Trading Metrics calculated at close of trading on 13-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,852.1 |
1,893.8 |
41.7 |
2.3% |
1,877.7 |
High |
1,891.1 |
1,935.7 |
44.6 |
2.4% |
1,891.1 |
Low |
1,847.0 |
1,892.5 |
45.5 |
2.5% |
1,830.2 |
Close |
1,884.0 |
1,933.0 |
49.0 |
2.6% |
1,884.0 |
Range |
44.1 |
43.2 |
-0.9 |
-2.0% |
60.9 |
ATR |
24.3 |
26.2 |
2.0 |
8.1% |
0.0 |
Volume |
61,683 |
106,594 |
44,911 |
72.8% |
255,850 |
|
Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,050.0 |
2,034.7 |
1,956.8 |
|
R3 |
2,006.8 |
1,991.5 |
1,944.9 |
|
R2 |
1,963.6 |
1,963.6 |
1,940.9 |
|
R1 |
1,948.3 |
1,948.3 |
1,937.0 |
1,956.0 |
PP |
1,920.4 |
1,920.4 |
1,920.4 |
1,924.2 |
S1 |
1,905.1 |
1,905.1 |
1,929.0 |
1,912.8 |
S2 |
1,877.2 |
1,877.2 |
1,925.1 |
|
S3 |
1,834.0 |
1,861.9 |
1,921.1 |
|
S4 |
1,790.8 |
1,818.7 |
1,909.2 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,051.1 |
2,028.5 |
1,917.5 |
|
R3 |
1,990.2 |
1,967.6 |
1,900.7 |
|
R2 |
1,929.3 |
1,929.3 |
1,895.2 |
|
R1 |
1,906.7 |
1,906.7 |
1,889.6 |
1,918.0 |
PP |
1,868.4 |
1,868.4 |
1,868.4 |
1,874.1 |
S1 |
1,845.8 |
1,845.8 |
1,878.4 |
1,857.1 |
S2 |
1,807.5 |
1,807.5 |
1,872.8 |
|
S3 |
1,746.6 |
1,784.9 |
1,867.3 |
|
S4 |
1,685.7 |
1,724.0 |
1,850.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,935.7 |
1,830.2 |
105.5 |
5.5% |
33.0 |
1.7% |
97% |
True |
False |
69,490 |
10 |
1,935.7 |
1,827.6 |
108.1 |
5.6% |
26.0 |
1.3% |
98% |
True |
False |
40,993 |
20 |
1,935.7 |
1,827.6 |
108.1 |
5.6% |
23.4 |
1.2% |
98% |
True |
False |
23,432 |
40 |
1,992.1 |
1,827.6 |
164.5 |
8.5% |
25.5 |
1.3% |
64% |
False |
False |
14,022 |
60 |
1,992.1 |
1,813.2 |
178.9 |
9.3% |
24.7 |
1.3% |
67% |
False |
False |
10,150 |
80 |
1,992.1 |
1,769.1 |
223.0 |
11.5% |
24.1 |
1.2% |
73% |
False |
False |
8,045 |
100 |
1,992.1 |
1,663.2 |
328.9 |
17.0% |
24.7 |
1.3% |
82% |
False |
False |
6,729 |
120 |
1,992.1 |
1,662.5 |
329.6 |
17.1% |
24.9 |
1.3% |
82% |
False |
False |
5,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,119.3 |
2.618 |
2,048.8 |
1.618 |
2,005.6 |
1.000 |
1,978.9 |
0.618 |
1,962.4 |
HIGH |
1,935.7 |
0.618 |
1,919.2 |
0.500 |
1,914.1 |
0.382 |
1,909.0 |
LOW |
1,892.5 |
0.618 |
1,865.8 |
1.000 |
1,849.3 |
1.618 |
1,822.6 |
2.618 |
1,779.4 |
4.250 |
1,708.9 |
|
|
Fisher Pivots for day following 13-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,926.7 |
1,916.7 |
PP |
1,920.4 |
1,900.5 |
S1 |
1,914.1 |
1,884.2 |
|