Trading Metrics calculated at close of trading on 13-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,827.1 |
1,780.8 |
-46.3 |
-2.5% |
1,930.1 |
High |
1,838.6 |
1,810.8 |
-27.8 |
-1.5% |
1,936.9 |
Low |
1,754.5 |
1,722.6 |
-31.9 |
-1.8% |
1,754.5 |
Close |
1,772.7 |
1,745.1 |
-27.6 |
-1.6% |
1,772.7 |
Range |
84.1 |
88.2 |
4.1 |
4.9% |
182.4 |
ATR |
41.0 |
44.4 |
3.4 |
8.2% |
0.0 |
Volume |
450,514 |
464,481 |
13,967 |
3.1% |
1,211,279 |
|
Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.1 |
1,972.8 |
1,793.6 |
|
R3 |
1,935.9 |
1,884.6 |
1,769.4 |
|
R2 |
1,847.7 |
1,847.7 |
1,761.3 |
|
R1 |
1,796.4 |
1,796.4 |
1,753.2 |
1,778.0 |
PP |
1,759.5 |
1,759.5 |
1,759.5 |
1,750.3 |
S1 |
1,708.2 |
1,708.2 |
1,737.0 |
1,689.8 |
S2 |
1,671.3 |
1,671.3 |
1,728.9 |
|
S3 |
1,583.1 |
1,620.0 |
1,720.8 |
|
S4 |
1,494.9 |
1,531.8 |
1,696.6 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,368.6 |
2,253.0 |
1,873.0 |
|
R3 |
2,186.2 |
2,070.6 |
1,822.9 |
|
R2 |
2,003.8 |
2,003.8 |
1,806.1 |
|
R1 |
1,888.2 |
1,888.2 |
1,789.4 |
1,854.8 |
PP |
1,821.4 |
1,821.4 |
1,821.4 |
1,804.7 |
S1 |
1,705.8 |
1,705.8 |
1,756.0 |
1,672.4 |
S2 |
1,639.0 |
1,639.0 |
1,739.3 |
|
S3 |
1,456.6 |
1,523.4 |
1,722.5 |
|
S4 |
1,274.2 |
1,341.0 |
1,672.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,909.6 |
1,722.6 |
187.0 |
10.7% |
58.7 |
3.4% |
12% |
False |
True |
299,731 |
10 |
1,936.9 |
1,722.6 |
214.3 |
12.3% |
45.7 |
2.6% |
10% |
False |
True |
233,103 |
20 |
1,970.3 |
1,722.6 |
247.7 |
14.2% |
41.8 |
2.4% |
9% |
False |
True |
210,622 |
40 |
2,016.9 |
1,722.6 |
294.3 |
16.9% |
40.0 |
2.3% |
8% |
False |
True |
203,564 |
60 |
2,016.9 |
1,722.6 |
294.3 |
16.9% |
40.1 |
2.3% |
8% |
False |
True |
196,582 |
80 |
2,016.9 |
1,722.6 |
294.3 |
16.9% |
39.9 |
2.3% |
8% |
False |
True |
159,225 |
100 |
2,016.9 |
1,711.7 |
305.2 |
17.5% |
41.9 |
2.4% |
11% |
False |
False |
127,415 |
120 |
2,016.9 |
1,658.9 |
358.0 |
20.5% |
44.2 |
2.5% |
24% |
False |
False |
106,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,185.7 |
2.618 |
2,041.7 |
1.618 |
1,953.5 |
1.000 |
1,899.0 |
0.618 |
1,865.3 |
HIGH |
1,810.8 |
0.618 |
1,777.1 |
0.500 |
1,766.7 |
0.382 |
1,756.3 |
LOW |
1,722.6 |
0.618 |
1,668.1 |
1.000 |
1,634.4 |
1.618 |
1,579.9 |
2.618 |
1,491.7 |
4.250 |
1,347.8 |
|
|
Fisher Pivots for day following 13-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,766.7 |
1,804.5 |
PP |
1,759.5 |
1,784.7 |
S1 |
1,752.3 |
1,764.9 |
|