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 |
4,111.0 |
4,018.0 |
-93.0 |
-2.3% |
4,252.0 |
High |
4,122.0 |
4,090.0 |
-32.0 |
-0.8% |
4,268.0 |
Low |
3,951.0 |
3,955.0 |
4.0 |
0.1% |
4,114.0 |
Close |
3,963.0 |
4,061.0 |
98.0 |
2.5% |
4,160.0 |
Range |
171.0 |
135.0 |
-36.0 |
-21.1% |
154.0 |
ATR |
78.7 |
82.7 |
4.0 |
5.1% |
0.0 |
Volume |
1,865,027 |
1,762,753 |
-102,274 |
-5.5% |
1,287,360 |
|
Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,440.3 |
4,385.7 |
4,135.3 |
|
R3 |
4,305.3 |
4,250.7 |
4,098.1 |
|
R2 |
4,170.3 |
4,170.3 |
4,085.8 |
|
R1 |
4,115.7 |
4,115.7 |
4,073.4 |
4,143.0 |
PP |
4,035.3 |
4,035.3 |
4,035.3 |
4,049.0 |
S1 |
3,980.7 |
3,980.7 |
4,048.6 |
4,008.0 |
S2 |
3,900.3 |
3,900.3 |
4,036.3 |
|
S3 |
3,765.3 |
3,845.7 |
4,023.9 |
|
S4 |
3,630.3 |
3,710.7 |
3,986.8 |
|
|
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 |
4,191.0 |
3,951.0 |
240.0 |
5.9% |
135.4 |
3.3% |
46% |
False |
False |
1,619,228 |
10 |
4,268.0 |
3,951.0 |
317.0 |
7.8% |
93.0 |
2.3% |
35% |
False |
False |
866,216 |
20 |
4,268.0 |
3,951.0 |
317.0 |
7.8% |
74.4 |
1.8% |
35% |
False |
False |
443,892 |
40 |
4,268.0 |
3,951.0 |
317.0 |
7.8% |
56.5 |
1.4% |
35% |
False |
False |
226,145 |
60 |
4,268.0 |
3,728.0 |
540.0 |
13.3% |
53.1 |
1.3% |
62% |
False |
False |
152,155 |
80 |
4,268.0 |
3,725.0 |
543.0 |
13.4% |
44.3 |
1.1% |
62% |
False |
False |
114,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,663.8 |
2.618 |
4,443.4 |
1.618 |
4,308.4 |
1.000 |
4,225.0 |
0.618 |
4,173.4 |
HIGH |
4,090.0 |
0.618 |
4,038.4 |
0.500 |
4,022.5 |
0.382 |
4,006.6 |
LOW |
3,955.0 |
0.618 |
3,871.6 |
1.000 |
3,820.0 |
1.618 |
3,736.6 |
2.618 |
3,601.6 |
4.250 |
3,381.3 |
|
|
Fisher Pivots for day following 16-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,048.2 |
4,054.0 |
PP |
4,035.3 |
4,047.0 |
S1 |
4,022.5 |
4,040.0 |
|