| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,104.25 |
12,177.50 |
73.25 |
0.6% |
12,137.00 |
| High |
12,228.75 |
12,462.75 |
234.00 |
1.9% |
12,462.75 |
| Low |
11,964.25 |
12,148.00 |
183.75 |
1.5% |
11,964.25 |
| Close |
12,193.25 |
12,446.50 |
253.25 |
2.1% |
12,446.50 |
| Range |
264.50 |
314.75 |
50.25 |
19.0% |
498.50 |
| ATR |
260.23 |
264.12 |
3.89 |
1.5% |
0.00 |
| Volume |
3,489 |
3,110 |
-379 |
-10.9% |
13,671 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,296.75 |
13,186.25 |
12,619.50 |
|
| R3 |
12,982.00 |
12,871.50 |
12,533.00 |
|
| R2 |
12,667.25 |
12,667.25 |
12,504.25 |
|
| R1 |
12,556.75 |
12,556.75 |
12,475.25 |
12,612.00 |
| PP |
12,352.50 |
12,352.50 |
12,352.50 |
12,380.00 |
| S1 |
12,242.00 |
12,242.00 |
12,417.75 |
12,297.25 |
| S2 |
12,037.75 |
12,037.75 |
12,388.75 |
|
| S3 |
11,723.00 |
11,927.25 |
12,360.00 |
|
| S4 |
11,408.25 |
11,612.50 |
12,273.50 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,786.75 |
13,615.00 |
12,720.75 |
|
| R3 |
13,288.25 |
13,116.50 |
12,583.50 |
|
| R2 |
12,789.75 |
12,789.75 |
12,538.00 |
|
| R1 |
12,618.00 |
12,618.00 |
12,492.25 |
12,704.00 |
| PP |
12,291.25 |
12,291.25 |
12,291.25 |
12,334.00 |
| S1 |
12,119.50 |
12,119.50 |
12,400.75 |
12,205.50 |
| S2 |
11,792.75 |
11,792.75 |
12,355.00 |
|
| S3 |
11,294.25 |
11,621.00 |
12,309.50 |
|
| S4 |
10,795.75 |
11,122.50 |
12,172.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,462.75 |
11,964.25 |
498.50 |
4.0% |
227.75 |
1.8% |
97% |
True |
False |
2,734 |
| 10 |
12,588.00 |
11,964.25 |
623.75 |
5.0% |
232.25 |
1.9% |
77% |
False |
False |
2,210 |
| 20 |
13,012.00 |
11,964.25 |
1,047.75 |
8.4% |
258.00 |
2.1% |
46% |
False |
False |
1,648 |
| 40 |
13,078.00 |
10,870.00 |
2,208.00 |
17.7% |
270.75 |
2.2% |
71% |
False |
False |
1,297 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
17.7% |
272.25 |
2.2% |
71% |
False |
False |
1,015 |
| 80 |
13,078.00 |
10,870.00 |
2,208.00 |
17.7% |
265.50 |
2.1% |
71% |
False |
False |
763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,800.50 |
|
2.618 |
13,286.75 |
|
1.618 |
12,972.00 |
|
1.000 |
12,777.50 |
|
0.618 |
12,657.25 |
|
HIGH |
12,462.75 |
|
0.618 |
12,342.50 |
|
0.500 |
12,305.50 |
|
0.382 |
12,268.25 |
|
LOW |
12,148.00 |
|
0.618 |
11,953.50 |
|
1.000 |
11,833.25 |
|
1.618 |
11,638.75 |
|
2.618 |
11,324.00 |
|
4.250 |
10,810.25 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,399.50 |
12,368.75 |
| PP |
12,352.50 |
12,291.25 |
| S1 |
12,305.50 |
12,213.50 |
|