Trading Metrics calculated at close of trading on 10-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,038.00 |
3,955.00 |
-83.00 |
-2.1% |
4,086.75 |
High |
4,057.50 |
3,978.25 |
-79.25 |
-2.0% |
4,119.50 |
Low |
3,945.75 |
3,881.00 |
-64.75 |
-1.6% |
3,881.00 |
Close |
3,956.25 |
3,897.50 |
-58.75 |
-1.5% |
3,897.50 |
Range |
111.75 |
97.25 |
-14.50 |
-13.0% |
238.50 |
ATR |
65.23 |
67.51 |
2.29 |
3.5% |
0.00 |
Volume |
377,134 |
1,815,792 |
1,438,658 |
381.5% |
2,374,144 |
|
Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,210.75 |
4,151.25 |
3,951.00 |
|
R3 |
4,113.50 |
4,054.00 |
3,924.25 |
|
R2 |
4,016.25 |
4,016.25 |
3,915.25 |
|
R1 |
3,956.75 |
3,956.75 |
3,906.50 |
3,938.00 |
PP |
3,919.00 |
3,919.00 |
3,919.00 |
3,909.50 |
S1 |
3,859.50 |
3,859.50 |
3,888.50 |
3,840.50 |
S2 |
3,821.75 |
3,821.75 |
3,879.75 |
|
S3 |
3,724.50 |
3,762.25 |
3,870.75 |
|
S4 |
3,627.25 |
3,665.00 |
3,844.00 |
|
|
Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,681.50 |
4,528.00 |
4,028.75 |
|
R3 |
4,443.00 |
4,289.50 |
3,963.00 |
|
R2 |
4,204.50 |
4,204.50 |
3,941.25 |
|
R1 |
4,051.00 |
4,051.00 |
3,919.25 |
4,008.50 |
PP |
3,966.00 |
3,966.00 |
3,966.00 |
3,944.75 |
S1 |
3,812.50 |
3,812.50 |
3,875.75 |
3,770.00 |
S2 |
3,727.50 |
3,727.50 |
3,853.75 |
|
S3 |
3,489.00 |
3,574.00 |
3,832.00 |
|
S4 |
3,250.50 |
3,335.50 |
3,766.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,119.50 |
3,881.00 |
238.50 |
6.1% |
72.50 |
1.9% |
7% |
False |
True |
474,828 |
10 |
4,119.50 |
3,881.00 |
238.50 |
6.1% |
65.00 |
1.7% |
7% |
False |
True |
246,313 |
20 |
4,223.75 |
3,881.00 |
342.75 |
8.8% |
63.75 |
1.6% |
5% |
False |
True |
125,938 |
40 |
4,244.75 |
3,881.00 |
363.75 |
9.3% |
65.25 |
1.7% |
5% |
False |
True |
64,696 |
60 |
4,244.75 |
3,821.50 |
423.25 |
10.9% |
69.75 |
1.8% |
18% |
False |
False |
43,576 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.9% |
68.25 |
1.7% |
18% |
False |
False |
32,748 |
100 |
4,244.75 |
3,655.75 |
589.00 |
15.1% |
73.50 |
1.9% |
41% |
False |
False |
26,222 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.5% |
78.75 |
2.0% |
49% |
False |
False |
21,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,391.50 |
2.618 |
4,232.75 |
1.618 |
4,135.50 |
1.000 |
4,075.50 |
0.618 |
4,038.25 |
HIGH |
3,978.25 |
0.618 |
3,941.00 |
0.500 |
3,929.50 |
0.382 |
3,918.25 |
LOW |
3,881.00 |
0.618 |
3,821.00 |
1.000 |
3,783.75 |
1.618 |
3,723.75 |
2.618 |
3,626.50 |
4.250 |
3,467.75 |
|
|
Fisher Pivots for day following 10-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,929.50 |
3,969.25 |
PP |
3,919.00 |
3,945.25 |
S1 |
3,908.25 |
3,921.50 |
|