Trading Metrics calculated at close of trading on 23-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,134.0 |
4,098.0 |
-36.0 |
-0.9% |
4,159.0 |
High |
4,164.0 |
4,157.0 |
-7.0 |
-0.2% |
4,185.0 |
Low |
4,088.0 |
4,085.0 |
-3.0 |
-0.1% |
3,951.0 |
Close |
4,139.0 |
4,147.0 |
8.0 |
0.2% |
4,000.0 |
Range |
76.0 |
72.0 |
-4.0 |
-5.3% |
234.0 |
ATR |
91.0 |
89.7 |
-1.4 |
-1.5% |
0.0 |
Volume |
715,356 |
841,278 |
125,922 |
17.6% |
8,979,369 |
|
Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,345.7 |
4,318.3 |
4,186.6 |
|
R3 |
4,273.7 |
4,246.3 |
4,166.8 |
|
R2 |
4,201.7 |
4,201.7 |
4,160.2 |
|
R1 |
4,174.3 |
4,174.3 |
4,153.6 |
4,188.0 |
PP |
4,129.7 |
4,129.7 |
4,129.7 |
4,136.5 |
S1 |
4,102.3 |
4,102.3 |
4,140.4 |
4,116.0 |
S2 |
4,057.7 |
4,057.7 |
4,133.8 |
|
S3 |
3,985.7 |
4,030.3 |
4,127.2 |
|
S4 |
3,913.7 |
3,958.3 |
4,107.4 |
|
|
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% |
106.0 |
2.6% |
93% |
False |
False |
1,106,261 |
10 |
4,191.0 |
3,914.0 |
277.0 |
6.7% |
120.7 |
2.9% |
84% |
False |
False |
1,362,744 |
20 |
4,268.0 |
3,914.0 |
354.0 |
8.5% |
91.9 |
2.2% |
66% |
False |
False |
716,415 |
40 |
4,268.0 |
3,914.0 |
354.0 |
8.5% |
67.0 |
1.6% |
66% |
False |
False |
363,884 |
60 |
4,268.0 |
3,728.0 |
540.0 |
13.0% |
59.1 |
1.4% |
78% |
False |
False |
244,342 |
80 |
4,268.0 |
3,725.0 |
543.0 |
13.1% |
50.9 |
1.2% |
78% |
False |
False |
183,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,463.0 |
2.618 |
4,345.5 |
1.618 |
4,273.5 |
1.000 |
4,229.0 |
0.618 |
4,201.5 |
HIGH |
4,157.0 |
0.618 |
4,129.5 |
0.500 |
4,121.0 |
0.382 |
4,112.5 |
LOW |
4,085.0 |
0.618 |
4,040.5 |
1.000 |
4,013.0 |
1.618 |
3,968.5 |
2.618 |
3,896.5 |
4.250 |
3,779.0 |
|
|
Fisher Pivots for day following 23-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,138.3 |
4,136.8 |
PP |
4,129.7 |
4,126.7 |
S1 |
4,121.0 |
4,116.5 |
|