| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,762.9 |
1,791.8 |
28.9 |
1.6% |
1,945.8 |
| High |
1,820.0 |
1,801.7 |
-18.3 |
-1.0% |
1,954.6 |
| Low |
1,758.4 |
1,728.5 |
-29.9 |
-1.7% |
1,770.2 |
| Close |
1,794.5 |
1,762.2 |
-32.3 |
-1.8% |
1,788.2 |
| Range |
61.6 |
73.2 |
11.6 |
18.8% |
184.4 |
| ATR |
44.9 |
46.9 |
2.0 |
4.5% |
0.0 |
| Volume |
425,399 |
434,486 |
9,087 |
2.1% |
314,124 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,983.7 |
1,946.2 |
1,802.5 |
|
| R3 |
1,910.5 |
1,873.0 |
1,782.3 |
|
| R2 |
1,837.3 |
1,837.3 |
1,775.6 |
|
| R1 |
1,799.8 |
1,799.8 |
1,768.9 |
1,782.0 |
| PP |
1,764.1 |
1,764.1 |
1,764.1 |
1,755.2 |
| S1 |
1,726.6 |
1,726.6 |
1,755.5 |
1,708.8 |
| S2 |
1,690.9 |
1,690.9 |
1,748.8 |
|
| S3 |
1,617.7 |
1,653.4 |
1,742.1 |
|
| S4 |
1,544.5 |
1,580.2 |
1,721.9 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,390.9 |
2,273.9 |
1,889.6 |
|
| R3 |
2,206.5 |
2,089.5 |
1,838.9 |
|
| R2 |
2,022.1 |
2,022.1 |
1,822.0 |
|
| R1 |
1,905.1 |
1,905.1 |
1,805.1 |
1,871.4 |
| PP |
1,837.7 |
1,837.7 |
1,837.7 |
1,820.8 |
| S1 |
1,720.7 |
1,720.7 |
1,771.3 |
1,687.0 |
| S2 |
1,653.3 |
1,653.3 |
1,754.4 |
|
| S3 |
1,468.9 |
1,536.3 |
1,737.5 |
|
| S4 |
1,284.5 |
1,351.9 |
1,686.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,903.7 |
1,728.5 |
175.2 |
9.9% |
74.3 |
4.2% |
19% |
False |
True |
351,578 |
| 10 |
1,954.6 |
1,728.5 |
226.1 |
12.8% |
54.0 |
3.1% |
15% |
False |
True |
176,438 |
| 20 |
1,988.0 |
1,728.5 |
259.5 |
14.7% |
43.8 |
2.5% |
13% |
False |
True |
88,352 |
| 40 |
2,033.3 |
1,728.5 |
304.8 |
17.3% |
40.6 |
2.3% |
11% |
False |
True |
44,316 |
| 60 |
2,033.3 |
1,728.5 |
304.8 |
17.3% |
39.0 |
2.2% |
11% |
False |
True |
29,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,112.8 |
|
2.618 |
1,993.3 |
|
1.618 |
1,920.1 |
|
1.000 |
1,874.9 |
|
0.618 |
1,846.9 |
|
HIGH |
1,801.7 |
|
0.618 |
1,773.7 |
|
0.500 |
1,765.1 |
|
0.382 |
1,756.5 |
|
LOW |
1,728.5 |
|
0.618 |
1,683.3 |
|
1.000 |
1,655.3 |
|
1.618 |
1,610.1 |
|
2.618 |
1,536.9 |
|
4.250 |
1,417.4 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,765.1 |
1,777.0 |
| PP |
1,764.1 |
1,772.0 |
| S1 |
1,763.2 |
1,767.1 |
|