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 |
1,919.4 |
1,908.2 |
-11.2 |
-0.6% |
1,861.0 |
High |
1,919.4 |
1,942.5 |
23.1 |
1.2% |
1,874.3 |
Low |
1,899.8 |
1,889.5 |
-10.3 |
-0.5% |
1,813.4 |
Close |
1,910.9 |
1,931.3 |
20.4 |
1.1% |
1,867.2 |
Range |
19.6 |
53.0 |
33.4 |
170.4% |
60.9 |
ATR |
26.1 |
28.1 |
1.9 |
7.3% |
0.0 |
Volume |
261,275 |
385,454 |
124,179 |
47.5% |
1,167,029 |
|
Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.1 |
2,058.7 |
1,960.5 |
|
R3 |
2,027.1 |
2,005.7 |
1,945.9 |
|
R2 |
1,974.1 |
1,974.1 |
1,941.0 |
|
R1 |
1,952.7 |
1,952.7 |
1,936.2 |
1,963.4 |
PP |
1,921.1 |
1,921.1 |
1,921.1 |
1,926.5 |
S1 |
1,899.7 |
1,899.7 |
1,926.4 |
1,910.4 |
S2 |
1,868.1 |
1,868.1 |
1,921.6 |
|
S3 |
1,815.1 |
1,846.7 |
1,916.7 |
|
S4 |
1,762.1 |
1,793.7 |
1,902.2 |
|
|
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 |
1,942.5 |
1,815.4 |
127.1 |
6.6% |
36.9 |
1.9% |
91% |
True |
False |
334,669 |
10 |
1,942.5 |
1,813.4 |
129.1 |
6.7% |
28.5 |
1.5% |
91% |
True |
False |
256,480 |
20 |
1,942.5 |
1,810.8 |
131.7 |
6.8% |
25.2 |
1.3% |
91% |
True |
False |
213,327 |
40 |
1,975.2 |
1,810.8 |
164.4 |
8.5% |
26.4 |
1.4% |
73% |
False |
False |
179,238 |
60 |
1,975.2 |
1,799.2 |
176.0 |
9.1% |
25.5 |
1.3% |
75% |
False |
False |
126,592 |
80 |
1,975.2 |
1,749.6 |
225.6 |
11.7% |
25.2 |
1.3% |
81% |
False |
False |
95,767 |
100 |
1,975.2 |
1,647.7 |
327.5 |
17.0% |
25.5 |
1.3% |
87% |
False |
False |
77,159 |
120 |
1,975.2 |
1,647.7 |
327.5 |
17.0% |
25.7 |
1.3% |
87% |
False |
False |
64,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,167.8 |
2.618 |
2,081.3 |
1.618 |
2,028.3 |
1.000 |
1,995.5 |
0.618 |
1,975.3 |
HIGH |
1,942.5 |
0.618 |
1,922.3 |
0.500 |
1,916.0 |
0.382 |
1,909.7 |
LOW |
1,889.5 |
0.618 |
1,856.7 |
1.000 |
1,836.5 |
1.618 |
1,803.7 |
2.618 |
1,750.7 |
4.250 |
1,664.3 |
|
|
Fisher Pivots for day following 15-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,926.2 |
1,923.9 |
PP |
1,921.1 |
1,916.5 |
S1 |
1,916.0 |
1,909.1 |
|