| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,708.00 |
12,690.00 |
-18.00 |
-0.1% |
12,014.00 |
| High |
12,811.25 |
12,750.00 |
-61.25 |
-0.5% |
12,811.25 |
| Low |
12,569.50 |
12,525.25 |
-44.25 |
-0.4% |
11,806.25 |
| Close |
12,644.75 |
12,688.50 |
43.75 |
0.3% |
12,644.75 |
| Range |
241.75 |
224.75 |
-17.00 |
-7.0% |
1,005.00 |
| ATR |
287.58 |
283.09 |
-4.49 |
-1.6% |
0.00 |
| Volume |
734,052 |
694,471 |
-39,581 |
-5.4% |
3,839,589 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,328.75 |
13,233.50 |
12,812.00 |
|
| R3 |
13,104.00 |
13,008.75 |
12,750.25 |
|
| R2 |
12,879.25 |
12,879.25 |
12,729.75 |
|
| R1 |
12,784.00 |
12,784.00 |
12,709.00 |
12,719.25 |
| PP |
12,654.50 |
12,654.50 |
12,654.50 |
12,622.25 |
| S1 |
12,559.25 |
12,559.25 |
12,668.00 |
12,494.50 |
| S2 |
12,429.75 |
12,429.75 |
12,647.25 |
|
| S3 |
12,205.00 |
12,334.50 |
12,626.75 |
|
| S4 |
11,980.25 |
12,109.75 |
12,565.00 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,435.75 |
15,045.25 |
13,197.50 |
|
| R3 |
14,430.75 |
14,040.25 |
12,921.00 |
|
| R2 |
13,425.75 |
13,425.75 |
12,829.00 |
|
| R1 |
13,035.25 |
13,035.25 |
12,737.00 |
13,230.50 |
| PP |
12,420.75 |
12,420.75 |
12,420.75 |
12,518.50 |
| S1 |
12,030.25 |
12,030.25 |
12,552.50 |
12,225.50 |
| S2 |
11,415.75 |
11,415.75 |
12,460.50 |
|
| S3 |
10,410.75 |
11,025.25 |
12,368.50 |
|
| S4 |
9,405.75 |
10,020.25 |
12,092.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,811.25 |
12,032.25 |
779.00 |
6.1% |
304.75 |
2.4% |
84% |
False |
False |
749,202 |
| 10 |
12,811.25 |
11,806.25 |
1,005.00 |
7.9% |
302.75 |
2.4% |
88% |
False |
False |
495,986 |
| 20 |
12,811.25 |
11,806.25 |
1,005.00 |
7.9% |
268.50 |
2.1% |
88% |
False |
False |
249,447 |
| 40 |
13,078.00 |
11,728.75 |
1,349.25 |
10.6% |
282.00 |
2.2% |
71% |
False |
False |
125,266 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
17.4% |
275.50 |
2.2% |
82% |
False |
False |
83,782 |
| 80 |
13,078.00 |
10,870.00 |
2,208.00 |
17.4% |
270.75 |
2.1% |
82% |
False |
False |
62,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,705.25 |
|
2.618 |
13,338.50 |
|
1.618 |
13,113.75 |
|
1.000 |
12,974.75 |
|
0.618 |
12,889.00 |
|
HIGH |
12,750.00 |
|
0.618 |
12,664.25 |
|
0.500 |
12,637.50 |
|
0.382 |
12,611.00 |
|
LOW |
12,525.25 |
|
0.618 |
12,386.25 |
|
1.000 |
12,300.50 |
|
1.618 |
12,161.50 |
|
2.618 |
11,936.75 |
|
4.250 |
11,570.00 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,671.50 |
12,646.50 |
| PP |
12,654.50 |
12,604.50 |
| S1 |
12,637.50 |
12,562.50 |
|