Trading Metrics calculated at close of trading on 17-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
12,398.75 |
12,708.00 |
309.25 |
2.5% |
12,014.00 |
High |
12,735.75 |
12,811.25 |
75.50 |
0.6% |
12,811.25 |
Low |
12,314.00 |
12,569.50 |
255.50 |
2.1% |
11,806.25 |
Close |
12,715.50 |
12,644.75 |
-70.75 |
-0.6% |
12,644.75 |
Range |
421.75 |
241.75 |
-180.00 |
-42.7% |
1,005.00 |
ATR |
291.10 |
287.58 |
-3.53 |
-1.2% |
0.00 |
Volume |
736,519 |
734,052 |
-2,467 |
-0.3% |
3,839,589 |
|
Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,400.50 |
13,264.25 |
12,777.75 |
|
R3 |
13,158.75 |
13,022.50 |
12,711.25 |
|
R2 |
12,917.00 |
12,917.00 |
12,689.00 |
|
R1 |
12,780.75 |
12,780.75 |
12,667.00 |
12,728.00 |
PP |
12,675.25 |
12,675.25 |
12,675.25 |
12,648.75 |
S1 |
12,539.00 |
12,539.00 |
12,622.50 |
12,486.25 |
S2 |
12,433.50 |
12,433.50 |
12,600.50 |
|
S3 |
12,191.75 |
12,297.25 |
12,578.25 |
|
S4 |
11,950.00 |
12,055.50 |
12,511.75 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,435.75 |
15,045.25 |
13,197.50 |
|
R3 |
14,430.75 |
14,040.25 |
12,921.00 |
|
R2 |
13,425.75 |
13,425.75 |
12,829.00 |
|
R1 |
13,035.25 |
13,035.25 |
12,737.00 |
13,230.50 |
PP |
12,420.75 |
12,420.75 |
12,420.75 |
12,518.50 |
S1 |
12,030.25 |
12,030.25 |
12,552.50 |
12,225.50 |
S2 |
11,415.75 |
11,415.75 |
12,460.50 |
|
S3 |
10,410.75 |
11,025.25 |
12,368.50 |
|
S4 |
9,405.75 |
10,020.25 |
12,092.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,811.25 |
11,806.25 |
1,005.00 |
7.9% |
343.00 |
2.7% |
83% |
True |
False |
767,917 |
10 |
12,811.25 |
11,806.25 |
1,005.00 |
7.9% |
301.25 |
2.4% |
83% |
True |
False |
427,382 |
20 |
12,811.25 |
11,806.25 |
1,005.00 |
7.9% |
266.75 |
2.1% |
83% |
True |
False |
214,796 |
40 |
13,078.00 |
11,488.00 |
1,590.00 |
12.6% |
284.25 |
2.2% |
73% |
False |
False |
107,930 |
60 |
13,078.00 |
10,870.00 |
2,208.00 |
17.5% |
275.25 |
2.2% |
80% |
False |
False |
72,215 |
80 |
13,078.00 |
10,870.00 |
2,208.00 |
17.5% |
268.50 |
2.1% |
80% |
False |
False |
54,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,838.75 |
2.618 |
13,444.25 |
1.618 |
13,202.50 |
1.000 |
13,053.00 |
0.618 |
12,960.75 |
HIGH |
12,811.25 |
0.618 |
12,719.00 |
0.500 |
12,690.50 |
0.382 |
12,661.75 |
LOW |
12,569.50 |
0.618 |
12,420.00 |
1.000 |
12,327.75 |
1.618 |
12,178.25 |
2.618 |
11,936.50 |
4.250 |
11,542.00 |
|
|
Fisher Pivots for day following 17-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
12,690.50 |
12,581.25 |
PP |
12,675.25 |
12,517.50 |
S1 |
12,660.00 |
12,454.00 |
|