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 |
1,748.5 |
1,770.0 |
21.5 |
1.2% |
1,930.1 |
High |
1,805.1 |
1,786.9 |
-18.2 |
-1.0% |
1,936.9 |
Low |
1,744.8 |
1,715.0 |
-29.8 |
-1.7% |
1,754.5 |
Close |
1,779.1 |
1,747.8 |
-31.3 |
-1.8% |
1,772.7 |
Range |
60.3 |
71.9 |
11.6 |
19.2% |
182.4 |
ATR |
45.5 |
47.4 |
1.9 |
4.1% |
0.0 |
Volume |
224,477 |
109,057 |
-115,420 |
-51.4% |
1,211,279 |
|
Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.6 |
1,928.6 |
1,787.3 |
|
R3 |
1,893.7 |
1,856.7 |
1,767.6 |
|
R2 |
1,821.8 |
1,821.8 |
1,761.0 |
|
R1 |
1,784.8 |
1,784.8 |
1,754.4 |
1,767.4 |
PP |
1,749.9 |
1,749.9 |
1,749.9 |
1,741.2 |
S1 |
1,712.9 |
1,712.9 |
1,741.2 |
1,695.5 |
S2 |
1,678.0 |
1,678.0 |
1,734.6 |
|
S3 |
1,606.1 |
1,641.0 |
1,728.0 |
|
S4 |
1,534.2 |
1,569.1 |
1,708.3 |
|
|
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 |
1,886.3 |
1,715.0 |
171.3 |
9.8% |
73.4 |
4.2% |
19% |
False |
True |
300,276 |
10 |
1,936.9 |
1,715.0 |
221.9 |
12.7% |
53.8 |
3.1% |
15% |
False |
True |
232,140 |
20 |
1,970.3 |
1,715.0 |
255.3 |
14.6% |
44.5 |
2.5% |
13% |
False |
True |
208,446 |
40 |
2,016.9 |
1,715.0 |
301.9 |
17.3% |
42.0 |
2.4% |
11% |
False |
True |
203,394 |
60 |
2,016.9 |
1,715.0 |
301.9 |
17.3% |
40.6 |
2.3% |
11% |
False |
True |
193,554 |
80 |
2,016.9 |
1,715.0 |
301.9 |
17.3% |
40.4 |
2.3% |
11% |
False |
True |
163,388 |
100 |
2,016.9 |
1,711.7 |
305.2 |
17.5% |
42.1 |
2.4% |
12% |
False |
False |
130,748 |
120 |
2,016.9 |
1,658.9 |
358.0 |
20.5% |
44.5 |
2.5% |
25% |
False |
False |
108,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,092.5 |
2.618 |
1,975.1 |
1.618 |
1,903.2 |
1.000 |
1,858.8 |
0.618 |
1,831.3 |
HIGH |
1,786.9 |
0.618 |
1,759.4 |
0.500 |
1,751.0 |
0.382 |
1,742.5 |
LOW |
1,715.0 |
0.618 |
1,670.6 |
1.000 |
1,643.1 |
1.618 |
1,598.7 |
2.618 |
1,526.8 |
4.250 |
1,409.4 |
|
|
Fisher Pivots for day following 15-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,751.0 |
1,762.9 |
PP |
1,749.9 |
1,757.9 |
S1 |
1,748.9 |
1,752.8 |
|