| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,329.75 |
12,398.75 |
69.00 |
0.6% |
12,444.25 |
| High |
12,407.50 |
12,735.75 |
328.25 |
2.6% |
12,623.00 |
| Low |
12,096.75 |
12,314.00 |
217.25 |
1.8% |
11,925.75 |
| Close |
12,377.75 |
12,715.50 |
337.75 |
2.7% |
11,969.00 |
| Range |
310.75 |
421.75 |
111.00 |
35.7% |
697.25 |
| ATR |
281.06 |
291.10 |
10.05 |
3.6% |
0.00 |
| Volume |
833,272 |
736,519 |
-96,753 |
-11.6% |
434,238 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,853.75 |
13,706.25 |
12,947.50 |
|
| R3 |
13,432.00 |
13,284.50 |
12,831.50 |
|
| R2 |
13,010.25 |
13,010.25 |
12,792.75 |
|
| R1 |
12,862.75 |
12,862.75 |
12,754.25 |
12,936.50 |
| PP |
12,588.50 |
12,588.50 |
12,588.50 |
12,625.25 |
| S1 |
12,441.00 |
12,441.00 |
12,676.75 |
12,514.75 |
| S2 |
12,166.75 |
12,166.75 |
12,638.25 |
|
| S3 |
11,745.00 |
12,019.25 |
12,599.50 |
|
| S4 |
11,323.25 |
11,597.50 |
12,483.50 |
|
|
| 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 |
12,735.75 |
11,806.25 |
929.50 |
7.3% |
359.25 |
2.8% |
98% |
True |
False |
685,812 |
| 10 |
12,735.75 |
11,806.25 |
929.50 |
7.3% |
308.50 |
2.4% |
98% |
True |
False |
354,288 |
| 20 |
12,926.25 |
11,806.25 |
1,120.00 |
8.8% |
271.25 |
2.1% |
81% |
False |
False |
178,185 |
| 40 |
13,078.00 |
11,429.75 |
1,648.25 |
13.0% |
282.75 |
2.2% |
78% |
False |
False |
89,592 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
17.4% |
275.75 |
2.2% |
84% |
False |
False |
59,992 |
| 80 |
13,078.00 |
10,870.00 |
2,208.00 |
17.4% |
268.00 |
2.1% |
84% |
False |
False |
45,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,528.25 |
|
2.618 |
13,840.00 |
|
1.618 |
13,418.25 |
|
1.000 |
13,157.50 |
|
0.618 |
12,996.50 |
|
HIGH |
12,735.75 |
|
0.618 |
12,574.75 |
|
0.500 |
12,525.00 |
|
0.382 |
12,475.00 |
|
LOW |
12,314.00 |
|
0.618 |
12,053.25 |
|
1.000 |
11,892.25 |
|
1.618 |
11,631.50 |
|
2.618 |
11,209.75 |
|
4.250 |
10,521.50 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,652.00 |
12,605.00 |
| PP |
12,588.50 |
12,494.50 |
| S1 |
12,525.00 |
12,384.00 |
|