| 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 |
1,770.0 |
1,745.4 |
-24.6 |
-1.4% |
1,930.1 |
| High |
1,786.9 |
1,785.5 |
-1.4 |
-0.1% |
1,936.9 |
| Low |
1,715.0 |
1,715.4 |
0.4 |
0.0% |
1,754.5 |
| Close |
1,747.8 |
1,771.5 |
23.7 |
1.4% |
1,772.7 |
| Range |
71.9 |
70.1 |
-1.8 |
-2.5% |
182.4 |
| ATR |
47.4 |
49.0 |
1.6 |
3.4% |
0.0 |
| Volume |
109,057 |
55,121 |
-53,936 |
-49.5% |
1,211,279 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,967.8 |
1,939.7 |
1,810.1 |
|
| R3 |
1,897.7 |
1,869.6 |
1,790.8 |
|
| R2 |
1,827.6 |
1,827.6 |
1,784.4 |
|
| R1 |
1,799.5 |
1,799.5 |
1,777.9 |
1,813.6 |
| PP |
1,757.5 |
1,757.5 |
1,757.5 |
1,764.5 |
| S1 |
1,729.4 |
1,729.4 |
1,765.1 |
1,743.5 |
| S2 |
1,687.4 |
1,687.4 |
1,758.6 |
|
| S3 |
1,617.3 |
1,659.3 |
1,752.2 |
|
| S4 |
1,547.2 |
1,589.2 |
1,732.9 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,368.6 |
2,253.0 |
1,873.0 |
|
| R3 |
2,186.2 |
2,070.6 |
1,822.9 |
|
| R2 |
2,003.8 |
2,003.8 |
1,806.1 |
|
| R1 |
1,888.2 |
1,888.2 |
1,789.4 |
1,854.8 |
| PP |
1,821.4 |
1,821.4 |
1,821.4 |
1,804.7 |
| S1 |
1,705.8 |
1,705.8 |
1,756.0 |
1,672.4 |
| S2 |
1,639.0 |
1,639.0 |
1,739.3 |
|
| S3 |
1,456.6 |
1,523.4 |
1,722.5 |
|
| S4 |
1,274.2 |
1,341.0 |
1,672.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,838.6 |
1,715.0 |
123.6 |
7.0% |
74.9 |
4.2% |
46% |
False |
False |
260,730 |
| 10 |
1,936.9 |
1,715.0 |
221.9 |
12.5% |
57.6 |
3.2% |
25% |
False |
False |
222,042 |
| 20 |
1,970.3 |
1,715.0 |
255.3 |
14.4% |
45.9 |
2.6% |
22% |
False |
False |
202,810 |
| 40 |
2,016.9 |
1,715.0 |
301.9 |
17.0% |
42.4 |
2.4% |
19% |
False |
False |
199,057 |
| 60 |
2,016.9 |
1,715.0 |
301.9 |
17.0% |
41.2 |
2.3% |
19% |
False |
False |
190,465 |
| 80 |
2,016.9 |
1,715.0 |
301.9 |
17.0% |
40.7 |
2.3% |
19% |
False |
False |
164,062 |
| 100 |
2,016.9 |
1,711.7 |
305.2 |
17.2% |
42.3 |
2.4% |
20% |
False |
False |
131,299 |
| 120 |
2,016.9 |
1,658.9 |
358.0 |
20.2% |
44.6 |
2.5% |
31% |
False |
False |
109,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.4 |
|
2.618 |
1,969.0 |
|
1.618 |
1,898.9 |
|
1.000 |
1,855.6 |
|
0.618 |
1,828.8 |
|
HIGH |
1,785.5 |
|
0.618 |
1,758.7 |
|
0.500 |
1,750.5 |
|
0.382 |
1,742.2 |
|
LOW |
1,715.4 |
|
0.618 |
1,672.1 |
|
1.000 |
1,645.3 |
|
1.618 |
1,602.0 |
|
2.618 |
1,531.9 |
|
4.250 |
1,417.5 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,764.5 |
1,767.7 |
| PP |
1,757.5 |
1,763.9 |
| S1 |
1,750.5 |
1,760.1 |
|