| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,705.8620 |
1,652.1420 |
-53.7200 |
-3.1% |
1,559.9650 |
| High |
1,721.3540 |
1,693.4030 |
-27.9510 |
-1.6% |
1,586.8380 |
| Low |
1,617.6840 |
1,639.0920 |
21.4080 |
1.3% |
1,372.9410 |
| Close |
1,652.6190 |
1,658.7950 |
6.1760 |
0.4% |
1,422.8530 |
| Range |
103.6700 |
54.3110 |
-49.3590 |
-47.6% |
213.8970 |
| ATR |
90.6716 |
88.0744 |
-2.5972 |
-2.9% |
0.0000 |
| Volume |
458,599 |
256,032 |
-202,567 |
-44.2% |
1,325,393 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,826.6963 |
1,797.0567 |
1,688.6661 |
|
| R3 |
1,772.3853 |
1,742.7457 |
1,673.7305 |
|
| R2 |
1,718.0743 |
1,718.0743 |
1,668.7520 |
|
| R1 |
1,688.4347 |
1,688.4347 |
1,663.7735 |
1,703.2545 |
| PP |
1,663.7633 |
1,663.7633 |
1,663.7633 |
1,671.1733 |
| S1 |
1,634.1237 |
1,634.1237 |
1,653.8165 |
1,648.9435 |
| S2 |
1,609.4523 |
1,609.4523 |
1,648.8380 |
|
| S3 |
1,555.1413 |
1,579.8127 |
1,643.8595 |
|
| S4 |
1,500.8303 |
1,525.5017 |
1,628.9240 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.5683 |
1,976.6077 |
1,540.4964 |
|
| R3 |
1,888.6713 |
1,762.7107 |
1,481.6747 |
|
| R2 |
1,674.7743 |
1,674.7743 |
1,462.0675 |
|
| R1 |
1,548.8137 |
1,548.8137 |
1,442.4602 |
1,504.8455 |
| PP |
1,460.8773 |
1,460.8773 |
1,460.8773 |
1,438.8933 |
| S1 |
1,334.9167 |
1,334.9167 |
1,403.2458 |
1,290.9485 |
| S2 |
1,246.9803 |
1,246.9803 |
1,383.6386 |
|
| S3 |
1,033.0833 |
1,121.0197 |
1,364.0313 |
|
| S4 |
819.1863 |
907.1227 |
1,305.2097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,781.7640 |
1,372.9410 |
408.8230 |
24.6% |
124.6068 |
7.5% |
70% |
False |
False |
366,613 |
| 10 |
1,781.7640 |
1,372.9410 |
408.8230 |
24.6% |
97.3212 |
5.9% |
70% |
False |
False |
290,038 |
| 20 |
1,781.7640 |
1,372.9410 |
408.8230 |
24.6% |
85.2991 |
5.1% |
70% |
False |
False |
279,827 |
| 40 |
1,781.7640 |
1,372.9410 |
408.8230 |
24.6% |
81.7295 |
4.9% |
70% |
False |
False |
275,319 |
| 60 |
1,781.7640 |
1,152.4650 |
629.2990 |
37.9% |
68.9697 |
4.2% |
80% |
False |
False |
326,691 |
| 80 |
1,781.7640 |
1,077.4100 |
704.3540 |
42.5% |
66.7802 |
4.0% |
83% |
False |
False |
368,735 |
| 100 |
1,781.7640 |
1,077.4100 |
704.3540 |
42.5% |
78.0551 |
4.7% |
83% |
False |
False |
482,405 |
| 120 |
1,781.7640 |
1,077.4100 |
704.3540 |
42.5% |
74.9372 |
4.5% |
83% |
False |
False |
493,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,924.2248 |
|
2.618 |
1,835.5892 |
|
1.618 |
1,781.2782 |
|
1.000 |
1,747.7140 |
|
0.618 |
1,726.9672 |
|
HIGH |
1,693.4030 |
|
0.618 |
1,672.6562 |
|
0.500 |
1,666.2475 |
|
0.382 |
1,659.8388 |
|
LOW |
1,639.0920 |
|
0.618 |
1,605.5278 |
|
1.000 |
1,584.7810 |
|
1.618 |
1,551.2168 |
|
2.618 |
1,496.9058 |
|
4.250 |
1,408.2703 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,666.2475 |
1,699.7240 |
| PP |
1,663.7633 |
1,686.0810 |
| S1 |
1,661.2792 |
1,672.4380 |
|