| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
4,028.0 |
4,073.0 |
45.0 |
1.1% |
4,159.0 |
| High |
4,084.0 |
4,148.0 |
64.0 |
1.6% |
4,185.0 |
| Low |
3,914.0 |
4,069.0 |
155.0 |
4.0% |
3,951.0 |
| Close |
4,057.0 |
4,123.0 |
66.0 |
1.6% |
4,000.0 |
| Range |
170.0 |
79.0 |
-91.0 |
-53.5% |
234.0 |
| ATR |
92.3 |
92.2 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,416,186 |
939,120 |
-477,066 |
-33.7% |
8,979,369 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,350.3 |
4,315.7 |
4,166.5 |
|
| R3 |
4,271.3 |
4,236.7 |
4,144.7 |
|
| R2 |
4,192.3 |
4,192.3 |
4,137.5 |
|
| R1 |
4,157.7 |
4,157.7 |
4,130.2 |
4,175.0 |
| PP |
4,113.3 |
4,113.3 |
4,113.3 |
4,122.0 |
| S1 |
4,078.7 |
4,078.7 |
4,115.8 |
4,096.0 |
| S2 |
4,034.3 |
4,034.3 |
4,108.5 |
|
| S3 |
3,955.3 |
3,999.7 |
4,101.3 |
|
| S4 |
3,876.3 |
3,920.7 |
4,079.6 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,747.3 |
4,607.7 |
4,128.7 |
|
| R3 |
4,513.3 |
4,373.7 |
4,064.4 |
|
| R2 |
4,279.3 |
4,279.3 |
4,042.9 |
|
| R1 |
4,139.7 |
4,139.7 |
4,021.5 |
4,092.5 |
| PP |
4,045.3 |
4,045.3 |
4,045.3 |
4,021.8 |
| S1 |
3,905.7 |
3,905.7 |
3,978.6 |
3,858.5 |
| S2 |
3,811.3 |
3,811.3 |
3,957.1 |
|
| S3 |
3,577.3 |
3,671.7 |
3,935.7 |
|
| S4 |
3,343.3 |
3,437.7 |
3,871.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,148.0 |
3,914.0 |
234.0 |
5.7% |
137.6 |
3.3% |
89% |
True |
False |
1,520,490 |
| 10 |
4,243.0 |
3,914.0 |
329.0 |
8.0% |
116.4 |
2.8% |
64% |
False |
False |
1,247,852 |
| 20 |
4,268.0 |
3,914.0 |
354.0 |
8.6% |
88.1 |
2.1% |
59% |
False |
False |
639,438 |
| 40 |
4,268.0 |
3,914.0 |
354.0 |
8.6% |
64.8 |
1.6% |
59% |
False |
False |
325,236 |
| 60 |
4,268.0 |
3,728.0 |
540.0 |
13.1% |
57.7 |
1.4% |
73% |
False |
False |
218,399 |
| 80 |
4,268.0 |
3,725.0 |
543.0 |
13.2% |
49.1 |
1.2% |
73% |
False |
False |
163,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,483.8 |
|
2.618 |
4,354.8 |
|
1.618 |
4,275.8 |
|
1.000 |
4,227.0 |
|
0.618 |
4,196.8 |
|
HIGH |
4,148.0 |
|
0.618 |
4,117.8 |
|
0.500 |
4,108.5 |
|
0.382 |
4,099.2 |
|
LOW |
4,069.0 |
|
0.618 |
4,020.2 |
|
1.000 |
3,990.0 |
|
1.618 |
3,941.2 |
|
2.618 |
3,862.2 |
|
4.250 |
3,733.3 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,118.2 |
4,092.3 |
| PP |
4,113.3 |
4,061.7 |
| S1 |
4,108.5 |
4,031.0 |
|