12,643.50 |
12,643.50 |
12,604.25 |
12,668.00 |
PP |
12,587.50 |
12,587.50 |
12,587.50 |
12,599.75 |
S1 |
12,538.50 |
12,538.50 |
12,585.00 |
12,563.00 |
S2 |
12,482.50 |
12,482.50 |
12,575.50 |
|
S3 |
12,377.50 |
12,433.50 |
12,565.75 |
|
S4 |
12,272.50 |
12,328.50 |
12,537.00 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,200.00 |
14,863.75 |
13,126.25 |
|
R3 |
14,233.50 |
13,897.25 |
12,860.50 |
|
R2 |
13,267.00 |
13,267.00 |
12,771.75 |
|
R1 |
12,930.75 |
12,930.75 |
12,683.25 |
13,098.75 |
PP |
12,300.50 |
12,300.50 |
12,300.50 |
12,384.50 |
S1 |
11,964.25 |
11,964.25 |
12,506.00 |
12,132.25 |
S2 |
11,334.00 |
11,334.00 |
12,417.50 |
|
S3 |
10,367.50 |
10,997.75 |
12,328.75 |
|
S4 |
9,401.00 |
10,031.25 |
12,063.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,636.50 |
11,670.00 |
966.50 |
7.7% |
310.25 |
2.5% |
96% |
True |
False |
302,015 |
10 |
12,636.50 |
11,670.00 |
966.50 |
7.7% |
283.75 |
2.3% |
96% |
True |
False |
512,905 |
20 |
12,636.50 |
11,670.00 |
966.50 |
7.7% |
259.50 |
2.1% |
96% |
True |
False |
585,264 |
40 |
12,949.75 |
11,365.25 |
1,584.50 |
12.6% |
282.50 |
2.2% |
78% |
False |
False |
607,072 |
60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.5% |
275.50 |
2.2% |
84% |
False |
False |
607,258 |
80 |
12,949.75 |
10,751.00 |
2,198.75 |
17.5% |
277.50 |
2.2% |
84% |
False |
False |
506,098 |
100 |
12,949.75 |
10,746.75 |
2,203.00 |
17.5% |
293.75 |
2.3% |
84% |
False |
False |
405,123 |
120 |
12,949.75 |
10,595.25 |
2,354.50 |
18.7% |
307.50 |
2.4% |
85% |
False |
False |
337,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,082.75 |
2.618 |
12,911.50 |
1.618 |
12,806.50 |
1.000 |
12,741.50 |
0.618 |
12,701.50 |
HIGH |
12,636.50 |
0.618 |
12,596.50 |
0.500 |
12,584.00 |
0.382 |
12,571.50 |
LOW |
12,531.50 |
0.618 |
12,466.50 |
1.000 |
12,426.50 |
1.618 |
12,361.50 |
2.618 |
12,256.50 |
4.250 |
12,085.25 |
|
|
Fisher Pivots for day following 17-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
12,591.00 |
12,497.75 |
PP |
12,587.50 |
12,401.00 |
S1 |
12,584.00 |
12,304.25 |
|