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 |
3,924.75 |
3,995.00 |
70.25 |
1.8% |
3,920.50 |
High |
4,000.00 |
4,009.25 |
9.25 |
0.2% |
4,009.25 |
Low |
3,895.00 |
3,932.50 |
37.50 |
1.0% |
3,839.25 |
Close |
3,994.50 |
3,947.00 |
-47.50 |
-1.2% |
3,947.00 |
Range |
105.00 |
76.75 |
-28.25 |
-26.9% |
170.00 |
ATR |
77.21 |
77.18 |
-0.03 |
0.0% |
0.00 |
Volume |
2,507,937 |
2,224,268 |
-283,669 |
-11.3% |
14,354,296 |
|
Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,193.25 |
4,146.75 |
3,989.25 |
|
R3 |
4,116.50 |
4,070.00 |
3,968.00 |
|
R2 |
4,039.75 |
4,039.75 |
3,961.00 |
|
R1 |
3,993.25 |
3,993.25 |
3,954.00 |
3,978.00 |
PP |
3,963.00 |
3,963.00 |
3,963.00 |
3,955.25 |
S1 |
3,916.50 |
3,916.50 |
3,940.00 |
3,901.50 |
S2 |
3,886.25 |
3,886.25 |
3,933.00 |
|
S3 |
3,809.50 |
3,839.75 |
3,926.00 |
|
S4 |
3,732.75 |
3,763.00 |
3,904.75 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,441.75 |
4,364.50 |
4,040.50 |
|
R3 |
4,271.75 |
4,194.50 |
3,993.75 |
|
R2 |
4,101.75 |
4,101.75 |
3,978.25 |
|
R1 |
4,024.50 |
4,024.50 |
3,962.50 |
4,063.00 |
PP |
3,931.75 |
3,931.75 |
3,931.75 |
3,951.25 |
S1 |
3,854.50 |
3,854.50 |
3,931.50 |
3,893.00 |
S2 |
3,761.75 |
3,761.75 |
3,915.75 |
|
S3 |
3,591.75 |
3,684.50 |
3,900.25 |
|
S4 |
3,421.75 |
3,514.50 |
3,853.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,009.25 |
3,839.25 |
170.00 |
4.3% |
100.00 |
2.5% |
63% |
True |
False |
2,870,859 |
10 |
4,119.50 |
3,839.25 |
280.25 |
7.1% |
86.25 |
2.2% |
38% |
False |
False |
1,672,844 |
20 |
4,130.50 |
3,839.25 |
291.25 |
7.4% |
72.75 |
1.8% |
37% |
False |
False |
842,431 |
40 |
4,244.75 |
3,839.25 |
405.50 |
10.3% |
70.25 |
1.8% |
27% |
False |
False |
423,273 |
60 |
4,244.75 |
3,821.50 |
423.25 |
10.7% |
69.50 |
1.8% |
30% |
False |
False |
282,719 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.7% |
70.50 |
1.8% |
30% |
False |
False |
212,156 |
100 |
4,244.75 |
3,770.50 |
474.25 |
12.0% |
73.75 |
1.9% |
37% |
False |
False |
169,761 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.3% |
78.75 |
2.0% |
56% |
False |
False |
141,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,335.50 |
2.618 |
4,210.25 |
1.618 |
4,133.50 |
1.000 |
4,086.00 |
0.618 |
4,056.75 |
HIGH |
4,009.25 |
0.618 |
3,980.00 |
0.500 |
3,971.00 |
0.382 |
3,961.75 |
LOW |
3,932.50 |
0.618 |
3,885.00 |
1.000 |
3,855.75 |
1.618 |
3,808.25 |
2.618 |
3,731.50 |
4.250 |
3,606.25 |
|
|
Fisher Pivots for day following 17-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,971.00 |
3,943.75 |
PP |
3,963.00 |
3,940.50 |
S1 |
3,955.00 |
3,937.00 |
|