| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,317.75 |
12,379.75 |
62.00 |
0.5% |
12,137.00 |
| High |
12,394.00 |
12,493.25 |
99.25 |
0.8% |
12,462.75 |
| Low |
12,247.75 |
12,114.25 |
-133.50 |
-1.1% |
11,964.25 |
| Close |
12,368.75 |
12,144.25 |
-224.50 |
-1.8% |
12,446.50 |
| Range |
146.25 |
379.00 |
232.75 |
159.1% |
498.50 |
| ATR |
250.70 |
259.86 |
9.16 |
3.7% |
0.00 |
| Volume |
18,654 |
64,589 |
45,935 |
246.2% |
13,671 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,387.50 |
13,145.00 |
12,352.75 |
|
| R3 |
13,008.50 |
12,766.00 |
12,248.50 |
|
| R2 |
12,629.50 |
12,629.50 |
12,213.75 |
|
| R1 |
12,387.00 |
12,387.00 |
12,179.00 |
12,318.75 |
| PP |
12,250.50 |
12,250.50 |
12,250.50 |
12,216.50 |
| S1 |
12,008.00 |
12,008.00 |
12,109.50 |
11,939.75 |
| S2 |
11,871.50 |
11,871.50 |
12,074.75 |
|
| S3 |
11,492.50 |
11,629.00 |
12,040.00 |
|
| S4 |
11,113.50 |
11,250.00 |
11,935.75 |
|
|
| 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 |
12,114.25 |
508.75 |
4.2% |
257.75 |
2.1% |
6% |
False |
True |
22,764 |
| 10 |
12,623.00 |
11,964.25 |
658.75 |
5.4% |
240.00 |
2.0% |
27% |
False |
False |
12,607 |
| 20 |
12,926.25 |
11,964.25 |
962.00 |
7.9% |
250.50 |
2.1% |
19% |
False |
False |
6,956 |
| 40 |
13,078.00 |
11,361.25 |
1,716.75 |
14.1% |
267.50 |
2.2% |
46% |
False |
False |
3,991 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
18.2% |
274.50 |
2.3% |
58% |
False |
False |
2,859 |
| 80 |
13,078.00 |
10,870.00 |
2,208.00 |
18.2% |
259.75 |
2.1% |
58% |
False |
False |
2,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,104.00 |
|
2.618 |
13,485.50 |
|
1.618 |
13,106.50 |
|
1.000 |
12,872.25 |
|
0.618 |
12,727.50 |
|
HIGH |
12,493.25 |
|
0.618 |
12,348.50 |
|
0.500 |
12,303.75 |
|
0.382 |
12,259.00 |
|
LOW |
12,114.25 |
|
0.618 |
11,880.00 |
|
1.000 |
11,735.25 |
|
1.618 |
11,501.00 |
|
2.618 |
11,122.00 |
|
4.250 |
10,503.50 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,303.75 |
12,317.00 |
| PP |
12,250.50 |
12,259.50 |
| S1 |
12,197.50 |
12,201.75 |
|