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 |
4,172.0 |
4,159.0 |
-13.0 |
-0.3% |
4,252.0 |
High |
4,191.0 |
4,185.0 |
-6.0 |
-0.1% |
4,268.0 |
Low |
4,114.0 |
4,008.0 |
-106.0 |
-2.6% |
4,114.0 |
Close |
4,160.0 |
4,040.0 |
-120.0 |
-2.9% |
4,160.0 |
Range |
77.0 |
177.0 |
100.0 |
129.9% |
154.0 |
ATR |
59.7 |
68.1 |
8.4 |
14.0% |
0.0 |
Volume |
736,140 |
1,565,598 |
829,458 |
112.7% |
1,287,360 |
|
Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,608.7 |
4,501.3 |
4,137.4 |
|
R3 |
4,431.7 |
4,324.3 |
4,088.7 |
|
R2 |
4,254.7 |
4,254.7 |
4,072.5 |
|
R1 |
4,147.3 |
4,147.3 |
4,056.2 |
4,112.5 |
PP |
4,077.7 |
4,077.7 |
4,077.7 |
4,060.3 |
S1 |
3,970.3 |
3,970.3 |
4,023.8 |
3,935.5 |
S2 |
3,900.7 |
3,900.7 |
4,007.6 |
|
S3 |
3,723.7 |
3,793.3 |
3,991.3 |
|
S4 |
3,546.7 |
3,616.3 |
3,942.7 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,642.7 |
4,555.3 |
4,244.7 |
|
R3 |
4,488.7 |
4,401.3 |
4,202.4 |
|
R2 |
4,334.7 |
4,334.7 |
4,188.2 |
|
R1 |
4,247.3 |
4,247.3 |
4,174.1 |
4,214.0 |
PP |
4,180.7 |
4,180.7 |
4,180.7 |
4,164.0 |
S1 |
4,093.3 |
4,093.3 |
4,145.9 |
4,060.0 |
S2 |
4,026.7 |
4,026.7 |
4,131.8 |
|
S3 |
3,872.7 |
3,939.3 |
4,117.7 |
|
S4 |
3,718.7 |
3,785.3 |
4,075.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,262.0 |
4,008.0 |
254.0 |
6.3% |
82.4 |
2.0% |
13% |
False |
True |
565,587 |
10 |
4,268.0 |
4,008.0 |
260.0 |
6.4% |
70.4 |
1.7% |
12% |
False |
True |
298,526 |
20 |
4,268.0 |
4,008.0 |
260.0 |
6.4% |
60.3 |
1.5% |
12% |
False |
True |
156,118 |
40 |
4,268.0 |
4,000.0 |
268.0 |
6.6% |
49.7 |
1.2% |
15% |
False |
False |
81,714 |
60 |
4,268.0 |
3,725.0 |
543.0 |
13.4% |
47.7 |
1.2% |
58% |
False |
False |
55,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,937.3 |
2.618 |
4,648.4 |
1.618 |
4,471.4 |
1.000 |
4,362.0 |
0.618 |
4,294.4 |
HIGH |
4,185.0 |
0.618 |
4,117.4 |
0.500 |
4,096.5 |
0.382 |
4,075.6 |
LOW |
4,008.0 |
0.618 |
3,898.6 |
1.000 |
3,831.0 |
1.618 |
3,721.6 |
2.618 |
3,544.6 |
4.250 |
3,255.8 |
|
|
Fisher Pivots for day following 13-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,096.5 |
4,124.0 |
PP |
4,077.7 |
4,096.0 |
S1 |
4,058.8 |
4,068.0 |
|