Trading Metrics calculated at close of trading on 22-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,983.1 |
1,943.5 |
-39.6 |
-2.0% |
1,877.1 |
High |
1,988.7 |
1,982.3 |
-6.4 |
-0.3% |
1,993.7 |
Low |
1,938.6 |
1,936.5 |
-2.1 |
-0.1% |
1,875.7 |
Close |
1,941.1 |
1,949.6 |
8.5 |
0.4% |
1,973.5 |
Range |
50.1 |
45.8 |
-4.3 |
-8.6% |
118.0 |
ATR |
33.3 |
34.2 |
0.9 |
2.7% |
0.0 |
Volume |
248,934 |
245,031 |
-3,903 |
-1.6% |
1,698,237 |
|
Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,093.5 |
2,067.4 |
1,974.8 |
|
R3 |
2,047.7 |
2,021.6 |
1,962.2 |
|
R2 |
2,001.9 |
2,001.9 |
1,958.0 |
|
R1 |
1,975.8 |
1,975.8 |
1,953.8 |
1,988.9 |
PP |
1,956.1 |
1,956.1 |
1,956.1 |
1,962.7 |
S1 |
1,930.0 |
1,930.0 |
1,945.4 |
1,943.1 |
S2 |
1,910.3 |
1,910.3 |
1,941.2 |
|
S3 |
1,864.5 |
1,884.2 |
1,937.0 |
|
S4 |
1,818.7 |
1,838.4 |
1,924.4 |
|
|
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 |
1,911.5 |
103.4 |
5.3% |
47.7 |
2.4% |
37% |
False |
False |
286,231 |
10 |
2,014.9 |
1,815.4 |
199.5 |
10.2% |
42.3 |
2.2% |
67% |
False |
False |
310,450 |
20 |
2,014.9 |
1,810.8 |
204.1 |
10.5% |
31.3 |
1.6% |
68% |
False |
False |
242,146 |
40 |
2,014.9 |
1,810.8 |
204.1 |
10.5% |
29.1 |
1.5% |
68% |
False |
False |
208,381 |
60 |
2,014.9 |
1,810.8 |
204.1 |
10.5% |
27.5 |
1.4% |
68% |
False |
False |
150,146 |
80 |
2,014.9 |
1,768.6 |
246.3 |
12.6% |
26.8 |
1.4% |
73% |
False |
False |
113,505 |
100 |
2,014.9 |
1,647.7 |
367.2 |
18.8% |
26.6 |
1.4% |
82% |
False |
False |
91,394 |
120 |
2,014.9 |
1,647.7 |
367.2 |
18.8% |
26.4 |
1.4% |
82% |
False |
False |
76,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,177.0 |
2.618 |
2,102.2 |
1.618 |
2,056.4 |
1.000 |
2,028.1 |
0.618 |
2,010.6 |
HIGH |
1,982.3 |
0.618 |
1,964.8 |
0.500 |
1,959.4 |
0.382 |
1,954.0 |
LOW |
1,936.5 |
0.618 |
1,908.2 |
1.000 |
1,890.7 |
1.618 |
1,862.4 |
2.618 |
1,816.6 |
4.250 |
1,741.9 |
|
|
Fisher Pivots for day following 22-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,959.4 |
1,975.7 |
PP |
1,956.1 |
1,967.0 |
S1 |
1,952.9 |
1,958.3 |
|