| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,798.6 |
1,745.8 |
-52.8 |
-2.9% |
1,797.4 |
| High |
1,799.2 |
1,774.9 |
-24.3 |
-1.4% |
1,825.4 |
| Low |
1,739.2 |
1,716.7 |
-22.5 |
-1.3% |
1,728.5 |
| Close |
1,741.0 |
1,732.5 |
-8.5 |
-0.5% |
1,738.4 |
| Range |
60.0 |
58.2 |
-1.8 |
-3.0% |
96.9 |
| ATR |
51.6 |
52.0 |
0.5 |
0.9% |
0.0 |
| Volume |
237,040 |
284,968 |
47,928 |
20.2% |
2,140,228 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,916.0 |
1,882.4 |
1,764.5 |
|
| R3 |
1,857.8 |
1,824.2 |
1,748.5 |
|
| R2 |
1,799.6 |
1,799.6 |
1,743.2 |
|
| R1 |
1,766.0 |
1,766.0 |
1,737.8 |
1,753.7 |
| PP |
1,741.4 |
1,741.4 |
1,741.4 |
1,735.2 |
| S1 |
1,707.8 |
1,707.8 |
1,727.2 |
1,695.5 |
| S2 |
1,683.2 |
1,683.2 |
1,721.8 |
|
| S3 |
1,625.0 |
1,649.6 |
1,716.5 |
|
| S4 |
1,566.8 |
1,591.4 |
1,700.5 |
|
|
| 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 |
1,808.2 |
1,708.0 |
100.2 |
5.8% |
59.9 |
3.5% |
24% |
False |
False |
263,482 |
| 10 |
1,855.1 |
1,708.0 |
147.1 |
8.5% |
67.9 |
3.9% |
17% |
False |
False |
342,834 |
| 20 |
1,954.6 |
1,708.0 |
246.6 |
14.2% |
51.3 |
3.0% |
10% |
False |
False |
172,918 |
| 40 |
2,033.3 |
1,708.0 |
325.3 |
18.8% |
44.4 |
2.6% |
8% |
False |
False |
86,567 |
| 60 |
2,033.3 |
1,708.0 |
325.3 |
18.8% |
41.4 |
2.4% |
8% |
False |
False |
57,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,022.3 |
|
2.618 |
1,927.3 |
|
1.618 |
1,869.1 |
|
1.000 |
1,833.1 |
|
0.618 |
1,810.9 |
|
HIGH |
1,774.9 |
|
0.618 |
1,752.7 |
|
0.500 |
1,745.8 |
|
0.382 |
1,738.9 |
|
LOW |
1,716.7 |
|
0.618 |
1,680.7 |
|
1.000 |
1,658.5 |
|
1.618 |
1,622.5 |
|
2.618 |
1,564.3 |
|
4.250 |
1,469.4 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,745.8 |
1,762.5 |
| PP |
1,741.4 |
1,752.5 |
| S1 |
1,736.9 |
1,742.5 |
|