Trading Metrics calculated at close of trading on 20-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,925.9 |
1,989.7 |
63.8 |
3.3% |
1,877.1 |
High |
1,993.7 |
2,014.9 |
21.2 |
1.1% |
1,993.7 |
Low |
1,922.3 |
1,970.0 |
47.7 |
2.5% |
1,875.7 |
Close |
1,973.5 |
1,982.8 |
9.3 |
0.5% |
1,973.5 |
Range |
71.4 |
44.9 |
-26.5 |
-37.1% |
118.0 |
ATR |
31.1 |
32.0 |
1.0 |
3.2% |
0.0 |
Volume |
351,092 |
338,016 |
-13,076 |
-3.7% |
1,698,237 |
|
Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,123.9 |
2,098.3 |
2,007.5 |
|
R3 |
2,079.0 |
2,053.4 |
1,995.1 |
|
R2 |
2,034.1 |
2,034.1 |
1,991.0 |
|
R1 |
2,008.5 |
2,008.5 |
1,986.9 |
1,998.9 |
PP |
1,989.2 |
1,989.2 |
1,989.2 |
1,984.4 |
S1 |
1,963.6 |
1,963.6 |
1,978.7 |
1,954.0 |
S2 |
1,944.3 |
1,944.3 |
1,974.6 |
|
S3 |
1,899.4 |
1,918.7 |
1,970.5 |
|
S4 |
1,854.5 |
1,873.8 |
1,958.1 |
|
|
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 |
2,014.9 |
1,889.5 |
125.4 |
6.3% |
43.1 |
2.2% |
74% |
True |
False |
316,784 |
10 |
2,014.9 |
1,813.4 |
201.5 |
10.2% |
38.3 |
1.9% |
84% |
True |
False |
306,705 |
20 |
2,014.9 |
1,810.8 |
204.1 |
10.3% |
28.5 |
1.4% |
84% |
True |
False |
235,031 |
40 |
2,014.9 |
1,810.8 |
204.1 |
10.3% |
28.0 |
1.4% |
84% |
True |
False |
199,563 |
60 |
2,014.9 |
1,808.4 |
206.5 |
10.4% |
26.7 |
1.3% |
84% |
True |
False |
142,048 |
80 |
2,014.9 |
1,749.6 |
265.3 |
13.4% |
26.2 |
1.3% |
88% |
True |
False |
107,397 |
100 |
2,014.9 |
1,647.7 |
367.2 |
18.5% |
26.1 |
1.3% |
91% |
True |
False |
86,480 |
120 |
2,014.9 |
1,647.7 |
367.2 |
18.5% |
26.2 |
1.3% |
91% |
True |
False |
72,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,205.7 |
2.618 |
2,132.4 |
1.618 |
2,087.5 |
1.000 |
2,059.8 |
0.618 |
2,042.6 |
HIGH |
2,014.9 |
0.618 |
1,997.7 |
0.500 |
1,992.5 |
0.382 |
1,987.2 |
LOW |
1,970.0 |
0.618 |
1,942.3 |
1.000 |
1,925.1 |
1.618 |
1,897.4 |
2.618 |
1,852.5 |
4.250 |
1,779.2 |
|
|
Fisher Pivots for day following 20-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,992.5 |
1,976.3 |
PP |
1,989.2 |
1,969.7 |
S1 |
1,986.0 |
1,963.2 |
|