Trading Metrics calculated at close of trading on 14-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,877.1 |
1,919.4 |
42.3 |
2.3% |
1,861.0 |
High |
1,919.5 |
1,919.4 |
-0.1 |
0.0% |
1,874.3 |
Low |
1,875.7 |
1,899.8 |
24.1 |
1.3% |
1,813.4 |
Close |
1,916.5 |
1,910.9 |
-5.6 |
-0.3% |
1,867.2 |
Range |
43.8 |
19.6 |
-24.2 |
-55.3% |
60.9 |
ATR |
26.6 |
26.1 |
-0.5 |
-1.9% |
0.0 |
Volume |
452,332 |
261,275 |
-191,057 |
-42.2% |
1,167,029 |
|
Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.8 |
1,959.5 |
1,921.7 |
|
R3 |
1,949.2 |
1,939.9 |
1,916.3 |
|
R2 |
1,929.6 |
1,929.6 |
1,914.5 |
|
R1 |
1,920.3 |
1,920.3 |
1,912.7 |
1,915.2 |
PP |
1,910.0 |
1,910.0 |
1,910.0 |
1,907.5 |
S1 |
1,900.7 |
1,900.7 |
1,909.1 |
1,895.6 |
S2 |
1,890.4 |
1,890.4 |
1,907.3 |
|
S3 |
1,870.8 |
1,881.1 |
1,905.5 |
|
S4 |
1,851.2 |
1,861.5 |
1,900.1 |
|
|
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 |
5.6% |
29.4 |
1.5% |
92% |
False |
False |
299,237 |
10 |
1,919.5 |
1,813.4 |
106.1 |
5.6% |
25.5 |
1.3% |
92% |
False |
False |
236,193 |
20 |
1,919.5 |
1,810.8 |
108.7 |
5.7% |
24.0 |
1.3% |
92% |
False |
False |
204,905 |
40 |
1,975.2 |
1,810.8 |
164.4 |
8.6% |
25.7 |
1.3% |
61% |
False |
False |
170,613 |
60 |
1,975.2 |
1,797.6 |
177.6 |
9.3% |
25.3 |
1.3% |
64% |
False |
False |
120,234 |
80 |
1,975.2 |
1,749.6 |
225.6 |
11.8% |
24.7 |
1.3% |
71% |
False |
False |
90,979 |
100 |
1,975.2 |
1,647.7 |
327.5 |
17.1% |
25.3 |
1.3% |
80% |
False |
False |
73,321 |
120 |
1,975.2 |
1,647.7 |
327.5 |
17.1% |
25.5 |
1.3% |
80% |
False |
False |
61,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,002.7 |
2.618 |
1,970.7 |
1.618 |
1,951.1 |
1.000 |
1,939.0 |
0.618 |
1,931.5 |
HIGH |
1,919.4 |
0.618 |
1,911.9 |
0.500 |
1,909.6 |
0.382 |
1,907.3 |
LOW |
1,899.8 |
0.618 |
1,887.7 |
1.000 |
1,880.2 |
1.618 |
1,868.1 |
2.618 |
1,848.5 |
4.250 |
1,816.5 |
|
|
Fisher Pivots for day following 14-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,910.5 |
1,898.9 |
PP |
1,910.0 |
1,886.8 |
S1 |
1,909.6 |
1,874.8 |
|