Trading Metrics calculated at close of trading on 20-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,995.00 |
3,963.75 |
-31.25 |
-0.8% |
3,920.50 |
High |
4,009.25 |
3,989.50 |
-19.75 |
-0.5% |
4,009.25 |
Low |
3,932.50 |
3,897.25 |
-35.25 |
-0.9% |
3,839.25 |
Close |
3,947.00 |
3,983.00 |
36.00 |
0.9% |
3,947.00 |
Range |
76.75 |
92.25 |
15.50 |
20.2% |
170.00 |
ATR |
77.18 |
78.26 |
1.08 |
1.4% |
0.00 |
Volume |
2,224,268 |
1,818,807 |
-405,461 |
-18.2% |
14,354,296 |
|
Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,233.25 |
4,200.50 |
4,033.75 |
|
R3 |
4,141.00 |
4,108.25 |
4,008.25 |
|
R2 |
4,048.75 |
4,048.75 |
4,000.00 |
|
R1 |
4,016.00 |
4,016.00 |
3,991.50 |
4,032.50 |
PP |
3,956.50 |
3,956.50 |
3,956.50 |
3,964.75 |
S1 |
3,923.75 |
3,923.75 |
3,974.50 |
3,940.00 |
S2 |
3,864.25 |
3,864.25 |
3,966.00 |
|
S3 |
3,772.00 |
3,831.50 |
3,957.75 |
|
S4 |
3,679.75 |
3,739.25 |
3,932.25 |
|
|
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 |
3,865.00 |
144.25 |
3.6% |
92.00 |
2.3% |
82% |
False |
False |
2,538,686 |
10 |
4,101.50 |
3,839.25 |
262.25 |
6.6% |
91.50 |
2.3% |
55% |
False |
False |
1,851,561 |
20 |
4,125.75 |
3,839.25 |
286.50 |
7.2% |
75.50 |
1.9% |
50% |
False |
False |
933,193 |
40 |
4,244.75 |
3,839.25 |
405.50 |
10.2% |
70.50 |
1.8% |
35% |
False |
False |
468,669 |
60 |
4,244.75 |
3,821.50 |
423.25 |
10.6% |
70.00 |
1.8% |
38% |
False |
False |
313,017 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.6% |
71.00 |
1.8% |
38% |
False |
False |
234,890 |
100 |
4,244.75 |
3,770.50 |
474.25 |
11.9% |
73.75 |
1.9% |
45% |
False |
False |
187,948 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.1% |
79.00 |
2.0% |
62% |
False |
False |
156,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,381.50 |
2.618 |
4,231.00 |
1.618 |
4,138.75 |
1.000 |
4,081.75 |
0.618 |
4,046.50 |
HIGH |
3,989.50 |
0.618 |
3,954.25 |
0.500 |
3,943.50 |
0.382 |
3,932.50 |
LOW |
3,897.25 |
0.618 |
3,840.25 |
1.000 |
3,805.00 |
1.618 |
3,748.00 |
2.618 |
3,655.75 |
4.250 |
3,505.25 |
|
|
Fisher Pivots for day following 20-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,969.75 |
3,972.75 |
PP |
3,956.50 |
3,962.50 |
S1 |
3,943.50 |
3,952.00 |
|