Trading Metrics calculated at close of trading on 24-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,974.0 |
1,996.1 |
22.1 |
1.1% |
1,989.7 |
High |
2,006.1 |
2,006.5 |
0.4 |
0.0% |
2,014.9 |
Low |
1,967.3 |
1,977.7 |
10.4 |
0.5% |
1,936.5 |
Close |
1,995.9 |
1,983.8 |
-12.1 |
-0.6% |
1,983.8 |
Range |
38.8 |
28.8 |
-10.0 |
-25.8% |
78.4 |
ATR |
35.8 |
35.3 |
-0.5 |
-1.4% |
0.0 |
Volume |
262,247 |
285,442 |
23,195 |
8.8% |
1,379,670 |
|
Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,075.7 |
2,058.6 |
1,999.6 |
|
R3 |
2,046.9 |
2,029.8 |
1,991.7 |
|
R2 |
2,018.1 |
2,018.1 |
1,989.1 |
|
R1 |
2,001.0 |
2,001.0 |
1,986.4 |
1,995.2 |
PP |
1,989.3 |
1,989.3 |
1,989.3 |
1,986.4 |
S1 |
1,972.2 |
1,972.2 |
1,981.2 |
1,966.4 |
S2 |
1,960.5 |
1,960.5 |
1,978.5 |
|
S3 |
1,931.7 |
1,943.4 |
1,975.9 |
|
S4 |
1,902.9 |
1,914.6 |
1,968.0 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,213.6 |
2,177.1 |
2,026.9 |
|
R3 |
2,135.2 |
2,098.7 |
2,005.4 |
|
R2 |
2,056.8 |
2,056.8 |
1,998.2 |
|
R1 |
2,020.3 |
2,020.3 |
1,991.0 |
1,999.4 |
PP |
1,978.4 |
1,978.4 |
1,978.4 |
1,967.9 |
S1 |
1,941.9 |
1,941.9 |
1,976.6 |
1,921.0 |
S2 |
1,900.0 |
1,900.0 |
1,969.4 |
|
S3 |
1,821.6 |
1,863.5 |
1,962.2 |
|
S4 |
1,743.2 |
1,785.1 |
1,940.7 |
|
|
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 |
1,936.5 |
78.4 |
4.0% |
41.7 |
2.1% |
60% |
False |
False |
275,934 |
10 |
2,014.9 |
1,875.7 |
139.2 |
7.0% |
42.3 |
2.1% |
78% |
False |
False |
307,790 |
20 |
2,014.9 |
1,810.8 |
204.1 |
10.3% |
32.9 |
1.7% |
85% |
False |
False |
252,058 |
40 |
2,014.9 |
1,810.8 |
204.1 |
10.3% |
29.3 |
1.5% |
85% |
False |
False |
216,657 |
60 |
2,014.9 |
1,810.8 |
204.1 |
10.3% |
27.9 |
1.4% |
85% |
False |
False |
159,116 |
80 |
2,014.9 |
1,769.2 |
245.7 |
12.4% |
27.2 |
1.4% |
87% |
False |
False |
120,279 |
100 |
2,014.9 |
1,647.7 |
367.2 |
18.5% |
26.8 |
1.4% |
92% |
False |
False |
96,848 |
120 |
2,014.9 |
1,647.7 |
367.2 |
18.5% |
26.7 |
1.3% |
92% |
False |
False |
81,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,128.9 |
2.618 |
2,081.9 |
1.618 |
2,053.1 |
1.000 |
2,035.3 |
0.618 |
2,024.3 |
HIGH |
2,006.5 |
0.618 |
1,995.5 |
0.500 |
1,992.1 |
0.382 |
1,988.7 |
LOW |
1,977.7 |
0.618 |
1,959.9 |
1.000 |
1,948.9 |
1.618 |
1,931.1 |
2.618 |
1,902.3 |
4.250 |
1,855.3 |
|
|
Fisher Pivots for day following 24-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,992.1 |
1,979.7 |
PP |
1,989.3 |
1,975.6 |
S1 |
1,986.6 |
1,971.5 |
|