Trading Metrics calculated at close of trading on 15-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,897.25 |
3,953.75 |
56.50 |
1.4% |
4,086.75 |
High |
3,972.50 |
3,964.00 |
-8.50 |
-0.2% |
4,119.50 |
Low |
3,885.00 |
3,865.00 |
-20.00 |
-0.5% |
3,881.00 |
Close |
3,954.25 |
3,925.00 |
-29.25 |
-0.7% |
3,897.50 |
Range |
87.50 |
99.00 |
11.50 |
13.1% |
238.50 |
ATR |
73.24 |
75.08 |
1.84 |
2.5% |
0.00 |
Volume |
3,100,361 |
3,042,061 |
-58,300 |
-1.9% |
2,374,144 |
|
Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,215.00 |
4,169.00 |
3,979.50 |
|
R3 |
4,116.00 |
4,070.00 |
3,952.25 |
|
R2 |
4,017.00 |
4,017.00 |
3,943.25 |
|
R1 |
3,971.00 |
3,971.00 |
3,934.00 |
3,944.50 |
PP |
3,918.00 |
3,918.00 |
3,918.00 |
3,904.75 |
S1 |
3,872.00 |
3,872.00 |
3,916.00 |
3,845.50 |
S2 |
3,819.00 |
3,819.00 |
3,906.75 |
|
S3 |
3,720.00 |
3,773.00 |
3,897.75 |
|
S4 |
3,621.00 |
3,674.00 |
3,870.50 |
|
|
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 |
5.6% |
105.50 |
2.7% |
39% |
False |
False |
2,363,003 |
10 |
4,119.50 |
3,839.25 |
280.25 |
7.1% |
83.25 |
2.1% |
31% |
False |
False |
1,204,757 |
20 |
4,205.75 |
3,839.25 |
366.50 |
9.3% |
69.75 |
1.8% |
23% |
False |
False |
606,234 |
40 |
4,244.75 |
3,839.25 |
405.50 |
10.3% |
69.00 |
1.8% |
21% |
False |
False |
305,082 |
60 |
4,244.75 |
3,821.50 |
423.25 |
10.8% |
69.00 |
1.8% |
24% |
False |
False |
203,901 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.8% |
69.75 |
1.8% |
24% |
False |
False |
153,016 |
100 |
4,244.75 |
3,705.50 |
539.25 |
13.7% |
74.00 |
1.9% |
41% |
False |
False |
122,440 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.4% |
78.75 |
2.0% |
53% |
False |
False |
102,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,384.75 |
2.618 |
4,223.25 |
1.618 |
4,124.25 |
1.000 |
4,063.00 |
0.618 |
4,025.25 |
HIGH |
3,964.00 |
0.618 |
3,926.25 |
0.500 |
3,914.50 |
0.382 |
3,902.75 |
LOW |
3,865.00 |
0.618 |
3,803.75 |
1.000 |
3,766.00 |
1.618 |
3,704.75 |
2.618 |
3,605.75 |
4.250 |
3,444.25 |
|
|
Fisher Pivots for day following 15-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,921.50 |
3,918.50 |
PP |
3,918.00 |
3,912.25 |
S1 |
3,914.50 |
3,906.00 |
|