Trading Metrics calculated at close of trading on 22-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,986.50 |
4,038.75 |
52.25 |
1.3% |
3,920.50 |
High |
4,043.25 |
4,073.75 |
30.50 |
0.8% |
4,009.25 |
Low |
3,981.75 |
3,966.25 |
-15.50 |
-0.4% |
3,839.25 |
Close |
4,035.75 |
3,970.50 |
-65.25 |
-1.6% |
3,947.00 |
Range |
61.50 |
107.50 |
46.00 |
74.8% |
170.00 |
ATR |
77.06 |
79.23 |
2.17 |
2.8% |
0.00 |
Volume |
1,531,670 |
1,802,929 |
271,259 |
17.7% |
14,354,296 |
|
Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,326.00 |
4,255.75 |
4,029.50 |
|
R3 |
4,218.50 |
4,148.25 |
4,000.00 |
|
R2 |
4,111.00 |
4,111.00 |
3,990.25 |
|
R1 |
4,040.75 |
4,040.75 |
3,980.25 |
4,022.00 |
PP |
4,003.50 |
4,003.50 |
4,003.50 |
3,994.25 |
S1 |
3,933.25 |
3,933.25 |
3,960.75 |
3,914.50 |
S2 |
3,896.00 |
3,896.00 |
3,950.75 |
|
S3 |
3,788.50 |
3,825.75 |
3,941.00 |
|
S4 |
3,681.00 |
3,718.25 |
3,911.50 |
|
|
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 |
4,073.75 |
3,895.00 |
178.75 |
4.5% |
88.50 |
2.2% |
42% |
True |
False |
1,977,122 |
10 |
4,073.75 |
3,839.25 |
234.50 |
5.9% |
97.00 |
2.4% |
56% |
True |
False |
2,170,062 |
20 |
4,119.50 |
3,839.25 |
280.25 |
7.1% |
77.50 |
1.9% |
47% |
False |
False |
1,099,320 |
40 |
4,244.75 |
3,839.25 |
405.50 |
10.2% |
71.75 |
1.8% |
32% |
False |
False |
551,912 |
60 |
4,244.75 |
3,838.00 |
406.75 |
10.2% |
69.50 |
1.8% |
33% |
False |
False |
368,553 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.7% |
72.00 |
1.8% |
35% |
False |
False |
276,571 |
100 |
4,244.75 |
3,770.50 |
474.25 |
11.9% |
74.00 |
1.9% |
42% |
False |
False |
221,293 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.2% |
78.25 |
2.0% |
60% |
False |
False |
184,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,530.50 |
2.618 |
4,355.25 |
1.618 |
4,247.75 |
1.000 |
4,181.25 |
0.618 |
4,140.25 |
HIGH |
4,073.75 |
0.618 |
4,032.75 |
0.500 |
4,020.00 |
0.382 |
4,007.25 |
LOW |
3,966.25 |
0.618 |
3,899.75 |
1.000 |
3,858.75 |
1.618 |
3,792.25 |
2.618 |
3,684.75 |
4.250 |
3,509.50 |
|
|
Fisher Pivots for day following 22-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,020.00 |
3,985.50 |
PP |
4,003.50 |
3,980.50 |
S1 |
3,987.00 |
3,975.50 |
|