| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,234.25 |
12,173.00 |
-61.25 |
-0.5% |
12,515.50 |
| High |
12,304.75 |
12,275.50 |
-29.25 |
-0.2% |
12,550.75 |
| Low |
12,160.25 |
12,058.00 |
-102.25 |
-0.8% |
12,058.00 |
| Close |
12,206.00 |
12,094.00 |
-112.00 |
-0.9% |
12,129.75 |
| Range |
144.50 |
217.50 |
73.00 |
50.5% |
492.75 |
| ATR |
263.16 |
259.90 |
-3.26 |
-1.2% |
0.00 |
| Volume |
2,068 |
3,704 |
1,636 |
79.1% |
6,980 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,795.00 |
12,662.00 |
12,213.50 |
|
| R3 |
12,577.50 |
12,444.50 |
12,153.75 |
|
| R2 |
12,360.00 |
12,360.00 |
12,134.00 |
|
| R1 |
12,227.00 |
12,227.00 |
12,114.00 |
12,184.75 |
| PP |
12,142.50 |
12,142.50 |
12,142.50 |
12,121.50 |
| S1 |
12,009.50 |
12,009.50 |
12,074.00 |
11,967.25 |
| S2 |
11,925.00 |
11,925.00 |
12,054.00 |
|
| S3 |
11,707.50 |
11,792.00 |
12,034.25 |
|
| S4 |
11,490.00 |
11,574.50 |
11,974.50 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,724.50 |
13,419.75 |
12,400.75 |
|
| R3 |
13,231.75 |
12,927.00 |
12,265.25 |
|
| R2 |
12,739.00 |
12,739.00 |
12,220.00 |
|
| R1 |
12,434.25 |
12,434.25 |
12,175.00 |
12,340.25 |
| PP |
12,246.25 |
12,246.25 |
12,246.25 |
12,199.00 |
| S1 |
11,941.50 |
11,941.50 |
12,084.50 |
11,847.50 |
| S2 |
11,753.50 |
11,753.50 |
12,039.50 |
|
| S3 |
11,260.75 |
11,448.75 |
11,994.25 |
|
| S4 |
10,768.00 |
10,956.00 |
11,858.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,394.75 |
12,058.00 |
336.75 |
2.8% |
215.00 |
1.8% |
11% |
False |
True |
2,204 |
| 10 |
12,926.25 |
12,058.00 |
868.25 |
7.2% |
230.75 |
1.9% |
4% |
False |
True |
1,824 |
| 20 |
13,078.00 |
12,058.00 |
1,020.00 |
8.4% |
274.50 |
2.3% |
4% |
False |
True |
1,497 |
| 40 |
13,078.00 |
10,870.00 |
2,208.00 |
18.3% |
269.50 |
2.2% |
55% |
False |
False |
1,197 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
18.3% |
270.50 |
2.2% |
55% |
False |
False |
906 |
| 80 |
13,078.00 |
10,870.00 |
2,208.00 |
18.3% |
263.00 |
2.2% |
55% |
False |
False |
681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,200.00 |
|
2.618 |
12,845.00 |
|
1.618 |
12,627.50 |
|
1.000 |
12,493.00 |
|
0.618 |
12,410.00 |
|
HIGH |
12,275.50 |
|
0.618 |
12,192.50 |
|
0.500 |
12,166.75 |
|
0.382 |
12,141.00 |
|
LOW |
12,058.00 |
|
0.618 |
11,923.50 |
|
1.000 |
11,840.50 |
|
1.618 |
11,706.00 |
|
2.618 |
11,488.50 |
|
4.250 |
11,133.50 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,166.75 |
12,190.00 |
| PP |
12,142.50 |
12,158.00 |
| S1 |
12,118.25 |
12,126.00 |
|