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 |
12.11 |
11.88 |
-0.23 |
-1.9% |
12.44 |
High |
12.11 |
12.00 |
-0.11 |
-0.9% |
12.69 |
Low |
11.75 |
11.56 |
-0.19 |
-1.6% |
11.56 |
Close |
11.76 |
11.68 |
-0.08 |
-0.7% |
11.99 |
Range |
0.36 |
0.44 |
0.08 |
22.2% |
1.13 |
ATR |
0.40 |
0.40 |
0.00 |
0.8% |
0.00 |
Volume |
11,738,800 |
12,791,900 |
1,053,100 |
9.0% |
223,746,800 |
|
Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.07 |
12.81 |
11.92 |
|
R3 |
12.63 |
12.37 |
11.80 |
|
R2 |
12.19 |
12.19 |
11.76 |
|
R1 |
11.93 |
11.93 |
11.72 |
11.84 |
PP |
11.75 |
11.75 |
11.75 |
11.70 |
S1 |
11.49 |
11.49 |
11.64 |
11.40 |
S2 |
11.31 |
11.31 |
11.60 |
|
S3 |
10.87 |
11.05 |
11.56 |
|
S4 |
10.43 |
10.61 |
11.44 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.47 |
14.86 |
12.61 |
|
R3 |
14.34 |
13.73 |
12.30 |
|
R2 |
13.21 |
13.21 |
12.20 |
|
R1 |
12.60 |
12.60 |
12.09 |
12.34 |
PP |
12.08 |
12.08 |
12.08 |
11.95 |
S1 |
11.47 |
11.47 |
11.89 |
11.21 |
S2 |
10.95 |
10.95 |
11.78 |
|
S3 |
9.82 |
10.34 |
11.68 |
|
S4 |
8.69 |
9.21 |
11.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12.16 |
11.56 |
0.60 |
5.1% |
0.31 |
2.6% |
20% |
False |
True |
11,272,700 |
10 |
12.26 |
11.56 |
0.70 |
6.0% |
0.42 |
3.6% |
17% |
False |
True |
15,773,770 |
20 |
13.21 |
11.56 |
1.65 |
14.1% |
0.44 |
3.8% |
7% |
False |
True |
17,271,925 |
40 |
13.25 |
11.56 |
1.69 |
14.5% |
0.34 |
2.9% |
7% |
False |
True |
14,287,880 |
60 |
13.25 |
11.56 |
1.69 |
14.5% |
0.31 |
2.7% |
7% |
False |
True |
13,617,020 |
80 |
13.57 |
11.56 |
2.01 |
17.2% |
0.31 |
2.6% |
6% |
False |
True |
14,875,565 |
100 |
13.67 |
11.56 |
2.11 |
18.1% |
0.30 |
2.6% |
6% |
False |
True |
14,135,970 |
120 |
13.67 |
11.50 |
2.17 |
18.6% |
0.29 |
2.5% |
8% |
False |
False |
13,706,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.87 |
2.618 |
13.15 |
1.618 |
12.71 |
1.000 |
12.44 |
0.618 |
12.27 |
HIGH |
12.00 |
0.618 |
11.83 |
0.500 |
11.78 |
0.382 |
11.73 |
LOW |
11.56 |
0.618 |
11.29 |
1.000 |
11.12 |
1.618 |
10.85 |
2.618 |
10.41 |
4.250 |
9.69 |
|
|
Fisher Pivots for day following 23-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
11.78 |
11.86 |
PP |
11.75 |
11.80 |
S1 |
11.71 |
11.74 |
|