| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,940.2 |
1,942.7 |
2.5 |
0.1% |
1,893.8 |
| High |
1,954.6 |
2,010.4 |
55.8 |
2.9% |
2,010.4 |
| Low |
1,928.4 |
1,939.1 |
10.7 |
0.6% |
1,892.5 |
| Close |
1,939.7 |
1,990.2 |
50.5 |
2.6% |
1,990.2 |
| Range |
26.2 |
71.3 |
45.1 |
172.1% |
117.9 |
| ATR |
27.6 |
30.7 |
3.1 |
11.3% |
0.0 |
| Volume |
34,769 |
67,455 |
32,686 |
94.0% |
326,679 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.8 |
2,163.3 |
2,029.4 |
|
| R3 |
2,122.5 |
2,092.0 |
2,009.8 |
|
| R2 |
2,051.2 |
2,051.2 |
2,003.3 |
|
| R1 |
2,020.7 |
2,020.7 |
1,996.7 |
2,036.0 |
| PP |
1,979.9 |
1,979.9 |
1,979.9 |
1,987.5 |
| S1 |
1,949.4 |
1,949.4 |
1,983.7 |
1,964.7 |
| S2 |
1,908.6 |
1,908.6 |
1,977.1 |
|
| S3 |
1,837.3 |
1,878.1 |
1,970.6 |
|
| S4 |
1,766.0 |
1,806.8 |
1,951.0 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.1 |
2,272.0 |
2,055.0 |
|
| R3 |
2,200.2 |
2,154.1 |
2,022.6 |
|
| R2 |
2,082.3 |
2,082.3 |
2,011.8 |
|
| R1 |
2,036.2 |
2,036.2 |
2,001.0 |
2,059.3 |
| PP |
1,964.4 |
1,964.4 |
1,964.4 |
1,975.9 |
| S1 |
1,918.3 |
1,918.3 |
1,979.4 |
1,941.4 |
| S2 |
1,846.5 |
1,846.5 |
1,968.6 |
|
| S3 |
1,728.6 |
1,800.4 |
1,957.8 |
|
| S4 |
1,610.7 |
1,682.5 |
1,925.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,010.4 |
1,892.5 |
117.9 |
5.9% |
42.6 |
2.1% |
83% |
True |
False |
65,335 |
| 10 |
2,010.4 |
1,830.2 |
180.2 |
9.1% |
34.8 |
1.8% |
89% |
True |
False |
58,252 |
| 20 |
2,010.4 |
1,827.6 |
182.8 |
9.2% |
27.3 |
1.4% |
89% |
True |
False |
33,510 |
| 40 |
2,010.4 |
1,827.6 |
182.8 |
9.2% |
26.8 |
1.3% |
89% |
True |
False |
19,147 |
| 60 |
2,010.4 |
1,824.4 |
186.0 |
9.3% |
26.1 |
1.3% |
89% |
True |
False |
13,762 |
| 80 |
2,010.4 |
1,769.1 |
241.3 |
12.1% |
25.3 |
1.3% |
92% |
True |
False |
10,726 |
| 100 |
2,010.4 |
1,663.2 |
347.2 |
17.4% |
25.4 |
1.3% |
94% |
True |
False |
8,909 |
| 120 |
2,010.4 |
1,662.5 |
347.9 |
17.5% |
25.4 |
1.3% |
94% |
True |
False |
7,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,313.4 |
|
2.618 |
2,197.1 |
|
1.618 |
2,125.8 |
|
1.000 |
2,081.7 |
|
0.618 |
2,054.5 |
|
HIGH |
2,010.4 |
|
0.618 |
1,983.2 |
|
0.500 |
1,974.8 |
|
0.382 |
1,966.3 |
|
LOW |
1,939.1 |
|
0.618 |
1,895.0 |
|
1.000 |
1,867.8 |
|
1.618 |
1,823.7 |
|
2.618 |
1,752.4 |
|
4.250 |
1,636.1 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,985.1 |
1,979.5 |
| PP |
1,979.9 |
1,968.9 |
| S1 |
1,974.8 |
1,958.2 |
|