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 |
3,920.50 |
3,897.25 |
-23.25 |
-0.6% |
4,086.75 |
High |
3,971.50 |
3,972.50 |
1.00 |
0.0% |
4,119.50 |
Low |
3,839.25 |
3,885.00 |
45.75 |
1.2% |
3,881.00 |
Close |
3,888.75 |
3,954.25 |
65.50 |
1.7% |
3,897.50 |
Range |
132.25 |
87.50 |
-44.75 |
-33.8% |
238.50 |
ATR |
72.14 |
73.24 |
1.10 |
1.5% |
0.00 |
Volume |
3,479,669 |
3,100,361 |
-379,308 |
-10.9% |
2,374,144 |
|
Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,199.75 |
4,164.50 |
4,002.50 |
|
R3 |
4,112.25 |
4,077.00 |
3,978.25 |
|
R2 |
4,024.75 |
4,024.75 |
3,970.25 |
|
R1 |
3,989.50 |
3,989.50 |
3,962.25 |
4,007.00 |
PP |
3,937.25 |
3,937.25 |
3,937.25 |
3,946.00 |
S1 |
3,902.00 |
3,902.00 |
3,946.25 |
3,919.50 |
S2 |
3,849.75 |
3,849.75 |
3,938.25 |
|
S3 |
3,762.25 |
3,814.50 |
3,930.25 |
|
S4 |
3,674.75 |
3,727.00 |
3,906.00 |
|
|
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 |
4,057.50 |
3,839.25 |
218.25 |
5.5% |
92.00 |
2.3% |
53% |
False |
False |
1,770,552 |
10 |
4,119.50 |
3,839.25 |
280.25 |
7.1% |
78.00 |
2.0% |
41% |
False |
False |
902,259 |
20 |
4,223.75 |
3,839.25 |
384.50 |
9.7% |
68.75 |
1.7% |
30% |
False |
False |
454,621 |
40 |
4,244.75 |
3,839.25 |
405.50 |
10.3% |
67.50 |
1.7% |
28% |
False |
False |
229,079 |
60 |
4,244.75 |
3,821.50 |
423.25 |
10.7% |
69.50 |
1.8% |
31% |
False |
False |
153,208 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.7% |
69.25 |
1.7% |
31% |
False |
False |
114,994 |
100 |
4,244.75 |
3,705.50 |
539.25 |
13.6% |
74.00 |
1.9% |
46% |
False |
False |
92,020 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.3% |
79.00 |
2.0% |
57% |
False |
False |
76,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,344.50 |
2.618 |
4,201.50 |
1.618 |
4,114.00 |
1.000 |
4,060.00 |
0.618 |
4,026.50 |
HIGH |
3,972.50 |
0.618 |
3,939.00 |
0.500 |
3,928.75 |
0.382 |
3,918.50 |
LOW |
3,885.00 |
0.618 |
3,831.00 |
1.000 |
3,797.50 |
1.618 |
3,743.50 |
2.618 |
3,656.00 |
4.250 |
3,513.00 |
|
|
Fisher Pivots for day following 14-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,945.75 |
3,939.00 |
PP |
3,937.25 |
3,924.00 |
S1 |
3,928.75 |
3,908.75 |
|