| Trading Metrics calculated at close of trading on 14-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2023 |
14-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
11,894.75 |
11,960.00 |
65.25 |
0.5% |
12,306.25 |
| High |
12,095.75 |
12,223.00 |
127.25 |
1.1% |
12,486.25 |
| Low |
11,670.00 |
11,921.75 |
251.75 |
2.2% |
11,795.00 |
| Close |
11,931.75 |
12,207.00 |
275.25 |
2.3% |
11,840.25 |
| Range |
425.75 |
301.25 |
-124.50 |
-29.2% |
691.25 |
| ATR |
277.09 |
278.82 |
1.73 |
0.6% |
0.00 |
| Volume |
694,438 |
364,395 |
-330,043 |
-47.5% |
3,618,978 |
|
| Daily Pivots for day following 14-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,021.00 |
12,915.25 |
12,372.75 |
|
| R3 |
12,719.75 |
12,614.00 |
12,289.75 |
|
| R2 |
12,418.50 |
12,418.50 |
12,262.25 |
|
| R1 |
12,312.75 |
12,312.75 |
12,234.50 |
12,365.50 |
| PP |
12,117.25 |
12,117.25 |
12,117.25 |
12,143.75 |
| S1 |
12,011.50 |
12,011.50 |
12,179.50 |
12,064.50 |
| S2 |
11,816.00 |
11,816.00 |
12,151.75 |
|
| S3 |
11,514.75 |
11,710.25 |
12,124.25 |
|
| S4 |
11,213.50 |
11,409.00 |
12,041.25 |
|
|
| 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 |
12,353.50 |
11,670.00 |
683.50 |
5.6% |
312.75 |
2.6% |
79% |
False |
False |
676,059 |
| 10 |
12,486.25 |
11,670.00 |
816.25 |
6.7% |
281.00 |
2.3% |
66% |
False |
False |
686,493 |
| 20 |
12,792.75 |
11,670.00 |
1,122.75 |
9.2% |
261.50 |
2.1% |
48% |
False |
False |
661,208 |
| 40 |
12,949.75 |
11,308.50 |
1,641.25 |
13.4% |
278.00 |
2.3% |
55% |
False |
False |
640,554 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
18.0% |
278.25 |
2.3% |
66% |
False |
False |
631,378 |
| 80 |
12,949.75 |
10,751.00 |
2,198.75 |
18.0% |
277.00 |
2.3% |
66% |
False |
False |
500,496 |
| 100 |
12,949.75 |
10,746.75 |
2,203.00 |
18.0% |
296.25 |
2.4% |
66% |
False |
False |
400,628 |
| 120 |
12,949.75 |
10,595.25 |
2,354.50 |
19.3% |
310.25 |
2.5% |
68% |
False |
False |
334,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,503.25 |
|
2.618 |
13,011.75 |
|
1.618 |
12,710.50 |
|
1.000 |
12,524.25 |
|
0.618 |
12,409.25 |
|
HIGH |
12,223.00 |
|
0.618 |
12,108.00 |
|
0.500 |
12,072.50 |
|
0.382 |
12,036.75 |
|
LOW |
11,921.75 |
|
0.618 |
11,735.50 |
|
1.000 |
11,620.50 |
|
1.618 |
11,434.25 |
|
2.618 |
11,133.00 |
|
4.250 |
10,641.50 |
|
|
| Fisher Pivots for day following 14-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,162.00 |
12,120.25 |
| PP |
12,117.25 |
12,033.25 |
| S1 |
12,072.50 |
11,946.50 |
|