Trading Metrics calculated at close of trading on 24-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,972.75 |
3,988.75 |
16.00 |
0.4% |
3,963.75 |
High |
4,039.50 |
4,010.75 |
-28.75 |
-0.7% |
4,073.75 |
Low |
3,948.50 |
3,937.00 |
-11.50 |
-0.3% |
3,897.25 |
Close |
3,978.00 |
4,001.25 |
23.25 |
0.6% |
4,001.25 |
Range |
91.00 |
73.75 |
-17.25 |
-19.0% |
176.50 |
ATR |
80.07 |
79.62 |
-0.45 |
-0.6% |
0.00 |
Volume |
2,236,954 |
1,944,981 |
-291,973 |
-13.1% |
9,335,341 |
|
Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,204.25 |
4,176.50 |
4,041.75 |
|
R3 |
4,130.50 |
4,102.75 |
4,021.50 |
|
R2 |
4,056.75 |
4,056.75 |
4,014.75 |
|
R1 |
4,029.00 |
4,029.00 |
4,008.00 |
4,043.00 |
PP |
3,983.00 |
3,983.00 |
3,983.00 |
3,990.00 |
S1 |
3,955.25 |
3,955.25 |
3,994.50 |
3,969.00 |
S2 |
3,909.25 |
3,909.25 |
3,987.75 |
|
S3 |
3,835.50 |
3,881.50 |
3,981.00 |
|
S4 |
3,761.75 |
3,807.75 |
3,960.75 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,520.25 |
4,437.25 |
4,098.25 |
|
R3 |
4,343.75 |
4,260.75 |
4,049.75 |
|
R2 |
4,167.25 |
4,167.25 |
4,033.50 |
|
R1 |
4,084.25 |
4,084.25 |
4,017.50 |
4,125.75 |
PP |
3,990.75 |
3,990.75 |
3,990.75 |
4,011.50 |
S1 |
3,907.75 |
3,907.75 |
3,985.00 |
3,949.25 |
S2 |
3,814.25 |
3,814.25 |
3,969.00 |
|
S3 |
3,637.75 |
3,731.25 |
3,952.75 |
|
S4 |
3,461.25 |
3,554.75 |
3,904.25 |
|
|
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 |
3,897.25 |
176.50 |
4.4% |
85.25 |
2.1% |
59% |
False |
False |
1,867,068 |
10 |
4,073.75 |
3,839.25 |
234.50 |
5.9% |
92.75 |
2.3% |
69% |
False |
False |
2,368,963 |
20 |
4,119.50 |
3,839.25 |
280.25 |
7.0% |
79.00 |
2.0% |
58% |
False |
False |
1,307,638 |
40 |
4,244.75 |
3,839.25 |
405.50 |
10.1% |
72.75 |
1.8% |
40% |
False |
False |
656,284 |
60 |
4,244.75 |
3,838.00 |
406.75 |
10.2% |
70.50 |
1.8% |
40% |
False |
False |
438,220 |
80 |
4,244.75 |
3,821.50 |
423.25 |
10.6% |
73.00 |
1.8% |
42% |
False |
False |
328,840 |
100 |
4,244.75 |
3,770.50 |
474.25 |
11.9% |
73.25 |
1.8% |
49% |
False |
False |
263,111 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.1% |
78.00 |
1.9% |
64% |
False |
False |
219,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,324.25 |
2.618 |
4,203.75 |
1.618 |
4,130.00 |
1.000 |
4,084.50 |
0.618 |
4,056.25 |
HIGH |
4,010.75 |
0.618 |
3,982.50 |
0.500 |
3,974.00 |
0.382 |
3,965.25 |
LOW |
3,937.00 |
0.618 |
3,891.50 |
1.000 |
3,863.25 |
1.618 |
3,817.75 |
2.618 |
3,744.00 |
4.250 |
3,623.50 |
|
|
Fisher Pivots for day following 24-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,992.00 |
4,005.50 |
PP |
3,983.00 |
4,004.00 |
S1 |
3,974.00 |
4,002.50 |
|