Trading Metrics calculated at close of trading on 21-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,963.75 |
3,986.50 |
22.75 |
0.6% |
3,920.50 |
High |
3,989.50 |
4,043.25 |
53.75 |
1.3% |
4,009.25 |
Low |
3,897.25 |
3,981.75 |
84.50 |
2.2% |
3,839.25 |
Close |
3,983.00 |
4,035.75 |
52.75 |
1.3% |
3,947.00 |
Range |
92.25 |
61.50 |
-30.75 |
-33.3% |
170.00 |
ATR |
78.26 |
77.06 |
-1.20 |
-1.5% |
0.00 |
Volume |
1,818,807 |
1,531,670 |
-287,137 |
-15.8% |
14,354,296 |
|
Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,204.75 |
4,181.75 |
4,069.50 |
|
R3 |
4,143.25 |
4,120.25 |
4,052.75 |
|
R2 |
4,081.75 |
4,081.75 |
4,047.00 |
|
R1 |
4,058.75 |
4,058.75 |
4,041.50 |
4,070.25 |
PP |
4,020.25 |
4,020.25 |
4,020.25 |
4,026.00 |
S1 |
3,997.25 |
3,997.25 |
4,030.00 |
4,008.75 |
S2 |
3,958.75 |
3,958.75 |
4,024.50 |
|
S3 |
3,897.25 |
3,935.75 |
4,018.75 |
|
S4 |
3,835.75 |
3,874.25 |
4,002.00 |
|
|
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 |
4,043.25 |
3,865.00 |
178.25 |
4.4% |
87.00 |
2.2% |
96% |
True |
False |
2,224,948 |
10 |
4,057.50 |
3,839.25 |
218.25 |
5.4% |
89.50 |
2.2% |
90% |
False |
False |
1,997,750 |
20 |
4,119.50 |
3,839.25 |
280.25 |
6.9% |
74.25 |
1.8% |
70% |
False |
False |
1,009,550 |
40 |
4,244.75 |
3,839.25 |
405.50 |
10.0% |
70.25 |
1.7% |
48% |
False |
False |
506,884 |
60 |
4,244.75 |
3,821.50 |
423.25 |
10.5% |
70.00 |
1.7% |
51% |
False |
False |
338,528 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.5% |
71.00 |
1.8% |
51% |
False |
False |
254,035 |
100 |
4,244.75 |
3,770.50 |
474.25 |
11.8% |
73.50 |
1.8% |
56% |
False |
False |
203,264 |
120 |
4,244.75 |
3,562.00 |
682.75 |
16.9% |
78.50 |
1.9% |
69% |
False |
False |
169,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,304.50 |
2.618 |
4,204.25 |
1.618 |
4,142.75 |
1.000 |
4,104.75 |
0.618 |
4,081.25 |
HIGH |
4,043.25 |
0.618 |
4,019.75 |
0.500 |
4,012.50 |
0.382 |
4,005.25 |
LOW |
3,981.75 |
0.618 |
3,943.75 |
1.000 |
3,920.25 |
1.618 |
3,882.25 |
2.618 |
3,820.75 |
4.250 |
3,720.50 |
|
|
Fisher Pivots for day following 21-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,028.00 |
4,014.00 |
PP |
4,020.25 |
3,992.00 |
S1 |
4,012.50 |
3,970.25 |
|