| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,080.00 |
12,329.75 |
249.75 |
2.1% |
12,444.25 |
| High |
12,356.50 |
12,407.50 |
51.00 |
0.4% |
12,623.00 |
| Low |
12,032.25 |
12,096.75 |
64.50 |
0.5% |
11,925.75 |
| Close |
12,337.00 |
12,377.75 |
40.75 |
0.3% |
11,969.00 |
| Range |
324.25 |
310.75 |
-13.50 |
-4.2% |
697.25 |
| ATR |
278.77 |
281.06 |
2.28 |
0.8% |
0.00 |
| Volume |
747,697 |
833,272 |
85,575 |
11.4% |
434,238 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,226.25 |
13,112.75 |
12,548.75 |
|
| R3 |
12,915.50 |
12,802.00 |
12,463.25 |
|
| R2 |
12,604.75 |
12,604.75 |
12,434.75 |
|
| R1 |
12,491.25 |
12,491.25 |
12,406.25 |
12,548.00 |
| PP |
12,294.00 |
12,294.00 |
12,294.00 |
12,322.50 |
| S1 |
12,180.50 |
12,180.50 |
12,349.25 |
12,237.25 |
| S2 |
11,983.25 |
11,983.25 |
12,320.75 |
|
| S3 |
11,672.50 |
11,869.75 |
12,292.25 |
|
| S4 |
11,361.75 |
11,559.00 |
12,206.75 |
|
|
| 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 |
12,493.25 |
11,806.25 |
687.00 |
5.6% |
350.75 |
2.8% |
83% |
False |
False |
551,426 |
| 10 |
12,623.00 |
11,806.25 |
816.75 |
6.6% |
292.75 |
2.4% |
70% |
False |
False |
280,985 |
| 20 |
12,926.25 |
11,806.25 |
1,120.00 |
9.0% |
261.75 |
2.1% |
51% |
False |
False |
141,405 |
| 40 |
13,078.00 |
11,429.75 |
1,648.25 |
13.3% |
279.25 |
2.3% |
58% |
False |
False |
71,228 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
17.8% |
272.25 |
2.2% |
68% |
False |
False |
47,726 |
| 80 |
13,078.00 |
10,870.00 |
2,208.00 |
17.8% |
265.75 |
2.1% |
68% |
False |
False |
35,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,728.25 |
|
2.618 |
13,221.00 |
|
1.618 |
12,910.25 |
|
1.000 |
12,718.25 |
|
0.618 |
12,599.50 |
|
HIGH |
12,407.50 |
|
0.618 |
12,288.75 |
|
0.500 |
12,252.00 |
|
0.382 |
12,215.50 |
|
LOW |
12,096.75 |
|
0.618 |
11,904.75 |
|
1.000 |
11,786.00 |
|
1.618 |
11,594.00 |
|
2.618 |
11,283.25 |
|
4.250 |
10,776.00 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,336.00 |
12,287.50 |
| PP |
12,294.00 |
12,197.25 |
| S1 |
12,252.00 |
12,107.00 |
|