| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
11,967.00 |
12,049.00 |
82.00 |
0.7% |
12,003.00 |
| High |
12,096.25 |
12,329.00 |
232.75 |
1.9% |
12,329.00 |
| Low |
11,832.50 |
12,012.00 |
179.50 |
1.5% |
11,832.50 |
| Close |
12,062.00 |
12,311.25 |
249.25 |
2.1% |
12,311.25 |
| Range |
263.75 |
317.00 |
53.25 |
20.2% |
496.50 |
| ATR |
263.37 |
267.20 |
3.83 |
1.5% |
0.00 |
| Volume |
752,009 |
675,472 |
-76,537 |
-10.2% |
3,412,104 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,168.50 |
13,056.75 |
12,485.50 |
|
| R3 |
12,851.50 |
12,739.75 |
12,398.50 |
|
| R2 |
12,534.50 |
12,534.50 |
12,369.25 |
|
| R1 |
12,422.75 |
12,422.75 |
12,340.25 |
12,478.50 |
| PP |
12,217.50 |
12,217.50 |
12,217.50 |
12,245.25 |
| S1 |
12,105.75 |
12,105.75 |
12,282.25 |
12,161.50 |
| S2 |
11,900.50 |
11,900.50 |
12,253.25 |
|
| S3 |
11,583.50 |
11,788.75 |
12,224.00 |
|
| S4 |
11,266.50 |
11,471.75 |
12,137.00 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,647.00 |
13,475.75 |
12,584.25 |
|
| R3 |
13,150.50 |
12,979.25 |
12,447.75 |
|
| R2 |
12,654.00 |
12,654.00 |
12,402.25 |
|
| R1 |
12,482.75 |
12,482.75 |
12,356.75 |
12,568.50 |
| PP |
12,157.50 |
12,157.50 |
12,157.50 |
12,200.50 |
| S1 |
11,986.25 |
11,986.25 |
12,265.75 |
12,072.00 |
| S2 |
11,661.00 |
11,661.00 |
12,220.25 |
|
| S3 |
11,164.50 |
11,489.75 |
12,174.75 |
|
| S4 |
10,668.00 |
10,993.25 |
12,038.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,329.00 |
11,832.50 |
496.50 |
4.0% |
228.75 |
1.9% |
96% |
True |
False |
682,420 |
| 10 |
12,466.25 |
11,832.50 |
633.75 |
5.1% |
235.25 |
1.9% |
76% |
False |
False |
657,624 |
| 20 |
12,878.00 |
11,832.50 |
1,045.50 |
8.5% |
261.25 |
2.1% |
46% |
False |
False |
646,077 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
17.9% |
274.50 |
2.2% |
71% |
False |
False |
632,937 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.9% |
279.50 |
2.3% |
71% |
False |
False |
588,826 |
| 80 |
12,949.75 |
10,751.00 |
2,198.75 |
17.9% |
284.50 |
2.3% |
71% |
False |
False |
442,156 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
19.1% |
302.75 |
2.5% |
73% |
False |
False |
353,912 |
| 120 |
13,054.25 |
10,595.25 |
2,459.00 |
20.0% |
312.25 |
2.5% |
70% |
False |
False |
295,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,676.25 |
|
2.618 |
13,159.00 |
|
1.618 |
12,842.00 |
|
1.000 |
12,646.00 |
|
0.618 |
12,525.00 |
|
HIGH |
12,329.00 |
|
0.618 |
12,208.00 |
|
0.500 |
12,170.50 |
|
0.382 |
12,133.00 |
|
LOW |
12,012.00 |
|
0.618 |
11,816.00 |
|
1.000 |
11,695.00 |
|
1.618 |
11,499.00 |
|
2.618 |
11,182.00 |
|
4.250 |
10,664.75 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,264.25 |
12,234.50 |
| PP |
12,217.50 |
12,157.50 |
| S1 |
12,170.50 |
12,080.75 |
|