| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,138.50 |
12,014.00 |
-124.50 |
-1.0% |
12,444.25 |
| High |
12,249.25 |
12,222.75 |
-26.50 |
-0.2% |
12,623.00 |
| Low |
11,925.75 |
11,806.25 |
-119.50 |
-1.0% |
11,925.75 |
| Close |
11,969.00 |
12,055.00 |
86.00 |
0.7% |
11,969.00 |
| Range |
323.50 |
416.50 |
93.00 |
28.7% |
697.25 |
| ATR |
264.41 |
275.27 |
10.86 |
4.1% |
0.00 |
| Volume |
323,525 |
788,049 |
464,524 |
143.6% |
434,238 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,277.50 |
13,082.75 |
12,284.00 |
|
| R3 |
12,861.00 |
12,666.25 |
12,169.50 |
|
| R2 |
12,444.50 |
12,444.50 |
12,131.25 |
|
| R1 |
12,249.75 |
12,249.75 |
12,093.25 |
12,347.00 |
| PP |
12,028.00 |
12,028.00 |
12,028.00 |
12,076.75 |
| S1 |
11,833.25 |
11,833.25 |
12,016.75 |
11,930.50 |
| S2 |
11,611.50 |
11,611.50 |
11,978.75 |
|
| S3 |
11,195.00 |
11,416.75 |
11,940.50 |
|
| S4 |
10,778.50 |
11,000.25 |
11,826.00 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,264.25 |
13,814.00 |
12,352.50 |
|
| R3 |
13,567.00 |
13,116.75 |
12,160.75 |
|
| R2 |
12,869.75 |
12,869.75 |
12,096.75 |
|
| R1 |
12,419.50 |
12,419.50 |
12,033.00 |
12,296.00 |
| PP |
12,172.50 |
12,172.50 |
12,172.50 |
12,111.00 |
| S1 |
11,722.25 |
11,722.25 |
11,905.00 |
11,598.75 |
| S2 |
11,475.25 |
11,475.25 |
11,841.25 |
|
| S3 |
10,778.00 |
11,025.00 |
11,777.25 |
|
| S4 |
10,080.75 |
10,327.75 |
11,585.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,519.75 |
11,806.25 |
713.50 |
5.9% |
300.75 |
2.5% |
35% |
False |
True |
242,771 |
| 10 |
12,623.00 |
11,806.25 |
816.75 |
6.8% |
265.50 |
2.2% |
30% |
False |
True |
123,465 |
| 20 |
12,926.25 |
11,806.25 |
1,120.00 |
9.3% |
259.50 |
2.2% |
22% |
False |
True |
62,459 |
| 40 |
13,078.00 |
11,429.75 |
1,648.25 |
13.7% |
273.25 |
2.3% |
38% |
False |
False |
31,743 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
18.3% |
275.25 |
2.3% |
54% |
False |
False |
21,382 |
| 80 |
13,078.00 |
10,870.00 |
2,208.00 |
18.3% |
263.50 |
2.2% |
54% |
False |
False |
16,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,993.00 |
|
2.618 |
13,313.25 |
|
1.618 |
12,896.75 |
|
1.000 |
12,639.25 |
|
0.618 |
12,480.25 |
|
HIGH |
12,222.75 |
|
0.618 |
12,063.75 |
|
0.500 |
12,014.50 |
|
0.382 |
11,965.25 |
|
LOW |
11,806.25 |
|
0.618 |
11,548.75 |
|
1.000 |
11,389.75 |
|
1.618 |
11,132.25 |
|
2.618 |
10,715.75 |
|
4.250 |
10,036.00 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,041.50 |
12,149.75 |
| PP |
12,028.00 |
12,118.25 |
| S1 |
12,014.50 |
12,086.50 |
|