Trading Metrics calculated at close of trading on 07-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
12,306.25 |
12,320.25 |
14.00 |
0.1% |
12,003.00 |
High |
12,486.25 |
12,381.25 |
-105.00 |
-0.8% |
12,329.00 |
Low |
12,276.25 |
12,142.25 |
-134.00 |
-1.1% |
11,832.50 |
Close |
12,323.50 |
12,169.00 |
-154.50 |
-1.3% |
12,311.25 |
Range |
210.00 |
239.00 |
29.00 |
13.8% |
496.50 |
ATR |
263.11 |
261.39 |
-1.72 |
-0.7% |
0.00 |
Volume |
612,506 |
685,006 |
72,500 |
11.8% |
3,412,104 |
|
Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,947.75 |
12,797.50 |
12,300.50 |
|
R3 |
12,708.75 |
12,558.50 |
12,234.75 |
|
R2 |
12,469.75 |
12,469.75 |
12,212.75 |
|
R1 |
12,319.50 |
12,319.50 |
12,191.00 |
12,275.00 |
PP |
12,230.75 |
12,230.75 |
12,230.75 |
12,208.75 |
S1 |
12,080.50 |
12,080.50 |
12,147.00 |
12,036.00 |
S2 |
11,991.75 |
11,991.75 |
12,125.25 |
|
S3 |
11,752.75 |
11,841.50 |
12,103.25 |
|
S4 |
11,513.75 |
11,602.50 |
12,037.50 |
|
|
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 |
5.4% |
249.25 |
2.0% |
51% |
False |
False |
696,927 |
10 |
12,486.25 |
11,832.50 |
653.75 |
5.4% |
227.50 |
1.9% |
51% |
False |
False |
663,490 |
20 |
12,818.50 |
11,832.50 |
986.00 |
8.1% |
259.75 |
2.1% |
34% |
False |
False |
642,985 |
40 |
12,949.75 |
11,094.00 |
1,855.75 |
15.2% |
269.25 |
2.2% |
58% |
False |
False |
629,605 |
60 |
12,949.75 |
10,751.00 |
2,198.75 |
18.1% |
278.50 |
2.3% |
64% |
False |
False |
609,554 |
80 |
12,949.75 |
10,751.00 |
2,198.75 |
18.1% |
282.75 |
2.3% |
64% |
False |
False |
458,352 |
100 |
12,949.75 |
10,595.25 |
2,354.50 |
19.3% |
302.00 |
2.5% |
67% |
False |
False |
366,869 |
120 |
12,949.75 |
10,595.25 |
2,354.50 |
19.3% |
307.25 |
2.5% |
67% |
False |
False |
305,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,397.00 |
2.618 |
13,007.00 |
1.618 |
12,768.00 |
1.000 |
12,620.25 |
0.618 |
12,529.00 |
HIGH |
12,381.25 |
0.618 |
12,290.00 |
0.500 |
12,261.75 |
0.382 |
12,233.50 |
LOW |
12,142.25 |
0.618 |
11,994.50 |
1.000 |
11,903.25 |
1.618 |
11,755.50 |
2.618 |
11,516.50 |
4.250 |
11,126.50 |
|
|
Fisher Pivots for day following 07-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
12,261.75 |
12,249.00 |
PP |
12,230.75 |
12,222.50 |
S1 |
12,200.00 |
12,195.75 |
|