Trading Metrics calculated at close of trading on 21-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,989.7 |
1,983.1 |
-6.6 |
-0.3% |
1,877.1 |
High |
2,014.9 |
1,988.7 |
-26.2 |
-1.3% |
1,993.7 |
Low |
1,970.0 |
1,938.6 |
-31.4 |
-1.6% |
1,875.7 |
Close |
1,982.8 |
1,941.1 |
-41.7 |
-2.1% |
1,973.5 |
Range |
44.9 |
50.1 |
5.2 |
11.6% |
118.0 |
ATR |
32.0 |
33.3 |
1.3 |
4.0% |
0.0 |
Volume |
338,016 |
248,934 |
-89,082 |
-26.4% |
1,698,237 |
|
Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,106.4 |
2,073.9 |
1,968.7 |
|
R3 |
2,056.3 |
2,023.8 |
1,954.9 |
|
R2 |
2,006.2 |
2,006.2 |
1,950.3 |
|
R1 |
1,973.7 |
1,973.7 |
1,945.7 |
1,964.9 |
PP |
1,956.1 |
1,956.1 |
1,956.1 |
1,951.8 |
S1 |
1,923.6 |
1,923.6 |
1,936.5 |
1,914.8 |
S2 |
1,906.0 |
1,906.0 |
1,931.9 |
|
S3 |
1,855.9 |
1,873.5 |
1,927.3 |
|
S4 |
1,805.8 |
1,823.4 |
1,913.5 |
|
|
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 |
6.5% |
49.2 |
2.5% |
41% |
False |
False |
314,316 |
10 |
2,014.9 |
1,813.4 |
201.5 |
10.4% |
39.3 |
2.0% |
63% |
False |
False |
306,776 |
20 |
2,014.9 |
1,810.8 |
204.1 |
10.5% |
30.2 |
1.6% |
64% |
False |
False |
236,969 |
40 |
2,014.9 |
1,810.8 |
204.1 |
10.5% |
28.6 |
1.5% |
64% |
False |
False |
204,353 |
60 |
2,014.9 |
1,808.4 |
206.5 |
10.6% |
27.4 |
1.4% |
64% |
False |
False |
146,154 |
80 |
2,014.9 |
1,749.6 |
265.3 |
13.7% |
26.7 |
1.4% |
72% |
False |
False |
110,479 |
100 |
2,014.9 |
1,647.7 |
367.2 |
18.9% |
26.4 |
1.4% |
80% |
False |
False |
88,958 |
120 |
2,014.9 |
1,647.7 |
367.2 |
18.9% |
26.4 |
1.4% |
80% |
False |
False |
74,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,201.6 |
2.618 |
2,119.9 |
1.618 |
2,069.8 |
1.000 |
2,038.8 |
0.618 |
2,019.7 |
HIGH |
1,988.7 |
0.618 |
1,969.6 |
0.500 |
1,963.7 |
0.382 |
1,957.7 |
LOW |
1,938.6 |
0.618 |
1,907.6 |
1.000 |
1,888.5 |
1.618 |
1,857.5 |
2.618 |
1,807.4 |
4.250 |
1,725.7 |
|
|
Fisher Pivots for day following 21-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,963.7 |
1,968.6 |
PP |
1,956.1 |
1,959.4 |
S1 |
1,948.6 |
1,950.3 |
|