Trading Metrics calculated at close of trading on 23-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,150.0 |
4,157.0 |
7.0 |
0.2% |
4,120.0 |
High |
4,176.0 |
4,169.0 |
-7.0 |
-0.2% |
4,135.0 |
Low |
4,118.0 |
4,090.0 |
-28.0 |
-0.7% |
3,981.0 |
Close |
4,163.0 |
4,169.0 |
6.0 |
0.1% |
4,021.0 |
Range |
58.0 |
79.0 |
21.0 |
36.2% |
154.0 |
ATR |
59.5 |
60.9 |
1.4 |
2.3% |
0.0 |
Volume |
525 |
6,033 |
5,508 |
1,049.1% |
556 |
|
Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,379.7 |
4,353.3 |
4,212.5 |
|
R3 |
4,300.7 |
4,274.3 |
4,190.7 |
|
R2 |
4,221.7 |
4,221.7 |
4,183.5 |
|
R1 |
4,195.3 |
4,195.3 |
4,176.2 |
4,208.5 |
PP |
4,142.7 |
4,142.7 |
4,142.7 |
4,149.3 |
S1 |
4,116.3 |
4,116.3 |
4,161.8 |
4,129.5 |
S2 |
4,063.7 |
4,063.7 |
4,154.5 |
|
S3 |
3,984.7 |
4,037.3 |
4,147.3 |
|
S4 |
3,905.7 |
3,958.3 |
4,125.6 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,507.7 |
4,418.3 |
4,105.7 |
|
R3 |
4,353.7 |
4,264.3 |
4,063.4 |
|
R2 |
4,199.7 |
4,199.7 |
4,049.2 |
|
R1 |
4,110.3 |
4,110.3 |
4,035.1 |
4,078.0 |
PP |
4,045.7 |
4,045.7 |
4,045.7 |
4,029.5 |
S1 |
3,956.3 |
3,956.3 |
4,006.9 |
3,924.0 |
S2 |
3,891.7 |
3,891.7 |
3,992.8 |
|
S3 |
3,737.7 |
3,802.3 |
3,978.7 |
|
S4 |
3,583.7 |
3,648.3 |
3,936.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,176.0 |
3,970.0 |
206.0 |
4.9% |
62.2 |
1.5% |
97% |
False |
False |
1,423 |
10 |
4,186.0 |
3,970.0 |
216.0 |
5.2% |
59.9 |
1.4% |
92% |
False |
False |
764 |
20 |
4,284.0 |
3,970.0 |
314.0 |
7.5% |
30.0 |
0.7% |
63% |
False |
False |
382 |
40 |
4,284.0 |
3,970.0 |
314.0 |
7.5% |
15.0 |
0.4% |
63% |
False |
False |
191 |
60 |
4,284.0 |
3,748.0 |
536.0 |
12.9% |
10.0 |
0.2% |
79% |
False |
False |
127 |
80 |
4,284.0 |
3,748.0 |
536.0 |
12.9% |
7.5 |
0.2% |
79% |
False |
False |
95 |
100 |
4,284.0 |
3,556.0 |
728.0 |
17.5% |
6.0 |
0.1% |
84% |
False |
False |
76 |
120 |
4,284.0 |
3,301.0 |
983.0 |
23.6% |
5.0 |
0.1% |
88% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,504.8 |
2.618 |
4,375.8 |
1.618 |
4,296.8 |
1.000 |
4,248.0 |
0.618 |
4,217.8 |
HIGH |
4,169.0 |
0.618 |
4,138.8 |
0.500 |
4,129.5 |
0.382 |
4,120.2 |
LOW |
4,090.0 |
0.618 |
4,041.2 |
1.000 |
4,011.0 |
1.618 |
3,962.2 |
2.618 |
3,883.2 |
4.250 |
3,754.3 |
|
|
Fisher Pivots for day following 23-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,155.8 |
4,157.0 |
PP |
4,142.7 |
4,145.0 |
S1 |
4,129.5 |
4,133.0 |
|