Trading Metrics calculated at close of trading on 14-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
12,014.00 |
12,080.00 |
66.00 |
0.5% |
12,444.25 |
High |
12,222.75 |
12,356.50 |
133.75 |
1.1% |
12,623.00 |
Low |
11,806.25 |
12,032.25 |
226.00 |
1.9% |
11,925.75 |
Close |
12,055.00 |
12,337.00 |
282.00 |
2.3% |
11,969.00 |
Range |
416.50 |
324.25 |
-92.25 |
-22.1% |
697.25 |
ATR |
275.27 |
278.77 |
3.50 |
1.3% |
0.00 |
Volume |
788,049 |
747,697 |
-40,352 |
-5.1% |
434,238 |
|
Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,214.75 |
13,100.00 |
12,515.25 |
|
R3 |
12,890.50 |
12,775.75 |
12,426.25 |
|
R2 |
12,566.25 |
12,566.25 |
12,396.50 |
|
R1 |
12,451.50 |
12,451.50 |
12,366.75 |
12,509.00 |
PP |
12,242.00 |
12,242.00 |
12,242.00 |
12,270.50 |
S1 |
12,127.25 |
12,127.25 |
12,307.25 |
12,184.50 |
S2 |
11,917.75 |
11,917.75 |
12,277.50 |
|
S3 |
11,593.50 |
11,803.00 |
12,247.75 |
|
S4 |
11,269.25 |
11,478.75 |
12,158.75 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,264.25 |
13,814.00 |
12,352.50 |
|
R3 |
13,567.00 |
13,116.75 |
12,160.75 |
|
R2 |
12,869.75 |
12,869.75 |
12,096.75 |
|
R1 |
12,419.50 |
12,419.50 |
12,033.00 |
12,296.00 |
PP |
12,172.50 |
12,172.50 |
12,172.50 |
12,111.00 |
S1 |
11,722.25 |
11,722.25 |
11,905.00 |
11,598.75 |
S2 |
11,475.25 |
11,475.25 |
11,841.25 |
|
S3 |
10,778.00 |
11,025.00 |
11,777.25 |
|
S4 |
10,080.75 |
10,327.75 |
11,585.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,493.25 |
11,806.25 |
687.00 |
5.6% |
318.00 |
2.6% |
77% |
False |
False |
388,502 |
10 |
12,623.00 |
11,806.25 |
816.75 |
6.6% |
283.50 |
2.3% |
65% |
False |
False |
198,028 |
20 |
12,926.25 |
11,806.25 |
1,120.00 |
9.1% |
260.75 |
2.1% |
47% |
False |
False |
99,814 |
40 |
13,078.00 |
11,429.75 |
1,648.25 |
13.4% |
275.75 |
2.2% |
55% |
False |
False |
50,413 |
60 |
13,078.00 |
10,870.00 |
2,208.00 |
17.9% |
275.25 |
2.2% |
66% |
False |
False |
33,843 |
80 |
13,078.00 |
10,870.00 |
2,208.00 |
17.9% |
264.75 |
2.1% |
66% |
False |
False |
25,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,734.50 |
2.618 |
13,205.50 |
1.618 |
12,881.25 |
1.000 |
12,680.75 |
0.618 |
12,557.00 |
HIGH |
12,356.50 |
0.618 |
12,232.75 |
0.500 |
12,194.50 |
0.382 |
12,156.00 |
LOW |
12,032.25 |
0.618 |
11,831.75 |
1.000 |
11,708.00 |
1.618 |
11,507.50 |
2.618 |
11,183.25 |
4.250 |
10,654.25 |
|
|
Fisher Pivots for day following 14-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
12,289.50 |
12,251.75 |
PP |
12,242.00 |
12,166.50 |
S1 |
12,194.50 |
12,081.50 |
|