| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
7,849.5 |
7,918.0 |
68.5 |
0.9% |
7,981.0 |
| High |
7,933.5 |
7,965.5 |
32.0 |
0.4% |
7,998.5 |
| Low |
7,833.0 |
7,869.0 |
36.0 |
0.5% |
7,845.5 |
| Close |
7,894.5 |
7,939.0 |
44.5 |
0.6% |
7,872.0 |
| Range |
100.5 |
96.5 |
-4.0 |
-4.0% |
153.0 |
| ATR |
76.0 |
77.5 |
1.5 |
1.9% |
0.0 |
| Volume |
120,584 |
109,513 |
-11,071 |
-9.2% |
478,816 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,214.0 |
8,173.0 |
7,992.0 |
|
| R3 |
8,117.5 |
8,076.5 |
7,965.5 |
|
| R2 |
8,021.0 |
8,021.0 |
7,956.5 |
|
| R1 |
7,980.0 |
7,980.0 |
7,948.0 |
8,000.5 |
| PP |
7,924.5 |
7,924.5 |
7,924.5 |
7,935.0 |
| S1 |
7,883.5 |
7,883.5 |
7,930.0 |
7,904.0 |
| S2 |
7,828.0 |
7,828.0 |
7,921.5 |
|
| S3 |
7,731.5 |
7,787.0 |
7,912.5 |
|
| S4 |
7,635.0 |
7,690.5 |
7,886.0 |
|
|
| 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 |
7,965.5 |
7,833.0 |
132.5 |
1.7% |
84.0 |
1.1% |
80% |
True |
False |
103,773 |
| 10 |
7,998.5 |
7,833.0 |
165.5 |
2.1% |
73.0 |
0.9% |
64% |
False |
False |
101,097 |
| 20 |
8,020.5 |
7,777.5 |
243.0 |
3.1% |
75.5 |
1.0% |
66% |
False |
False |
103,248 |
| 40 |
8,020.5 |
7,630.0 |
390.5 |
4.9% |
69.0 |
0.9% |
79% |
False |
False |
98,310 |
| 60 |
8,020.5 |
7,292.5 |
728.0 |
9.2% |
76.0 |
1.0% |
89% |
False |
False |
99,625 |
| 80 |
8,020.5 |
7,268.0 |
752.5 |
9.5% |
71.0 |
0.9% |
89% |
False |
False |
74,817 |
| 100 |
8,020.5 |
6,738.0 |
1,282.5 |
16.2% |
62.0 |
0.8% |
94% |
False |
False |
59,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,375.5 |
|
2.618 |
8,218.0 |
|
1.618 |
8,121.5 |
|
1.000 |
8,062.0 |
|
0.618 |
8,025.0 |
|
HIGH |
7,965.5 |
|
0.618 |
7,928.5 |
|
0.500 |
7,917.0 |
|
0.382 |
7,906.0 |
|
LOW |
7,869.0 |
|
0.618 |
7,809.5 |
|
1.000 |
7,772.5 |
|
1.618 |
7,713.0 |
|
2.618 |
7,616.5 |
|
4.250 |
7,459.0 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,932.0 |
7,926.0 |
| PP |
7,924.5 |
7,912.5 |
| S1 |
7,917.0 |
7,899.0 |
|