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 |
4,038.0 |
4,111.0 |
73.0 |
1.8% |
4,252.0 |
High |
4,129.0 |
4,122.0 |
-7.0 |
-0.2% |
4,268.0 |
Low |
4,012.0 |
3,951.0 |
-61.0 |
-1.5% |
4,114.0 |
Close |
4,112.0 |
3,963.0 |
-149.0 |
-3.6% |
4,160.0 |
Range |
117.0 |
171.0 |
54.0 |
46.2% |
154.0 |
ATR |
71.6 |
78.7 |
7.1 |
9.9% |
0.0 |
Volume |
2,166,623 |
1,865,027 |
-301,596 |
-13.9% |
1,287,360 |
|
Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,525.0 |
4,415.0 |
4,057.1 |
|
R3 |
4,354.0 |
4,244.0 |
4,010.0 |
|
R2 |
4,183.0 |
4,183.0 |
3,994.4 |
|
R1 |
4,073.0 |
4,073.0 |
3,978.7 |
4,042.5 |
PP |
4,012.0 |
4,012.0 |
4,012.0 |
3,996.8 |
S1 |
3,902.0 |
3,902.0 |
3,947.3 |
3,871.5 |
S2 |
3,841.0 |
3,841.0 |
3,931.7 |
|
S3 |
3,670.0 |
3,731.0 |
3,916.0 |
|
S4 |
3,499.0 |
3,560.0 |
3,869.0 |
|
|
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 |
4,240.0 |
3,951.0 |
289.0 |
7.3% |
121.4 |
3.1% |
4% |
False |
True |
1,323,586 |
10 |
4,268.0 |
3,951.0 |
317.0 |
8.0% |
88.3 |
2.2% |
4% |
False |
True |
697,275 |
20 |
4,268.0 |
3,951.0 |
317.0 |
8.0% |
69.7 |
1.8% |
4% |
False |
True |
356,664 |
40 |
4,268.0 |
3,951.0 |
317.0 |
8.0% |
54.6 |
1.4% |
4% |
False |
True |
182,226 |
60 |
4,268.0 |
3,728.0 |
540.0 |
13.6% |
51.4 |
1.3% |
44% |
False |
False |
122,776 |
80 |
4,268.0 |
3,725.0 |
543.0 |
13.7% |
42.6 |
1.1% |
44% |
False |
False |
92,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,848.8 |
2.618 |
4,569.7 |
1.618 |
4,398.7 |
1.000 |
4,293.0 |
0.618 |
4,227.7 |
HIGH |
4,122.0 |
0.618 |
4,056.7 |
0.500 |
4,036.5 |
0.382 |
4,016.3 |
LOW |
3,951.0 |
0.618 |
3,845.3 |
1.000 |
3,780.0 |
1.618 |
3,674.3 |
2.618 |
3,503.3 |
4.250 |
3,224.3 |
|
|
Fisher Pivots for day following 15-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,036.5 |
4,068.0 |
PP |
4,012.0 |
4,033.0 |
S1 |
3,987.5 |
3,998.0 |
|