Trading Metrics calculated at close of trading on 15-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,935.8 |
1,924.5 |
-11.3 |
-0.6% |
1,877.7 |
High |
1,935.8 |
1,959.1 |
23.3 |
1.2% |
1,891.1 |
Low |
1,916.4 |
1,906.0 |
-10.4 |
-0.5% |
1,830.2 |
Close |
1,927.4 |
1,948.1 |
20.7 |
1.1% |
1,884.0 |
Range |
19.4 |
53.1 |
33.7 |
173.7% |
60.9 |
ATR |
25.7 |
27.7 |
2.0 |
7.6% |
0.0 |
Volume |
33,129 |
84,732 |
51,603 |
155.8% |
255,850 |
|
Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,097.0 |
2,075.7 |
1,977.3 |
|
R3 |
2,043.9 |
2,022.6 |
1,962.7 |
|
R2 |
1,990.8 |
1,990.8 |
1,957.8 |
|
R1 |
1,969.5 |
1,969.5 |
1,953.0 |
1,980.2 |
PP |
1,937.7 |
1,937.7 |
1,937.7 |
1,943.1 |
S1 |
1,916.4 |
1,916.4 |
1,943.2 |
1,927.1 |
S2 |
1,884.6 |
1,884.6 |
1,938.4 |
|
S3 |
1,831.5 |
1,863.3 |
1,933.5 |
|
S4 |
1,778.4 |
1,810.2 |
1,918.9 |
|
|
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 |
1,959.1 |
1,832.7 |
126.4 |
6.5% |
36.6 |
1.9% |
91% |
True |
False |
71,939 |
10 |
1,959.1 |
1,830.2 |
128.9 |
6.6% |
28.2 |
1.4% |
91% |
True |
False |
50,525 |
20 |
1,959.1 |
1,827.6 |
131.5 |
6.8% |
24.8 |
1.3% |
92% |
True |
False |
28,840 |
40 |
1,992.1 |
1,827.6 |
164.5 |
8.4% |
25.9 |
1.3% |
73% |
False |
False |
16,741 |
60 |
1,992.1 |
1,815.2 |
176.9 |
9.1% |
25.1 |
1.3% |
75% |
False |
False |
12,083 |
80 |
1,992.1 |
1,769.1 |
223.0 |
11.4% |
24.6 |
1.3% |
80% |
False |
False |
9,469 |
100 |
1,992.1 |
1,663.2 |
328.9 |
16.9% |
25.0 |
1.3% |
87% |
False |
False |
7,899 |
120 |
1,992.1 |
1,662.5 |
329.6 |
16.9% |
25.1 |
1.3% |
87% |
False |
False |
6,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,184.8 |
2.618 |
2,098.1 |
1.618 |
2,045.0 |
1.000 |
2,012.2 |
0.618 |
1,991.9 |
HIGH |
1,959.1 |
0.618 |
1,938.8 |
0.500 |
1,932.6 |
0.382 |
1,926.3 |
LOW |
1,906.0 |
0.618 |
1,873.2 |
1.000 |
1,852.9 |
1.618 |
1,820.1 |
2.618 |
1,767.0 |
4.250 |
1,680.3 |
|
|
Fisher Pivots for day following 15-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,942.9 |
1,940.7 |
PP |
1,937.7 |
1,933.2 |
S1 |
1,932.6 |
1,925.8 |
|