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 |
97.36 |
99.30 |
1.94 |
2.0% |
94.40 |
High |
98.26 |
100.09 |
1.83 |
1.9% |
100.00 |
Low |
96.81 |
98.87 |
2.06 |
2.1% |
94.16 |
Close |
98.04 |
99.72 |
1.68 |
1.7% |
97.00 |
Range |
1.45 |
1.22 |
-0.23 |
-16.0% |
5.84 |
ATR |
2.59 |
2.55 |
-0.04 |
-1.5% |
0.00 |
Volume |
3,112,500 |
2,618,300 |
-494,200 |
-15.9% |
41,135,827 |
|
Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.22 |
102.69 |
100.39 |
|
R3 |
102.00 |
101.47 |
100.06 |
|
R2 |
100.78 |
100.78 |
99.94 |
|
R1 |
100.25 |
100.25 |
99.83 |
100.52 |
PP |
99.56 |
99.56 |
99.56 |
99.69 |
S1 |
99.03 |
99.03 |
99.61 |
99.30 |
S2 |
98.34 |
98.34 |
99.50 |
|
S3 |
97.12 |
97.81 |
99.38 |
|
S4 |
95.90 |
96.59 |
99.05 |
|
|
Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.57 |
111.63 |
100.21 |
|
R3 |
108.73 |
105.79 |
98.61 |
|
R2 |
102.89 |
102.89 |
98.07 |
|
R1 |
99.95 |
99.95 |
97.54 |
101.42 |
PP |
97.05 |
97.05 |
97.05 |
97.79 |
S1 |
94.11 |
94.11 |
96.46 |
95.58 |
S2 |
91.21 |
91.21 |
95.93 |
|
S3 |
85.37 |
88.27 |
95.39 |
|
S4 |
79.53 |
82.43 |
93.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.09 |
96.43 |
3.66 |
3.7% |
1.71 |
1.7% |
90% |
True |
False |
3,130,985 |
10 |
100.09 |
96.20 |
3.89 |
3.9% |
2.13 |
2.1% |
90% |
True |
False |
3,562,742 |
20 |
106.12 |
94.16 |
11.96 |
12.0% |
2.69 |
2.7% |
46% |
False |
False |
3,892,946 |
40 |
106.55 |
94.16 |
12.39 |
12.4% |
2.31 |
2.3% |
45% |
False |
False |
3,614,125 |
60 |
110.05 |
94.16 |
15.89 |
15.9% |
2.16 |
2.2% |
35% |
False |
False |
3,102,428 |
80 |
111.29 |
94.16 |
17.13 |
17.2% |
2.22 |
2.2% |
32% |
False |
False |
2,912,343 |
100 |
111.29 |
94.16 |
17.13 |
17.2% |
2.15 |
2.2% |
32% |
False |
False |
2,792,110 |
120 |
111.29 |
94.16 |
17.13 |
17.2% |
2.08 |
2.1% |
32% |
False |
False |
2,595,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.28 |
2.618 |
103.28 |
1.618 |
102.06 |
1.000 |
101.31 |
0.618 |
100.84 |
HIGH |
100.09 |
0.618 |
99.62 |
0.500 |
99.48 |
0.382 |
99.34 |
LOW |
98.87 |
0.618 |
98.12 |
1.000 |
97.65 |
1.618 |
96.90 |
2.618 |
95.68 |
4.250 |
93.69 |
|
|
Fisher Pivots for day following 21-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
99.64 |
99.30 |
PP |
99.56 |
98.87 |
S1 |
99.48 |
98.45 |
|