| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,602.1990 |
1,656.8360 |
54.6370 |
3.4% |
1,700.9280 |
| High |
1,669.0340 |
1,677.4170 |
8.3830 |
0.5% |
1,716.3700 |
| Low |
1,597.5040 |
1,620.1930 |
22.6890 |
1.4% |
1,579.5160 |
| Close |
1,657.2520 |
1,640.7670 |
-16.4850 |
-1.0% |
1,603.7370 |
| Range |
71.5300 |
57.2240 |
-14.3060 |
-20.0% |
136.8540 |
| ATR |
75.5005 |
74.1951 |
-1.3055 |
-1.7% |
0.0000 |
| Volume |
212,483 |
190,767 |
-21,716 |
-10.2% |
1,307,587 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,817.7977 |
1,786.5063 |
1,672.2402 |
|
| R3 |
1,760.5737 |
1,729.2823 |
1,656.5036 |
|
| R2 |
1,703.3497 |
1,703.3497 |
1,651.2581 |
|
| R1 |
1,672.0583 |
1,672.0583 |
1,646.0125 |
1,659.0920 |
| PP |
1,646.1257 |
1,646.1257 |
1,646.1257 |
1,639.6425 |
| S1 |
1,614.8343 |
1,614.8343 |
1,635.5215 |
1,601.8680 |
| S2 |
1,588.9017 |
1,588.9017 |
1,630.2759 |
|
| S3 |
1,531.6777 |
1,557.6103 |
1,625.0304 |
|
| S4 |
1,474.4537 |
1,500.3863 |
1,609.2938 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.7697 |
1,960.6073 |
1,679.0067 |
|
| R3 |
1,906.9157 |
1,823.7533 |
1,641.3719 |
|
| R2 |
1,770.0617 |
1,770.0617 |
1,628.8269 |
|
| R1 |
1,686.8993 |
1,686.8993 |
1,616.2820 |
1,660.0535 |
| PP |
1,633.2077 |
1,633.2077 |
1,633.2077 |
1,619.7848 |
| S1 |
1,550.0453 |
1,550.0453 |
1,591.1921 |
1,523.1995 |
| S2 |
1,496.3537 |
1,496.3537 |
1,578.6471 |
|
| S3 |
1,359.4997 |
1,413.1913 |
1,566.1022 |
|
| S4 |
1,222.6457 |
1,276.3373 |
1,528.4673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,677.4170 |
1,562.2790 |
115.1380 |
7.0% |
72.7760 |
4.4% |
68% |
True |
False |
183,873 |
| 10 |
1,741.0600 |
1,562.2790 |
178.7810 |
10.9% |
73.2770 |
4.5% |
44% |
False |
False |
269,617 |
| 20 |
1,741.0600 |
1,466.1750 |
274.8850 |
16.8% |
76.9584 |
4.7% |
64% |
False |
False |
279,320 |
| 40 |
1,741.0600 |
1,209.9860 |
531.0740 |
32.4% |
71.4721 |
4.4% |
81% |
False |
False |
328,044 |
| 60 |
1,741.0600 |
1,152.4650 |
588.5950 |
35.9% |
62.2258 |
3.8% |
83% |
False |
False |
359,310 |
| 80 |
1,741.0600 |
1,077.4100 |
663.6500 |
40.4% |
73.7282 |
4.5% |
85% |
False |
False |
464,858 |
| 100 |
1,741.0600 |
1,077.4100 |
663.6500 |
40.4% |
73.4074 |
4.5% |
85% |
False |
False |
501,519 |
| 120 |
1,787.3340 |
1,077.4100 |
709.9240 |
43.3% |
76.5681 |
4.7% |
79% |
False |
False |
529,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,920.6190 |
|
2.618 |
1,827.2294 |
|
1.618 |
1,770.0054 |
|
1.000 |
1,734.6410 |
|
0.618 |
1,712.7814 |
|
HIGH |
1,677.4170 |
|
0.618 |
1,655.5574 |
|
0.500 |
1,648.8050 |
|
0.382 |
1,642.0526 |
|
LOW |
1,620.1930 |
|
0.618 |
1,584.8286 |
|
1.000 |
1,562.9690 |
|
1.618 |
1,527.6046 |
|
2.618 |
1,470.3806 |
|
4.250 |
1,376.9910 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,648.8050 |
1,639.6648 |
| PP |
1,646.1257 |
1,638.5627 |
| S1 |
1,643.4463 |
1,637.4605 |
|