Trading Metrics calculated at close of trading on 22-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,073.0 |
4,134.0 |
61.0 |
1.5% |
4,159.0 |
High |
4,148.0 |
4,164.0 |
16.0 |
0.4% |
4,185.0 |
Low |
4,069.0 |
4,088.0 |
19.0 |
0.5% |
3,951.0 |
Close |
4,123.0 |
4,139.0 |
16.0 |
0.4% |
4,000.0 |
Range |
79.0 |
76.0 |
-3.0 |
-3.8% |
234.0 |
ATR |
92.2 |
91.0 |
-1.2 |
-1.3% |
0.0 |
Volume |
939,120 |
715,356 |
-223,764 |
-23.8% |
8,979,369 |
|
Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,358.3 |
4,324.7 |
4,180.8 |
|
R3 |
4,282.3 |
4,248.7 |
4,159.9 |
|
R2 |
4,206.3 |
4,206.3 |
4,152.9 |
|
R1 |
4,172.7 |
4,172.7 |
4,146.0 |
4,189.5 |
PP |
4,130.3 |
4,130.3 |
4,130.3 |
4,138.8 |
S1 |
4,096.7 |
4,096.7 |
4,132.0 |
4,113.5 |
S2 |
4,054.3 |
4,054.3 |
4,125.1 |
|
S3 |
3,978.3 |
4,020.7 |
4,118.1 |
|
S4 |
3,902.3 |
3,944.7 |
4,097.2 |
|
|
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 |
4,164.0 |
3,914.0 |
250.0 |
6.0% |
118.6 |
2.9% |
90% |
True |
False |
1,290,556 |
10 |
4,240.0 |
3,914.0 |
326.0 |
7.9% |
120.0 |
2.9% |
69% |
False |
False |
1,307,071 |
20 |
4,268.0 |
3,914.0 |
354.0 |
8.6% |
90.0 |
2.2% |
64% |
False |
False |
674,514 |
40 |
4,268.0 |
3,914.0 |
354.0 |
8.6% |
66.0 |
1.6% |
64% |
False |
False |
343,120 |
60 |
4,268.0 |
3,728.0 |
540.0 |
13.0% |
58.5 |
1.4% |
76% |
False |
False |
230,321 |
80 |
4,268.0 |
3,725.0 |
543.0 |
13.1% |
50.0 |
1.2% |
76% |
False |
False |
172,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,487.0 |
2.618 |
4,363.0 |
1.618 |
4,287.0 |
1.000 |
4,240.0 |
0.618 |
4,211.0 |
HIGH |
4,164.0 |
0.618 |
4,135.0 |
0.500 |
4,126.0 |
0.382 |
4,117.0 |
LOW |
4,088.0 |
0.618 |
4,041.0 |
1.000 |
4,012.0 |
1.618 |
3,965.0 |
2.618 |
3,889.0 |
4.250 |
3,765.0 |
|
|
Fisher Pivots for day following 22-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,134.7 |
4,105.7 |
PP |
4,130.3 |
4,072.3 |
S1 |
4,126.0 |
4,039.0 |
|