Trading Metrics calculated at close of trading on 17-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,922.8 |
1,925.9 |
3.1 |
0.2% |
1,877.1 |
High |
1,938.0 |
1,993.7 |
55.7 |
2.9% |
1,993.7 |
Low |
1,911.5 |
1,922.3 |
10.8 |
0.6% |
1,875.7 |
Close |
1,923.0 |
1,973.5 |
50.5 |
2.6% |
1,973.5 |
Range |
26.5 |
71.4 |
44.9 |
169.4% |
118.0 |
ATR |
27.9 |
31.1 |
3.1 |
11.1% |
0.0 |
Volume |
248,084 |
351,092 |
103,008 |
41.5% |
1,698,237 |
|
Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,177.4 |
2,146.8 |
2,012.8 |
|
R3 |
2,106.0 |
2,075.4 |
1,993.1 |
|
R2 |
2,034.6 |
2,034.6 |
1,986.6 |
|
R1 |
2,004.0 |
2,004.0 |
1,980.0 |
2,019.3 |
PP |
1,963.2 |
1,963.2 |
1,963.2 |
1,970.8 |
S1 |
1,932.6 |
1,932.6 |
1,967.0 |
1,947.9 |
S2 |
1,891.8 |
1,891.8 |
1,960.4 |
|
S3 |
1,820.4 |
1,861.2 |
1,953.9 |
|
S4 |
1,749.0 |
1,789.8 |
1,934.2 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,301.6 |
2,255.6 |
2,038.4 |
|
R3 |
2,183.6 |
2,137.6 |
2,006.0 |
|
R2 |
2,065.6 |
2,065.6 |
1,995.1 |
|
R1 |
2,019.6 |
2,019.6 |
1,984.3 |
2,042.6 |
PP |
1,947.6 |
1,947.6 |
1,947.6 |
1,959.2 |
S1 |
1,901.6 |
1,901.6 |
1,962.7 |
1,924.6 |
S2 |
1,829.6 |
1,829.6 |
1,951.9 |
|
S3 |
1,711.6 |
1,783.6 |
1,941.1 |
|
S4 |
1,593.6 |
1,665.6 |
1,908.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,993.7 |
1,875.7 |
118.0 |
6.0% |
42.9 |
2.2% |
83% |
True |
False |
339,647 |
10 |
1,993.7 |
1,813.4 |
180.3 |
9.1% |
35.1 |
1.8% |
89% |
True |
False |
286,526 |
20 |
1,993.7 |
1,810.8 |
182.9 |
9.3% |
27.6 |
1.4% |
89% |
True |
False |
226,384 |
40 |
1,993.7 |
1,810.8 |
182.9 |
9.3% |
27.2 |
1.4% |
89% |
True |
False |
192,257 |
60 |
1,993.7 |
1,808.4 |
185.3 |
9.4% |
26.6 |
1.3% |
89% |
True |
False |
136,491 |
80 |
1,993.7 |
1,749.6 |
244.1 |
12.4% |
25.9 |
1.3% |
92% |
True |
False |
103,208 |
100 |
1,993.7 |
1,647.7 |
346.0 |
17.5% |
25.9 |
1.3% |
94% |
True |
False |
83,110 |
120 |
1,993.7 |
1,647.7 |
346.0 |
17.5% |
26.0 |
1.3% |
94% |
True |
False |
69,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,297.2 |
2.618 |
2,180.6 |
1.618 |
2,109.2 |
1.000 |
2,065.1 |
0.618 |
2,037.8 |
HIGH |
1,993.7 |
0.618 |
1,966.4 |
0.500 |
1,958.0 |
0.382 |
1,949.6 |
LOW |
1,922.3 |
0.618 |
1,878.2 |
1.000 |
1,850.9 |
1.618 |
1,806.8 |
2.618 |
1,735.4 |
4.250 |
1,618.9 |
|
|
Fisher Pivots for day following 17-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,968.3 |
1,962.9 |
PP |
1,963.2 |
1,952.2 |
S1 |
1,958.0 |
1,941.6 |
|