Trading Metrics calculated at close of trading on 13-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,955.00 |
3,920.50 |
-34.50 |
-0.9% |
4,086.75 |
High |
3,978.25 |
3,971.50 |
-6.75 |
-0.2% |
4,119.50 |
Low |
3,881.00 |
3,839.25 |
-41.75 |
-1.1% |
3,881.00 |
Close |
3,897.50 |
3,888.75 |
-8.75 |
-0.2% |
3,897.50 |
Range |
97.25 |
132.25 |
35.00 |
36.0% |
238.50 |
ATR |
67.51 |
72.14 |
4.62 |
6.8% |
0.00 |
Volume |
1,815,792 |
3,479,669 |
1,663,877 |
91.6% |
2,374,144 |
|
Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,296.50 |
4,225.00 |
3,961.50 |
|
R3 |
4,164.25 |
4,092.75 |
3,925.00 |
|
R2 |
4,032.00 |
4,032.00 |
3,913.00 |
|
R1 |
3,960.50 |
3,960.50 |
3,900.75 |
3,930.00 |
PP |
3,899.75 |
3,899.75 |
3,899.75 |
3,884.75 |
S1 |
3,828.25 |
3,828.25 |
3,876.75 |
3,798.00 |
S2 |
3,767.50 |
3,767.50 |
3,864.50 |
|
S3 |
3,635.25 |
3,696.00 |
3,852.50 |
|
S4 |
3,503.00 |
3,563.75 |
3,816.00 |
|
|
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 |
4,101.50 |
3,839.25 |
262.25 |
6.7% |
91.00 |
2.3% |
19% |
False |
True |
1,164,435 |
10 |
4,119.50 |
3,839.25 |
280.25 |
7.2% |
73.00 |
1.9% |
18% |
False |
True |
593,635 |
20 |
4,223.75 |
3,839.25 |
384.50 |
9.9% |
68.00 |
1.8% |
13% |
False |
True |
299,783 |
40 |
4,244.75 |
3,839.25 |
405.50 |
10.4% |
67.00 |
1.7% |
12% |
False |
True |
151,613 |
60 |
4,244.75 |
3,821.50 |
423.25 |
10.9% |
69.50 |
1.8% |
16% |
False |
False |
101,551 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.9% |
69.25 |
1.8% |
16% |
False |
False |
76,241 |
100 |
4,244.75 |
3,705.50 |
539.25 |
13.9% |
73.75 |
1.9% |
34% |
False |
False |
61,017 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.6% |
79.00 |
2.0% |
48% |
False |
False |
50,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,533.50 |
2.618 |
4,317.75 |
1.618 |
4,185.50 |
1.000 |
4,103.75 |
0.618 |
4,053.25 |
HIGH |
3,971.50 |
0.618 |
3,921.00 |
0.500 |
3,905.50 |
0.382 |
3,889.75 |
LOW |
3,839.25 |
0.618 |
3,757.50 |
1.000 |
3,707.00 |
1.618 |
3,625.25 |
2.618 |
3,493.00 |
4.250 |
3,277.25 |
|
|
Fisher Pivots for day following 13-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,905.50 |
3,948.50 |
PP |
3,899.75 |
3,928.50 |
S1 |
3,894.25 |
3,908.50 |
|