| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,943.5 |
1,974.0 |
30.5 |
1.6% |
1,877.1 |
| High |
1,982.3 |
2,006.1 |
23.8 |
1.2% |
1,993.7 |
| Low |
1,936.5 |
1,967.3 |
30.8 |
1.6% |
1,875.7 |
| Close |
1,949.6 |
1,995.9 |
46.3 |
2.4% |
1,973.5 |
| Range |
45.8 |
38.8 |
-7.0 |
-15.3% |
118.0 |
| ATR |
34.2 |
35.8 |
1.6 |
4.7% |
0.0 |
| Volume |
245,031 |
262,247 |
17,216 |
7.0% |
1,698,237 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.2 |
2,089.8 |
2,017.2 |
|
| R3 |
2,067.4 |
2,051.0 |
2,006.6 |
|
| R2 |
2,028.6 |
2,028.6 |
2,003.0 |
|
| R1 |
2,012.2 |
2,012.2 |
1,999.5 |
2,020.4 |
| PP |
1,989.8 |
1,989.8 |
1,989.8 |
1,993.9 |
| S1 |
1,973.4 |
1,973.4 |
1,992.3 |
1,981.6 |
| S2 |
1,951.0 |
1,951.0 |
1,988.8 |
|
| S3 |
1,912.2 |
1,934.6 |
1,985.2 |
|
| S4 |
1,873.4 |
1,895.8 |
1,974.6 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,301.6 |
2,255.6 |
2,038.4 |
|
| R3 |
2,183.6 |
2,137.6 |
2,006.0 |
|
| R2 |
2,065.6 |
2,065.6 |
1,995.1 |
|
| R1 |
2,019.6 |
2,019.6 |
1,984.3 |
2,042.6 |
| PP |
1,947.6 |
1,947.6 |
1,947.6 |
1,959.2 |
| S1 |
1,901.6 |
1,901.6 |
1,962.7 |
1,924.6 |
| S2 |
1,829.6 |
1,829.6 |
1,951.9 |
|
| S3 |
1,711.6 |
1,783.6 |
1,941.1 |
|
| S4 |
1,593.6 |
1,665.6 |
1,908.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,014.9 |
1,922.3 |
92.6 |
4.6% |
50.2 |
2.5% |
79% |
False |
False |
289,064 |
| 10 |
2,014.9 |
1,830.0 |
184.9 |
9.3% |
43.8 |
2.2% |
90% |
False |
False |
313,827 |
| 20 |
2,014.9 |
1,810.8 |
204.1 |
10.2% |
32.4 |
1.6% |
91% |
False |
False |
246,260 |
| 40 |
2,014.9 |
1,810.8 |
204.1 |
10.2% |
29.4 |
1.5% |
91% |
False |
False |
212,769 |
| 60 |
2,014.9 |
1,810.8 |
204.1 |
10.2% |
28.0 |
1.4% |
91% |
False |
False |
154,429 |
| 80 |
2,014.9 |
1,768.6 |
246.3 |
12.3% |
27.1 |
1.4% |
92% |
False |
False |
116,765 |
| 100 |
2,014.9 |
1,647.7 |
367.2 |
18.4% |
26.8 |
1.3% |
95% |
False |
False |
94,005 |
| 120 |
2,014.9 |
1,647.7 |
367.2 |
18.4% |
26.5 |
1.3% |
95% |
False |
False |
78,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.0 |
|
2.618 |
2,107.7 |
|
1.618 |
2,068.9 |
|
1.000 |
2,044.9 |
|
0.618 |
2,030.1 |
|
HIGH |
2,006.1 |
|
0.618 |
1,991.3 |
|
0.500 |
1,986.7 |
|
0.382 |
1,982.1 |
|
LOW |
1,967.3 |
|
0.618 |
1,943.3 |
|
1.000 |
1,928.5 |
|
1.618 |
1,904.5 |
|
2.618 |
1,865.7 |
|
4.250 |
1,802.4 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,992.8 |
1,987.7 |
| PP |
1,989.8 |
1,979.5 |
| S1 |
1,986.7 |
1,971.3 |
|