| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,784.7 |
1,749.2 |
-35.5 |
-2.0% |
1,797.4 |
| High |
1,795.6 |
1,779.4 |
-16.2 |
-0.9% |
1,825.4 |
| Low |
1,733.0 |
1,708.0 |
-25.0 |
-1.4% |
1,728.5 |
| Close |
1,738.4 |
1,760.7 |
22.3 |
1.3% |
1,738.4 |
| Range |
62.6 |
71.4 |
8.8 |
14.1% |
96.9 |
| ATR |
49.6 |
51.2 |
1.6 |
3.1% |
0.0 |
| Volume |
315,824 |
263,382 |
-52,442 |
-16.6% |
2,140,228 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,963.6 |
1,933.5 |
1,800.0 |
|
| R3 |
1,892.2 |
1,862.1 |
1,780.3 |
|
| R2 |
1,820.8 |
1,820.8 |
1,773.8 |
|
| R1 |
1,790.7 |
1,790.7 |
1,767.2 |
1,805.8 |
| PP |
1,749.4 |
1,749.4 |
1,749.4 |
1,756.9 |
| S1 |
1,719.3 |
1,719.3 |
1,754.2 |
1,734.4 |
| S2 |
1,678.0 |
1,678.0 |
1,747.6 |
|
| S3 |
1,606.6 |
1,647.9 |
1,741.1 |
|
| S4 |
1,535.2 |
1,576.5 |
1,721.4 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.8 |
1,993.5 |
1,791.7 |
|
| R3 |
1,957.9 |
1,896.6 |
1,765.0 |
|
| R2 |
1,861.0 |
1,861.0 |
1,756.2 |
|
| R1 |
1,799.7 |
1,799.7 |
1,747.3 |
1,781.9 |
| PP |
1,764.1 |
1,764.1 |
1,764.1 |
1,755.2 |
| S1 |
1,702.8 |
1,702.8 |
1,729.5 |
1,685.0 |
| S2 |
1,667.2 |
1,667.2 |
1,720.6 |
|
| S3 |
1,570.3 |
1,605.9 |
1,711.8 |
|
| S4 |
1,473.4 |
1,509.0 |
1,685.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,820.0 |
1,708.0 |
112.0 |
6.4% |
68.0 |
3.9% |
47% |
False |
True |
362,909 |
| 10 |
1,927.0 |
1,708.0 |
219.0 |
12.4% |
63.5 |
3.6% |
24% |
False |
True |
271,654 |
| 20 |
1,968.7 |
1,708.0 |
260.7 |
14.8% |
49.0 |
2.8% |
20% |
False |
True |
136,054 |
| 40 |
2,033.3 |
1,708.0 |
325.3 |
18.5% |
42.6 |
2.4% |
16% |
False |
True |
68,140 |
| 60 |
2,033.3 |
1,708.0 |
325.3 |
18.5% |
40.6 |
2.3% |
16% |
False |
True |
45,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,082.9 |
|
2.618 |
1,966.3 |
|
1.618 |
1,894.9 |
|
1.000 |
1,850.8 |
|
0.618 |
1,823.5 |
|
HIGH |
1,779.4 |
|
0.618 |
1,752.1 |
|
0.500 |
1,743.7 |
|
0.382 |
1,735.3 |
|
LOW |
1,708.0 |
|
0.618 |
1,663.9 |
|
1.000 |
1,636.6 |
|
1.618 |
1,592.5 |
|
2.618 |
1,521.1 |
|
4.250 |
1,404.6 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,755.0 |
1,758.6 |
| PP |
1,749.4 |
1,756.5 |
| S1 |
1,743.7 |
1,754.4 |
|