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 |
1,835.1 |
1,877.1 |
42.0 |
2.3% |
1,861.0 |
High |
1,874.3 |
1,919.5 |
45.2 |
2.4% |
1,874.3 |
Low |
1,830.0 |
1,875.7 |
45.7 |
2.5% |
1,813.4 |
Close |
1,867.2 |
1,916.5 |
49.3 |
2.6% |
1,867.2 |
Range |
44.3 |
43.8 |
-0.5 |
-1.1% |
60.9 |
ATR |
24.7 |
26.6 |
2.0 |
8.0% |
0.0 |
Volume |
345,814 |
452,332 |
106,518 |
30.8% |
1,167,029 |
|
Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,035.3 |
2,019.7 |
1,940.6 |
|
R3 |
1,991.5 |
1,975.9 |
1,928.5 |
|
R2 |
1,947.7 |
1,947.7 |
1,924.5 |
|
R1 |
1,932.1 |
1,932.1 |
1,920.5 |
1,939.9 |
PP |
1,903.9 |
1,903.9 |
1,903.9 |
1,907.8 |
S1 |
1,888.3 |
1,888.3 |
1,912.5 |
1,896.1 |
S2 |
1,860.1 |
1,860.1 |
1,908.5 |
|
S3 |
1,816.3 |
1,844.5 |
1,904.5 |
|
S4 |
1,772.5 |
1,800.7 |
1,892.4 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,034.3 |
2,011.7 |
1,900.7 |
|
R3 |
1,973.4 |
1,950.8 |
1,883.9 |
|
R2 |
1,912.5 |
1,912.5 |
1,878.4 |
|
R1 |
1,889.9 |
1,889.9 |
1,872.8 |
1,901.2 |
PP |
1,851.6 |
1,851.6 |
1,851.6 |
1,857.3 |
S1 |
1,829.0 |
1,829.0 |
1,861.6 |
1,840.3 |
S2 |
1,790.7 |
1,790.7 |
1,856.0 |
|
S3 |
1,729.8 |
1,768.1 |
1,850.5 |
|
S4 |
1,668.9 |
1,707.2 |
1,833.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,919.5 |
1,813.4 |
106.1 |
5.5% |
33.4 |
1.7% |
97% |
True |
False |
296,627 |
10 |
1,919.5 |
1,810.8 |
108.7 |
5.7% |
26.3 |
1.4% |
97% |
True |
False |
228,516 |
20 |
1,919.5 |
1,810.8 |
108.7 |
5.7% |
23.8 |
1.2% |
97% |
True |
False |
198,402 |
40 |
1,975.2 |
1,810.8 |
164.4 |
8.6% |
26.0 |
1.4% |
64% |
False |
False |
165,507 |
60 |
1,975.2 |
1,797.6 |
177.6 |
9.3% |
25.3 |
1.3% |
67% |
False |
False |
115,929 |
80 |
1,975.2 |
1,749.6 |
225.6 |
11.8% |
24.7 |
1.3% |
74% |
False |
False |
87,761 |
100 |
1,975.2 |
1,647.7 |
327.5 |
17.1% |
25.2 |
1.3% |
82% |
False |
False |
70,712 |
120 |
1,975.2 |
1,647.7 |
327.5 |
17.1% |
25.5 |
1.3% |
82% |
False |
False |
59,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,105.7 |
2.618 |
2,034.2 |
1.618 |
1,990.4 |
1.000 |
1,963.3 |
0.618 |
1,946.6 |
HIGH |
1,919.5 |
0.618 |
1,902.8 |
0.500 |
1,897.6 |
0.382 |
1,892.4 |
LOW |
1,875.7 |
0.618 |
1,848.6 |
1.000 |
1,831.9 |
1.618 |
1,804.8 |
2.618 |
1,761.0 |
4.250 |
1,689.6 |
|
|
Fisher Pivots for day following 13-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,910.2 |
1,900.2 |
PP |
1,903.9 |
1,883.8 |
S1 |
1,897.6 |
1,867.5 |
|