| Trading Metrics calculated at close of trading on 08-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2023 |
08-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,320.25 |
12,170.00 |
-150.25 |
-1.2% |
12,003.00 |
| High |
12,381.25 |
12,254.50 |
-126.75 |
-1.0% |
12,329.00 |
| Low |
12,142.25 |
12,108.25 |
-34.00 |
-0.3% |
11,832.50 |
| Close |
12,169.00 |
12,228.25 |
59.25 |
0.5% |
12,311.25 |
| Range |
239.00 |
146.25 |
-92.75 |
-38.8% |
496.50 |
| ATR |
261.39 |
253.16 |
-8.22 |
-3.1% |
0.00 |
| Volume |
685,006 |
633,419 |
-51,587 |
-7.5% |
3,412,104 |
|
| Daily Pivots for day following 08-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,635.75 |
12,578.25 |
12,308.75 |
|
| R3 |
12,489.50 |
12,432.00 |
12,268.50 |
|
| R2 |
12,343.25 |
12,343.25 |
12,255.00 |
|
| R1 |
12,285.75 |
12,285.75 |
12,241.75 |
12,314.50 |
| PP |
12,197.00 |
12,197.00 |
12,197.00 |
12,211.50 |
| S1 |
12,139.50 |
12,139.50 |
12,214.75 |
12,168.25 |
| S2 |
12,050.75 |
12,050.75 |
12,201.50 |
|
| S3 |
11,904.50 |
11,993.25 |
12,188.00 |
|
| S4 |
11,758.25 |
11,847.00 |
12,147.75 |
|
|
| 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% |
235.25 |
1.9% |
61% |
False |
False |
671,682 |
| 10 |
12,486.25 |
11,832.50 |
653.75 |
5.3% |
226.25 |
1.9% |
61% |
False |
False |
662,761 |
| 20 |
12,808.50 |
11,832.50 |
976.00 |
8.0% |
249.00 |
2.0% |
41% |
False |
False |
637,406 |
| 40 |
12,949.75 |
11,094.00 |
1,855.75 |
15.2% |
266.25 |
2.2% |
61% |
False |
False |
629,282 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
18.0% |
276.75 |
2.3% |
67% |
False |
False |
619,042 |
| 80 |
12,949.75 |
10,751.00 |
2,198.75 |
18.0% |
280.50 |
2.3% |
67% |
False |
False |
466,253 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
19.3% |
301.75 |
2.5% |
69% |
False |
False |
373,196 |
| 120 |
12,949.75 |
10,595.25 |
2,354.50 |
19.3% |
307.00 |
2.5% |
69% |
False |
False |
311,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,876.00 |
|
2.618 |
12,637.50 |
|
1.618 |
12,491.25 |
|
1.000 |
12,400.75 |
|
0.618 |
12,345.00 |
|
HIGH |
12,254.50 |
|
0.618 |
12,198.75 |
|
0.500 |
12,181.50 |
|
0.382 |
12,164.00 |
|
LOW |
12,108.25 |
|
0.618 |
12,017.75 |
|
1.000 |
11,962.00 |
|
1.618 |
11,871.50 |
|
2.618 |
11,725.25 |
|
4.250 |
11,486.75 |
|
|
| Fisher Pivots for day following 08-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,212.50 |
12,297.25 |
| PP |
12,197.00 |
12,274.25 |
| S1 |
12,181.50 |
12,251.25 |
|