| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,200.75 |
12,264.50 |
63.75 |
0.5% |
12,306.25 |
| High |
12,280.00 |
12,600.50 |
320.50 |
2.6% |
12,486.25 |
| Low |
11,972.00 |
12,189.25 |
217.25 |
1.8% |
11,795.00 |
| Close |
12,247.75 |
12,583.00 |
335.25 |
2.7% |
11,840.25 |
| Range |
308.00 |
411.25 |
103.25 |
33.5% |
691.25 |
| ATR |
280.90 |
290.21 |
9.31 |
3.3% |
0.00 |
| Volume |
261,341 |
181,754 |
-79,587 |
-30.5% |
3,618,978 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,691.25 |
13,548.50 |
12,809.25 |
|
| R3 |
13,280.00 |
13,137.25 |
12,696.00 |
|
| R2 |
12,868.75 |
12,868.75 |
12,658.50 |
|
| R1 |
12,726.00 |
12,726.00 |
12,620.75 |
12,797.50 |
| PP |
12,457.50 |
12,457.50 |
12,457.50 |
12,493.25 |
| S1 |
12,314.75 |
12,314.75 |
12,545.25 |
12,386.00 |
| S2 |
12,046.25 |
12,046.25 |
12,507.50 |
|
| S3 |
11,635.00 |
11,903.50 |
12,470.00 |
|
| S4 |
11,223.75 |
11,492.25 |
12,356.75 |
|
|
| 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 |
12,600.50 |
11,670.00 |
930.50 |
7.4% |
352.00 |
2.8% |
98% |
True |
False |
474,627 |
| 10 |
12,600.50 |
11,670.00 |
930.50 |
7.4% |
304.75 |
2.4% |
98% |
True |
False |
579,637 |
| 20 |
12,792.75 |
11,670.00 |
1,122.75 |
8.9% |
271.00 |
2.2% |
81% |
False |
False |
618,973 |
| 40 |
12,949.75 |
11,308.50 |
1,641.25 |
13.0% |
284.25 |
2.3% |
78% |
False |
False |
621,738 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.5% |
278.25 |
2.2% |
83% |
False |
False |
616,498 |
| 80 |
12,949.75 |
10,751.00 |
2,198.75 |
17.5% |
279.00 |
2.2% |
83% |
False |
False |
506,007 |
| 100 |
12,949.75 |
10,746.75 |
2,203.00 |
17.5% |
297.00 |
2.4% |
83% |
False |
False |
405,048 |
| 120 |
12,949.75 |
10,595.25 |
2,354.50 |
18.7% |
309.75 |
2.5% |
84% |
False |
False |
337,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,348.25 |
|
2.618 |
13,677.25 |
|
1.618 |
13,266.00 |
|
1.000 |
13,011.75 |
|
0.618 |
12,854.75 |
|
HIGH |
12,600.50 |
|
0.618 |
12,443.50 |
|
0.500 |
12,395.00 |
|
0.382 |
12,346.25 |
|
LOW |
12,189.25 |
|
0.618 |
11,935.00 |
|
1.000 |
11,778.00 |
|
1.618 |
11,523.75 |
|
2.618 |
11,112.50 |
|
4.250 |
10,441.50 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,520.25 |
12,475.75 |
| PP |
12,457.50 |
12,368.50 |
| S1 |
12,395.00 |
12,261.00 |
|