Trading Metrics calculated at close of trading on 21-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
2,008.6 |
2,000.7 |
-7.9 |
-0.4% |
1,893.8 |
High |
2,031.7 |
2,005.7 |
-26.0 |
-1.3% |
2,010.4 |
Low |
1,986.9 |
1,955.9 |
-31.0 |
-1.6% |
1,892.5 |
Close |
1,999.7 |
1,958.3 |
-41.4 |
-2.1% |
1,990.2 |
Range |
44.8 |
49.8 |
5.0 |
11.2% |
117.9 |
ATR |
31.7 |
33.0 |
1.3 |
4.1% |
0.0 |
Volume |
69,059 |
65,165 |
-3,894 |
-5.6% |
326,679 |
|
Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,122.7 |
2,090.3 |
1,985.7 |
|
R3 |
2,072.9 |
2,040.5 |
1,972.0 |
|
R2 |
2,023.1 |
2,023.1 |
1,967.4 |
|
R1 |
1,990.7 |
1,990.7 |
1,962.9 |
1,982.0 |
PP |
1,973.3 |
1,973.3 |
1,973.3 |
1,969.0 |
S1 |
1,940.9 |
1,940.9 |
1,953.7 |
1,932.2 |
S2 |
1,923.5 |
1,923.5 |
1,949.2 |
|
S3 |
1,873.7 |
1,891.1 |
1,944.6 |
|
S4 |
1,823.9 |
1,841.3 |
1,930.9 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,318.1 |
2,272.0 |
2,055.0 |
|
R3 |
2,200.2 |
2,154.1 |
2,022.6 |
|
R2 |
2,082.3 |
2,082.3 |
2,011.8 |
|
R1 |
2,036.2 |
2,036.2 |
2,001.0 |
2,059.3 |
PP |
1,964.4 |
1,964.4 |
1,964.4 |
1,975.9 |
S1 |
1,918.3 |
1,918.3 |
1,979.4 |
1,941.4 |
S2 |
1,846.5 |
1,846.5 |
1,968.6 |
|
S3 |
1,728.6 |
1,800.4 |
1,957.8 |
|
S4 |
1,610.7 |
1,682.5 |
1,925.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,031.7 |
1,906.0 |
125.7 |
6.4% |
49.0 |
2.5% |
42% |
False |
False |
64,236 |
10 |
2,031.7 |
1,830.2 |
201.5 |
10.3% |
39.0 |
2.0% |
64% |
False |
False |
65,874 |
20 |
2,031.7 |
1,827.6 |
204.1 |
10.4% |
29.9 |
1.5% |
64% |
False |
False |
39,583 |
40 |
2,031.7 |
1,827.6 |
204.1 |
10.4% |
28.2 |
1.4% |
64% |
False |
False |
22,307 |
60 |
2,031.7 |
1,824.4 |
207.3 |
10.6% |
26.9 |
1.4% |
65% |
False |
False |
15,952 |
80 |
2,031.7 |
1,769.1 |
262.6 |
13.4% |
26.1 |
1.3% |
72% |
False |
False |
12,382 |
100 |
2,031.7 |
1,663.2 |
368.5 |
18.8% |
25.8 |
1.3% |
80% |
False |
False |
10,228 |
120 |
2,031.7 |
1,662.5 |
369.2 |
18.9% |
25.8 |
1.3% |
80% |
False |
False |
8,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,217.4 |
2.618 |
2,136.1 |
1.618 |
2,086.3 |
1.000 |
2,055.5 |
0.618 |
2,036.5 |
HIGH |
2,005.7 |
0.618 |
1,986.7 |
0.500 |
1,980.8 |
0.382 |
1,974.9 |
LOW |
1,955.9 |
0.618 |
1,925.1 |
1.000 |
1,906.1 |
1.618 |
1,875.3 |
2.618 |
1,825.5 |
4.250 |
1,744.3 |
|
|
Fisher Pivots for day following 21-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,980.8 |
1,985.4 |
PP |
1,973.3 |
1,976.4 |
S1 |
1,965.8 |
1,967.3 |
|