| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
7,925.0 |
7,849.5 |
-75.5 |
-1.0% |
7,981.0 |
| High |
7,931.5 |
7,933.5 |
2.0 |
0.0% |
7,998.5 |
| Low |
7,835.5 |
7,833.0 |
-2.5 |
0.0% |
7,845.5 |
| Close |
7,861.5 |
7,894.5 |
33.0 |
0.4% |
7,872.0 |
| Range |
96.0 |
100.5 |
4.5 |
4.7% |
153.0 |
| ATR |
74.1 |
76.0 |
1.9 |
2.5% |
0.0 |
| Volume |
101,603 |
120,584 |
18,981 |
18.7% |
478,816 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,188.5 |
8,142.0 |
7,950.0 |
|
| R3 |
8,088.0 |
8,041.5 |
7,922.0 |
|
| R2 |
7,987.5 |
7,987.5 |
7,913.0 |
|
| R1 |
7,941.0 |
7,941.0 |
7,903.5 |
7,964.0 |
| PP |
7,887.0 |
7,887.0 |
7,887.0 |
7,898.5 |
| S1 |
7,840.5 |
7,840.5 |
7,885.5 |
7,864.0 |
| S2 |
7,786.5 |
7,786.5 |
7,876.0 |
|
| S3 |
7,686.0 |
7,740.0 |
7,867.0 |
|
| S4 |
7,585.5 |
7,639.5 |
7,839.0 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,364.5 |
8,271.0 |
7,956.0 |
|
| R3 |
8,211.5 |
8,118.0 |
7,914.0 |
|
| R2 |
8,058.5 |
8,058.5 |
7,900.0 |
|
| R1 |
7,965.0 |
7,965.0 |
7,886.0 |
7,935.0 |
| PP |
7,905.5 |
7,905.5 |
7,905.5 |
7,890.5 |
| S1 |
7,812.0 |
7,812.0 |
7,858.0 |
7,782.0 |
| S2 |
7,752.5 |
7,752.5 |
7,844.0 |
|
| S3 |
7,599.5 |
7,659.0 |
7,830.0 |
|
| S4 |
7,446.5 |
7,506.0 |
7,788.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,934.5 |
7,833.0 |
101.5 |
1.3% |
76.0 |
1.0% |
61% |
False |
True |
100,719 |
| 10 |
8,020.5 |
7,833.0 |
187.5 |
2.4% |
70.0 |
0.9% |
33% |
False |
True |
100,898 |
| 20 |
8,020.5 |
7,744.5 |
276.0 |
3.5% |
74.0 |
0.9% |
54% |
False |
False |
103,555 |
| 40 |
8,020.5 |
7,548.5 |
472.0 |
6.0% |
69.0 |
0.9% |
73% |
False |
False |
98,076 |
| 60 |
8,020.5 |
7,292.5 |
728.0 |
9.2% |
75.0 |
0.9% |
83% |
False |
False |
97,914 |
| 80 |
8,020.5 |
7,268.0 |
752.5 |
9.5% |
70.0 |
0.9% |
83% |
False |
False |
73,448 |
| 100 |
8,020.5 |
6,738.0 |
1,282.5 |
16.2% |
61.5 |
0.8% |
90% |
False |
False |
58,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,360.5 |
|
2.618 |
8,196.5 |
|
1.618 |
8,096.0 |
|
1.000 |
8,034.0 |
|
0.618 |
7,995.5 |
|
HIGH |
7,933.5 |
|
0.618 |
7,895.0 |
|
0.500 |
7,883.0 |
|
0.382 |
7,871.5 |
|
LOW |
7,833.0 |
|
0.618 |
7,771.0 |
|
1.000 |
7,732.5 |
|
1.618 |
7,670.5 |
|
2.618 |
7,570.0 |
|
4.250 |
7,406.0 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,891.0 |
7,891.0 |
| PP |
7,887.0 |
7,887.5 |
| S1 |
7,883.0 |
7,884.0 |
|