| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,444.25 |
12,451.00 |
6.75 |
0.1% |
12,137.00 |
| High |
12,623.00 |
12,519.75 |
-103.25 |
-0.8% |
12,462.75 |
| Low |
12,412.50 |
12,281.25 |
-131.25 |
-1.1% |
11,964.25 |
| Close |
12,460.50 |
12,308.00 |
-152.50 |
-1.2% |
12,446.50 |
| Range |
210.50 |
238.50 |
28.00 |
13.3% |
498.50 |
| ATR |
260.29 |
258.73 |
-1.56 |
-0.6% |
0.00 |
| Volume |
8,432 |
19,038 |
10,606 |
125.8% |
13,671 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,085.25 |
12,935.00 |
12,439.25 |
|
| R3 |
12,846.75 |
12,696.50 |
12,373.50 |
|
| R2 |
12,608.25 |
12,608.25 |
12,351.75 |
|
| R1 |
12,458.00 |
12,458.00 |
12,329.75 |
12,414.00 |
| PP |
12,369.75 |
12,369.75 |
12,369.75 |
12,347.50 |
| S1 |
12,219.50 |
12,219.50 |
12,286.25 |
12,175.50 |
| S2 |
12,131.25 |
12,131.25 |
12,264.25 |
|
| S3 |
11,892.75 |
11,981.00 |
12,242.50 |
|
| S4 |
11,654.25 |
11,742.50 |
12,176.75 |
|
|
| 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 |
12,623.00 |
11,964.25 |
658.75 |
5.4% |
249.25 |
2.0% |
52% |
False |
False |
7,554 |
| 10 |
12,623.00 |
11,964.25 |
658.75 |
5.4% |
226.00 |
1.8% |
52% |
False |
False |
4,698 |
| 20 |
12,954.75 |
11,964.25 |
990.50 |
8.0% |
257.00 |
2.1% |
35% |
False |
False |
2,895 |
| 40 |
13,078.00 |
11,216.50 |
1,861.50 |
15.1% |
265.75 |
2.2% |
59% |
False |
False |
1,936 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
17.9% |
272.50 |
2.2% |
65% |
False |
False |
1,473 |
| 80 |
13,078.00 |
10,870.00 |
2,208.00 |
17.9% |
265.75 |
2.2% |
65% |
False |
False |
1,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,533.50 |
|
2.618 |
13,144.25 |
|
1.618 |
12,905.75 |
|
1.000 |
12,758.25 |
|
0.618 |
12,667.25 |
|
HIGH |
12,519.75 |
|
0.618 |
12,428.75 |
|
0.500 |
12,400.50 |
|
0.382 |
12,372.25 |
|
LOW |
12,281.25 |
|
0.618 |
12,133.75 |
|
1.000 |
12,042.75 |
|
1.618 |
11,895.25 |
|
2.618 |
11,656.75 |
|
4.250 |
11,267.50 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,400.50 |
12,385.50 |
| PP |
12,369.75 |
12,359.75 |
| S1 |
12,338.75 |
12,333.75 |
|