| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,005.00 |
11,894.75 |
-110.25 |
-0.9% |
12,306.25 |
| High |
12,109.00 |
12,095.75 |
-13.25 |
-0.1% |
12,486.25 |
| Low |
11,795.00 |
11,670.00 |
-125.00 |
-1.1% |
11,795.00 |
| Close |
11,840.25 |
11,931.75 |
91.50 |
0.8% |
11,840.25 |
| Range |
314.00 |
425.75 |
111.75 |
35.6% |
691.25 |
| ATR |
265.66 |
277.09 |
11.44 |
4.3% |
0.00 |
| Volume |
871,209 |
694,438 |
-176,771 |
-20.3% |
3,618,978 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,176.50 |
12,979.75 |
12,166.00 |
|
| R3 |
12,750.75 |
12,554.00 |
12,048.75 |
|
| R2 |
12,325.00 |
12,325.00 |
12,009.75 |
|
| R1 |
12,128.25 |
12,128.25 |
11,970.75 |
12,226.50 |
| PP |
11,899.25 |
11,899.25 |
11,899.25 |
11,948.25 |
| S1 |
11,702.50 |
11,702.50 |
11,892.75 |
11,801.00 |
| S2 |
11,473.50 |
11,473.50 |
11,853.75 |
|
| S3 |
11,047.75 |
11,276.75 |
11,814.75 |
|
| S4 |
10,622.00 |
10,851.00 |
11,697.50 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,114.25 |
13,668.50 |
12,220.50 |
|
| R3 |
13,423.00 |
12,977.25 |
12,030.25 |
|
| R2 |
12,731.75 |
12,731.75 |
11,967.00 |
|
| R1 |
12,286.00 |
12,286.00 |
11,903.50 |
12,163.25 |
| PP |
12,040.50 |
12,040.50 |
12,040.50 |
11,979.00 |
| S1 |
11,594.75 |
11,594.75 |
11,777.00 |
11,472.00 |
| S2 |
11,349.25 |
11,349.25 |
11,713.50 |
|
| S3 |
10,658.00 |
10,903.50 |
11,650.25 |
|
| S4 |
9,966.75 |
10,212.25 |
11,460.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,381.25 |
11,670.00 |
711.25 |
6.0% |
300.25 |
2.5% |
37% |
False |
True |
740,182 |
| 10 |
12,486.25 |
11,670.00 |
816.25 |
6.8% |
265.50 |
2.2% |
32% |
False |
True |
714,656 |
| 20 |
12,792.75 |
11,670.00 |
1,122.75 |
9.4% |
261.50 |
2.2% |
23% |
False |
True |
666,380 |
| 40 |
12,949.75 |
11,308.50 |
1,641.25 |
13.8% |
276.00 |
2.3% |
38% |
False |
False |
643,494 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
18.4% |
278.75 |
2.3% |
54% |
False |
False |
635,524 |
| 80 |
12,949.75 |
10,751.00 |
2,198.75 |
18.4% |
277.50 |
2.3% |
54% |
False |
False |
495,975 |
| 100 |
12,949.75 |
10,746.75 |
2,203.00 |
18.5% |
296.75 |
2.5% |
54% |
False |
False |
396,992 |
| 120 |
12,949.75 |
10,595.25 |
2,354.50 |
19.7% |
310.00 |
2.6% |
57% |
False |
False |
330,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,905.25 |
|
2.618 |
13,210.25 |
|
1.618 |
12,784.50 |
|
1.000 |
12,521.50 |
|
0.618 |
12,358.75 |
|
HIGH |
12,095.75 |
|
0.618 |
11,933.00 |
|
0.500 |
11,883.00 |
|
0.382 |
11,832.75 |
|
LOW |
11,670.00 |
|
0.618 |
11,407.00 |
|
1.000 |
11,244.25 |
|
1.618 |
10,981.25 |
|
2.618 |
10,555.50 |
|
4.250 |
9,860.50 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,915.50 |
12,011.75 |
| PP |
11,899.25 |
11,985.00 |
| S1 |
11,883.00 |
11,958.50 |
|