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 |
1,763.9 |
1,798.6 |
34.7 |
2.0% |
1,797.4 |
High |
1,808.2 |
1,799.2 |
-9.0 |
-0.5% |
1,825.4 |
Low |
1,761.1 |
1,739.2 |
-21.9 |
-1.2% |
1,728.5 |
Close |
1,793.3 |
1,741.0 |
-52.3 |
-2.9% |
1,738.4 |
Range |
47.1 |
60.0 |
12.9 |
27.4% |
96.9 |
ATR |
50.9 |
51.6 |
0.6 |
1.3% |
0.0 |
Volume |
216,199 |
237,040 |
20,841 |
9.6% |
2,140,228 |
|
Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.8 |
1,900.4 |
1,774.0 |
|
R3 |
1,879.8 |
1,840.4 |
1,757.5 |
|
R2 |
1,819.8 |
1,819.8 |
1,752.0 |
|
R1 |
1,780.4 |
1,780.4 |
1,746.5 |
1,770.1 |
PP |
1,759.8 |
1,759.8 |
1,759.8 |
1,754.7 |
S1 |
1,720.4 |
1,720.4 |
1,735.5 |
1,710.1 |
S2 |
1,699.8 |
1,699.8 |
1,730.0 |
|
S3 |
1,639.8 |
1,660.4 |
1,724.5 |
|
S4 |
1,579.8 |
1,600.4 |
1,708.0 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,054.8 |
1,993.5 |
1,791.7 |
|
R3 |
1,957.9 |
1,896.6 |
1,765.0 |
|
R2 |
1,861.0 |
1,861.0 |
1,756.2 |
|
R1 |
1,799.7 |
1,799.7 |
1,747.3 |
1,781.9 |
PP |
1,764.1 |
1,764.1 |
1,764.1 |
1,755.2 |
S1 |
1,702.8 |
1,702.8 |
1,729.5 |
1,685.0 |
S2 |
1,667.2 |
1,667.2 |
1,720.6 |
|
S3 |
1,570.3 |
1,605.9 |
1,711.8 |
|
S4 |
1,473.4 |
1,509.0 |
1,685.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,808.2 |
1,708.0 |
100.2 |
5.8% |
62.4 |
3.6% |
33% |
False |
False |
281,580 |
10 |
1,903.7 |
1,708.0 |
195.7 |
11.2% |
68.4 |
3.9% |
17% |
False |
False |
316,579 |
20 |
1,954.6 |
1,708.0 |
246.6 |
14.2% |
50.2 |
2.9% |
13% |
False |
False |
158,684 |
40 |
2,033.3 |
1,708.0 |
325.3 |
18.7% |
43.9 |
2.5% |
10% |
False |
False |
79,447 |
60 |
2,033.3 |
1,708.0 |
325.3 |
18.7% |
40.8 |
2.3% |
10% |
False |
False |
53,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,054.2 |
2.618 |
1,956.3 |
1.618 |
1,896.3 |
1.000 |
1,859.2 |
0.618 |
1,836.3 |
HIGH |
1,799.2 |
0.618 |
1,776.3 |
0.500 |
1,769.2 |
0.382 |
1,762.1 |
LOW |
1,739.2 |
0.618 |
1,702.1 |
1.000 |
1,679.2 |
1.618 |
1,642.1 |
2.618 |
1,582.1 |
4.250 |
1,484.2 |
|
|
Fisher Pivots for day following 22-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,769.2 |
1,758.1 |
PP |
1,759.8 |
1,752.4 |
S1 |
1,750.4 |
1,746.7 |
|