Trading Metrics calculated at close of trading on 17-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,018.0 |
4,082.0 |
64.0 |
1.6% |
4,159.0 |
High |
4,090.0 |
4,112.0 |
22.0 |
0.5% |
4,185.0 |
Low |
3,955.0 |
3,979.0 |
24.0 |
0.6% |
3,951.0 |
Close |
4,061.0 |
4,000.0 |
-61.0 |
-1.5% |
4,000.0 |
Range |
135.0 |
133.0 |
-2.0 |
-1.5% |
234.0 |
ATR |
82.7 |
86.3 |
3.6 |
4.3% |
0.0 |
Volume |
1,762,753 |
1,619,368 |
-143,385 |
-8.1% |
8,979,369 |
|
Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,429.3 |
4,347.7 |
4,073.2 |
|
R3 |
4,296.3 |
4,214.7 |
4,036.6 |
|
R2 |
4,163.3 |
4,163.3 |
4,024.4 |
|
R1 |
4,081.7 |
4,081.7 |
4,012.2 |
4,056.0 |
PP |
4,030.3 |
4,030.3 |
4,030.3 |
4,017.5 |
S1 |
3,948.7 |
3,948.7 |
3,987.8 |
3,923.0 |
S2 |
3,897.3 |
3,897.3 |
3,975.6 |
|
S3 |
3,764.3 |
3,815.7 |
3,963.4 |
|
S4 |
3,631.3 |
3,682.7 |
3,926.9 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,747.3 |
4,607.7 |
4,128.7 |
|
R3 |
4,513.3 |
4,373.7 |
4,064.4 |
|
R2 |
4,279.3 |
4,279.3 |
4,042.9 |
|
R1 |
4,139.7 |
4,139.7 |
4,021.5 |
4,092.5 |
PP |
4,045.3 |
4,045.3 |
4,045.3 |
4,021.8 |
S1 |
3,905.7 |
3,905.7 |
3,978.6 |
3,858.5 |
S2 |
3,811.3 |
3,811.3 |
3,957.1 |
|
S3 |
3,577.3 |
3,671.7 |
3,935.7 |
|
S4 |
3,343.3 |
3,437.7 |
3,871.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,185.0 |
3,951.0 |
234.0 |
5.9% |
146.6 |
3.7% |
21% |
False |
False |
1,795,873 |
10 |
4,268.0 |
3,951.0 |
317.0 |
7.9% |
99.8 |
2.5% |
15% |
False |
False |
1,026,672 |
20 |
4,268.0 |
3,951.0 |
317.0 |
7.9% |
79.4 |
2.0% |
15% |
False |
False |
524,106 |
40 |
4,268.0 |
3,951.0 |
317.0 |
7.9% |
59.3 |
1.5% |
15% |
False |
False |
266,479 |
60 |
4,268.0 |
3,728.0 |
540.0 |
13.5% |
53.9 |
1.3% |
50% |
False |
False |
179,144 |
80 |
4,268.0 |
3,725.0 |
543.0 |
13.6% |
46.0 |
1.1% |
51% |
False |
False |
134,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,677.3 |
2.618 |
4,460.2 |
1.618 |
4,327.2 |
1.000 |
4,245.0 |
0.618 |
4,194.2 |
HIGH |
4,112.0 |
0.618 |
4,061.2 |
0.500 |
4,045.5 |
0.382 |
4,029.8 |
LOW |
3,979.0 |
0.618 |
3,896.8 |
1.000 |
3,846.0 |
1.618 |
3,763.8 |
2.618 |
3,630.8 |
4.250 |
3,413.8 |
|
|
Fisher Pivots for day following 17-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,045.5 |
4,036.5 |
PP |
4,030.3 |
4,024.3 |
S1 |
4,015.2 |
4,012.2 |
|