| 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 |
1,908.2 |
1,922.8 |
14.6 |
0.8% |
1,861.0 |
| High |
1,942.5 |
1,938.0 |
-4.5 |
-0.2% |
1,874.3 |
| Low |
1,889.5 |
1,911.5 |
22.0 |
1.2% |
1,813.4 |
| Close |
1,931.3 |
1,923.0 |
-8.3 |
-0.4% |
1,867.2 |
| Range |
53.0 |
26.5 |
-26.5 |
-50.0% |
60.9 |
| ATR |
28.1 |
27.9 |
-0.1 |
-0.4% |
0.0 |
| Volume |
385,454 |
248,084 |
-137,370 |
-35.6% |
1,167,029 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,003.7 |
1,989.8 |
1,937.6 |
|
| R3 |
1,977.2 |
1,963.3 |
1,930.3 |
|
| R2 |
1,950.7 |
1,950.7 |
1,927.9 |
|
| R1 |
1,936.8 |
1,936.8 |
1,925.4 |
1,943.8 |
| PP |
1,924.2 |
1,924.2 |
1,924.2 |
1,927.6 |
| S1 |
1,910.3 |
1,910.3 |
1,920.6 |
1,917.3 |
| S2 |
1,897.7 |
1,897.7 |
1,918.1 |
|
| S3 |
1,871.2 |
1,883.8 |
1,915.7 |
|
| S4 |
1,844.7 |
1,857.3 |
1,908.4 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,034.3 |
2,011.7 |
1,900.7 |
|
| R3 |
1,973.4 |
1,950.8 |
1,883.9 |
|
| R2 |
1,912.5 |
1,912.5 |
1,878.4 |
|
| R1 |
1,889.9 |
1,889.9 |
1,872.8 |
1,901.2 |
| PP |
1,851.6 |
1,851.6 |
1,851.6 |
1,857.3 |
| S1 |
1,829.0 |
1,829.0 |
1,861.6 |
1,840.3 |
| S2 |
1,790.7 |
1,790.7 |
1,856.0 |
|
| S3 |
1,729.8 |
1,768.1 |
1,850.5 |
|
| S4 |
1,668.9 |
1,707.2 |
1,833.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,942.5 |
1,830.0 |
112.5 |
5.9% |
37.4 |
1.9% |
83% |
False |
False |
338,591 |
| 10 |
1,942.5 |
1,813.4 |
129.1 |
6.7% |
30.2 |
1.6% |
85% |
False |
False |
267,313 |
| 20 |
1,942.5 |
1,810.8 |
131.7 |
6.8% |
24.9 |
1.3% |
85% |
False |
False |
217,255 |
| 40 |
1,975.2 |
1,810.8 |
164.4 |
8.5% |
26.3 |
1.4% |
68% |
False |
False |
184,709 |
| 60 |
1,975.2 |
1,808.4 |
166.8 |
8.7% |
25.7 |
1.3% |
69% |
False |
False |
130,673 |
| 80 |
1,975.2 |
1,749.6 |
225.6 |
11.7% |
25.2 |
1.3% |
77% |
False |
False |
98,838 |
| 100 |
1,975.2 |
1,647.7 |
327.5 |
17.0% |
25.6 |
1.3% |
84% |
False |
False |
79,626 |
| 120 |
1,975.2 |
1,647.7 |
327.5 |
17.0% |
25.7 |
1.3% |
84% |
False |
False |
66,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,050.6 |
|
2.618 |
2,007.4 |
|
1.618 |
1,980.9 |
|
1.000 |
1,964.5 |
|
0.618 |
1,954.4 |
|
HIGH |
1,938.0 |
|
0.618 |
1,927.9 |
|
0.500 |
1,924.8 |
|
0.382 |
1,921.6 |
|
LOW |
1,911.5 |
|
0.618 |
1,895.1 |
|
1.000 |
1,885.0 |
|
1.618 |
1,868.6 |
|
2.618 |
1,842.1 |
|
4.250 |
1,798.9 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,924.8 |
1,920.7 |
| PP |
1,924.2 |
1,918.3 |
| S1 |
1,923.6 |
1,916.0 |
|