| 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 |
1,791.8 |
1,762.5 |
-29.3 |
-1.6% |
1,945.8 |
| High |
1,801.7 |
1,800.8 |
-0.9 |
0.0% |
1,954.6 |
| Low |
1,728.5 |
1,729.7 |
1.2 |
0.1% |
1,770.2 |
| Close |
1,762.2 |
1,786.2 |
24.0 |
1.4% |
1,788.2 |
| Range |
73.2 |
71.1 |
-2.1 |
-2.9% |
184.4 |
| ATR |
46.9 |
48.6 |
1.7 |
3.7% |
0.0 |
| Volume |
434,486 |
375,458 |
-59,028 |
-13.6% |
314,124 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,985.5 |
1,957.0 |
1,825.3 |
|
| R3 |
1,914.4 |
1,885.9 |
1,805.8 |
|
| R2 |
1,843.3 |
1,843.3 |
1,799.2 |
|
| R1 |
1,814.8 |
1,814.8 |
1,792.7 |
1,829.1 |
| PP |
1,772.2 |
1,772.2 |
1,772.2 |
1,779.4 |
| S1 |
1,743.7 |
1,743.7 |
1,779.7 |
1,758.0 |
| S2 |
1,701.1 |
1,701.1 |
1,773.2 |
|
| S3 |
1,630.0 |
1,672.6 |
1,766.6 |
|
| S4 |
1,558.9 |
1,601.5 |
1,747.1 |
|
|
| 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 |
1,855.1 |
1,728.5 |
126.6 |
7.1% |
76.0 |
4.3% |
46% |
False |
False |
422,185 |
| 10 |
1,954.6 |
1,728.5 |
226.1 |
12.7% |
57.9 |
3.2% |
26% |
False |
False |
213,897 |
| 20 |
1,988.0 |
1,728.5 |
259.5 |
14.5% |
45.4 |
2.5% |
22% |
False |
False |
107,123 |
| 40 |
2,033.3 |
1,728.5 |
304.8 |
17.1% |
41.1 |
2.3% |
19% |
False |
False |
53,694 |
| 60 |
2,033.3 |
1,728.5 |
304.8 |
17.1% |
39.6 |
2.2% |
19% |
False |
False |
35,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,103.0 |
|
2.618 |
1,986.9 |
|
1.618 |
1,915.8 |
|
1.000 |
1,871.9 |
|
0.618 |
1,844.7 |
|
HIGH |
1,800.8 |
|
0.618 |
1,773.6 |
|
0.500 |
1,765.3 |
|
0.382 |
1,756.9 |
|
LOW |
1,729.7 |
|
0.618 |
1,685.8 |
|
1.000 |
1,658.6 |
|
1.618 |
1,614.7 |
|
2.618 |
1,543.6 |
|
4.250 |
1,427.5 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,779.2 |
1,782.2 |
| PP |
1,772.2 |
1,778.2 |
| S1 |
1,765.3 |
1,774.3 |
|