Trading Metrics calculated at close of trading on 16-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,924.5 |
1,940.2 |
15.7 |
0.8% |
1,877.7 |
High |
1,959.1 |
1,954.6 |
-4.5 |
-0.2% |
1,891.1 |
Low |
1,906.0 |
1,928.4 |
22.4 |
1.2% |
1,830.2 |
Close |
1,948.1 |
1,939.7 |
-8.4 |
-0.4% |
1,884.0 |
Range |
53.1 |
26.2 |
-26.9 |
-50.7% |
60.9 |
ATR |
27.7 |
27.6 |
-0.1 |
-0.4% |
0.0 |
Volume |
84,732 |
34,769 |
-49,963 |
-59.0% |
255,850 |
|
Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,019.5 |
2,005.8 |
1,954.1 |
|
R3 |
1,993.3 |
1,979.6 |
1,946.9 |
|
R2 |
1,967.1 |
1,967.1 |
1,944.5 |
|
R1 |
1,953.4 |
1,953.4 |
1,942.1 |
1,947.2 |
PP |
1,940.9 |
1,940.9 |
1,940.9 |
1,937.8 |
S1 |
1,927.2 |
1,927.2 |
1,937.3 |
1,921.0 |
S2 |
1,914.7 |
1,914.7 |
1,934.9 |
|
S3 |
1,888.5 |
1,901.0 |
1,932.5 |
|
S4 |
1,862.3 |
1,874.8 |
1,925.3 |
|
|
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 |
1,847.0 |
112.1 |
5.8% |
37.2 |
1.9% |
83% |
False |
False |
64,181 |
10 |
1,959.1 |
1,830.2 |
128.9 |
6.6% |
29.9 |
1.5% |
85% |
False |
False |
52,886 |
20 |
1,959.1 |
1,827.6 |
131.5 |
6.8% |
24.6 |
1.3% |
85% |
False |
False |
30,324 |
40 |
1,992.1 |
1,827.6 |
164.5 |
8.5% |
25.9 |
1.3% |
68% |
False |
False |
17,553 |
60 |
1,992.1 |
1,824.4 |
167.7 |
8.6% |
25.2 |
1.3% |
69% |
False |
False |
12,652 |
80 |
1,992.1 |
1,769.1 |
223.0 |
11.5% |
24.7 |
1.3% |
77% |
False |
False |
9,885 |
100 |
1,992.1 |
1,663.2 |
328.9 |
17.0% |
25.1 |
1.3% |
84% |
False |
False |
8,240 |
120 |
1,992.1 |
1,662.5 |
329.6 |
17.0% |
25.1 |
1.3% |
84% |
False |
False |
6,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,066.0 |
2.618 |
2,023.2 |
1.618 |
1,997.0 |
1.000 |
1,980.8 |
0.618 |
1,970.8 |
HIGH |
1,954.6 |
0.618 |
1,944.6 |
0.500 |
1,941.5 |
0.382 |
1,938.4 |
LOW |
1,928.4 |
0.618 |
1,912.2 |
1.000 |
1,902.2 |
1.618 |
1,886.0 |
2.618 |
1,859.8 |
4.250 |
1,817.1 |
|
|
Fisher Pivots for day following 16-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,941.5 |
1,937.3 |
PP |
1,940.9 |
1,934.9 |
S1 |
1,940.3 |
1,932.6 |
|