| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,049.00 |
12,306.25 |
257.25 |
2.1% |
12,003.00 |
| High |
12,329.00 |
12,486.25 |
157.25 |
1.3% |
12,329.00 |
| Low |
12,012.00 |
12,276.25 |
264.25 |
2.2% |
11,832.50 |
| Close |
12,311.25 |
12,323.50 |
12.25 |
0.1% |
12,311.25 |
| Range |
317.00 |
210.00 |
-107.00 |
-33.8% |
496.50 |
| ATR |
267.20 |
263.11 |
-4.09 |
-1.5% |
0.00 |
| Volume |
675,472 |
612,506 |
-62,966 |
-9.3% |
3,412,104 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,992.00 |
12,867.75 |
12,439.00 |
|
| R3 |
12,782.00 |
12,657.75 |
12,381.25 |
|
| R2 |
12,572.00 |
12,572.00 |
12,362.00 |
|
| R1 |
12,447.75 |
12,447.75 |
12,342.75 |
12,510.00 |
| PP |
12,362.00 |
12,362.00 |
12,362.00 |
12,393.00 |
| S1 |
12,237.75 |
12,237.75 |
12,304.25 |
12,300.00 |
| S2 |
12,152.00 |
12,152.00 |
12,285.00 |
|
| S3 |
11,942.00 |
12,027.75 |
12,265.75 |
|
| S4 |
11,732.00 |
11,817.75 |
12,208.00 |
|
|
| 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 |
12,486.25 |
11,832.50 |
653.75 |
5.3% |
231.00 |
1.9% |
75% |
True |
False |
689,131 |
| 10 |
12,486.25 |
11,832.50 |
653.75 |
5.3% |
236.25 |
1.9% |
75% |
True |
False |
655,939 |
| 20 |
12,818.50 |
11,832.50 |
986.00 |
8.0% |
255.50 |
2.1% |
50% |
False |
False |
635,492 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
17.8% |
273.75 |
2.2% |
72% |
False |
False |
630,888 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.8% |
277.25 |
2.3% |
72% |
False |
False |
598,647 |
| 80 |
12,949.75 |
10,751.00 |
2,198.75 |
17.8% |
283.50 |
2.3% |
72% |
False |
False |
449,804 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
19.1% |
302.25 |
2.5% |
73% |
False |
False |
360,028 |
| 120 |
13,054.25 |
10,595.25 |
2,459.00 |
20.0% |
312.25 |
2.5% |
70% |
False |
False |
300,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,378.75 |
|
2.618 |
13,036.00 |
|
1.618 |
12,826.00 |
|
1.000 |
12,696.25 |
|
0.618 |
12,616.00 |
|
HIGH |
12,486.25 |
|
0.618 |
12,406.00 |
|
0.500 |
12,381.25 |
|
0.382 |
12,356.50 |
|
LOW |
12,276.25 |
|
0.618 |
12,146.50 |
|
1.000 |
12,066.25 |
|
1.618 |
11,936.50 |
|
2.618 |
11,726.50 |
|
4.250 |
11,383.75 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,381.25 |
12,268.75 |
| PP |
12,362.00 |
12,214.00 |
| S1 |
12,342.75 |
12,159.50 |
|