| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,762.8030 |
1,802.0770 |
39.2740 |
2.2% |
1,423.0240 |
| High |
1,837.6380 |
1,822.2190 |
-15.4190 |
-0.8% |
1,781.7640 |
| Low |
1,725.5910 |
1,717.3280 |
-8.2630 |
-0.5% |
1,421.5580 |
| Close |
1,802.0770 |
1,737.0900 |
-64.9870 |
-3.6% |
1,744.6380 |
| Range |
112.0470 |
104.8910 |
-7.1560 |
-6.4% |
360.2060 |
| ATR |
91.8160 |
92.7500 |
0.9339 |
1.0% |
0.0000 |
| Volume |
320,498 |
289,684 |
-30,814 |
-9.6% |
1,690,176 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.5520 |
2,010.2120 |
1,794.7801 |
|
| R3 |
1,968.6610 |
1,905.3210 |
1,765.9350 |
|
| R2 |
1,863.7700 |
1,863.7700 |
1,756.3200 |
|
| R1 |
1,800.4300 |
1,800.4300 |
1,746.7050 |
1,779.6545 |
| PP |
1,758.8790 |
1,758.8790 |
1,758.8790 |
1,748.4913 |
| S1 |
1,695.5390 |
1,695.5390 |
1,727.4750 |
1,674.7635 |
| S2 |
1,653.9880 |
1,653.9880 |
1,717.8600 |
|
| S3 |
1,549.0970 |
1,590.6480 |
1,708.2450 |
|
| S4 |
1,444.2060 |
1,485.7570 |
1,679.4000 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.9380 |
2,597.4940 |
1,942.7513 |
|
| R3 |
2,369.7320 |
2,237.2880 |
1,843.6947 |
|
| R2 |
2,009.5260 |
2,009.5260 |
1,810.6758 |
|
| R1 |
1,877.0820 |
1,877.0820 |
1,777.6569 |
1,943.3040 |
| PP |
1,649.3200 |
1,649.3200 |
1,649.3200 |
1,682.4310 |
| S1 |
1,516.8760 |
1,516.8760 |
1,711.6191 |
1,583.0980 |
| S2 |
1,289.1140 |
1,289.1140 |
1,678.6002 |
|
| S3 |
928.9080 |
1,156.6700 |
1,645.5814 |
|
| S4 |
568.7020 |
796.4640 |
1,546.5247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,845.1430 |
1,639.0920 |
206.0510 |
11.9% |
95.8222 |
5.5% |
48% |
False |
False |
254,166 |
| 10 |
1,845.1430 |
1,372.9410 |
472.2020 |
27.2% |
118.4258 |
6.8% |
77% |
False |
False |
323,529 |
| 20 |
1,845.1430 |
1,372.9410 |
472.2020 |
27.2% |
91.0951 |
5.2% |
77% |
False |
False |
258,122 |
| 40 |
1,845.1430 |
1,372.9410 |
472.2020 |
27.2% |
85.1802 |
4.9% |
77% |
False |
False |
287,400 |
| 60 |
1,845.1430 |
1,183.8930 |
661.2500 |
38.1% |
73.0847 |
4.2% |
84% |
False |
False |
317,854 |
| 80 |
1,845.1430 |
1,151.0730 |
694.0700 |
40.0% |
68.3086 |
3.9% |
84% |
False |
False |
354,241 |
| 100 |
1,845.1430 |
1,077.4100 |
767.7330 |
44.2% |
77.8823 |
4.5% |
86% |
False |
False |
457,597 |
| 120 |
1,845.1430 |
1,077.4100 |
767.7330 |
44.2% |
75.5351 |
4.3% |
86% |
False |
False |
478,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,268.0058 |
|
2.618 |
2,096.8236 |
|
1.618 |
1,991.9326 |
|
1.000 |
1,927.1100 |
|
0.618 |
1,887.0416 |
|
HIGH |
1,822.2190 |
|
0.618 |
1,782.1506 |
|
0.500 |
1,769.7735 |
|
0.382 |
1,757.3964 |
|
LOW |
1,717.3280 |
|
0.618 |
1,652.5054 |
|
1.000 |
1,612.4370 |
|
1.618 |
1,547.6144 |
|
2.618 |
1,442.7234 |
|
4.250 |
1,271.5413 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,769.7735 |
1,781.2355 |
| PP |
1,758.8790 |
1,766.5203 |
| S1 |
1,747.9845 |
1,751.8052 |
|