Trading Metrics calculated at close of trading on 24-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
1,745.8 |
1,741.9 |
-3.9 |
-0.2% |
1,749.2 |
High |
1,774.9 |
1,751.2 |
-23.7 |
-1.3% |
1,808.2 |
Low |
1,716.7 |
1,703.0 |
-13.7 |
-0.8% |
1,703.0 |
Close |
1,732.5 |
1,747.7 |
15.2 |
0.9% |
1,747.7 |
Range |
58.2 |
48.2 |
-10.0 |
-17.2% |
105.2 |
ATR |
52.0 |
51.8 |
-0.3 |
-0.5% |
0.0 |
Volume |
284,968 |
274,333 |
-10,635 |
-3.7% |
1,275,922 |
|
Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,878.6 |
1,861.3 |
1,774.2 |
|
R3 |
1,830.4 |
1,813.1 |
1,761.0 |
|
R2 |
1,782.2 |
1,782.2 |
1,756.5 |
|
R1 |
1,764.9 |
1,764.9 |
1,752.1 |
1,773.6 |
PP |
1,734.0 |
1,734.0 |
1,734.0 |
1,738.3 |
S1 |
1,716.7 |
1,716.7 |
1,743.3 |
1,725.4 |
S2 |
1,685.8 |
1,685.8 |
1,738.9 |
|
S3 |
1,637.6 |
1,668.5 |
1,734.4 |
|
S4 |
1,589.4 |
1,620.3 |
1,721.2 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,068.6 |
2,013.3 |
1,805.6 |
|
R3 |
1,963.4 |
1,908.1 |
1,776.6 |
|
R2 |
1,858.2 |
1,858.2 |
1,767.0 |
|
R1 |
1,802.9 |
1,802.9 |
1,757.3 |
1,778.0 |
PP |
1,753.0 |
1,753.0 |
1,753.0 |
1,740.5 |
S1 |
1,697.7 |
1,697.7 |
1,738.1 |
1,672.8 |
S2 |
1,647.8 |
1,647.8 |
1,728.4 |
|
S3 |
1,542.6 |
1,592.5 |
1,718.8 |
|
S4 |
1,437.4 |
1,487.3 |
1,689.8 |
|
|
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 |
1,703.0 |
105.2 |
6.0% |
57.0 |
3.3% |
42% |
False |
True |
255,184 |
10 |
1,825.4 |
1,703.0 |
122.4 |
7.0% |
64.3 |
3.7% |
37% |
False |
True |
341,615 |
20 |
1,954.6 |
1,703.0 |
251.6 |
14.4% |
51.8 |
3.0% |
18% |
False |
True |
186,624 |
40 |
2,033.3 |
1,703.0 |
330.3 |
18.9% |
44.7 |
2.6% |
14% |
False |
True |
93,417 |
60 |
2,033.3 |
1,703.0 |
330.3 |
18.9% |
41.7 |
2.4% |
14% |
False |
True |
62,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,956.1 |
2.618 |
1,877.4 |
1.618 |
1,829.2 |
1.000 |
1,799.4 |
0.618 |
1,781.0 |
HIGH |
1,751.2 |
0.618 |
1,732.8 |
0.500 |
1,727.1 |
0.382 |
1,721.4 |
LOW |
1,703.0 |
0.618 |
1,673.2 |
1.000 |
1,654.8 |
1.618 |
1,625.0 |
2.618 |
1,576.8 |
4.250 |
1,498.2 |
|
|
Fisher Pivots for day following 24-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
1,740.8 |
1,751.1 |
PP |
1,734.0 |
1,750.0 |
S1 |
1,727.1 |
1,748.8 |
|