| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,690.00 |
12,699.75 |
9.75 |
0.1% |
12,014.00 |
| High |
12,750.00 |
12,898.25 |
148.25 |
1.2% |
12,811.25 |
| Low |
12,525.25 |
12,676.50 |
151.25 |
1.2% |
11,806.25 |
| Close |
12,688.50 |
12,867.25 |
178.75 |
1.4% |
12,644.75 |
| Range |
224.75 |
221.75 |
-3.00 |
-1.3% |
1,005.00 |
| ATR |
283.09 |
278.71 |
-4.38 |
-1.5% |
0.00 |
| Volume |
694,471 |
565,860 |
-128,611 |
-18.5% |
3,839,589 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,479.25 |
13,395.00 |
12,989.25 |
|
| R3 |
13,257.50 |
13,173.25 |
12,928.25 |
|
| R2 |
13,035.75 |
13,035.75 |
12,908.00 |
|
| R1 |
12,951.50 |
12,951.50 |
12,887.50 |
12,993.50 |
| PP |
12,814.00 |
12,814.00 |
12,814.00 |
12,835.00 |
| S1 |
12,729.75 |
12,729.75 |
12,847.00 |
12,772.00 |
| S2 |
12,592.25 |
12,592.25 |
12,826.50 |
|
| S3 |
12,370.50 |
12,508.00 |
12,806.25 |
|
| S4 |
12,148.75 |
12,286.25 |
12,745.25 |
|
|
| 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 |
12,898.25 |
12,096.75 |
801.50 |
6.2% |
284.25 |
2.2% |
96% |
True |
False |
712,834 |
| 10 |
12,898.25 |
11,806.25 |
1,092.00 |
8.5% |
301.00 |
2.3% |
97% |
True |
False |
550,668 |
| 20 |
12,898.25 |
11,806.25 |
1,092.00 |
8.5% |
263.50 |
2.0% |
97% |
True |
False |
277,683 |
| 40 |
13,078.00 |
11,728.75 |
1,349.25 |
10.5% |
279.25 |
2.2% |
84% |
False |
False |
139,388 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
17.2% |
276.00 |
2.1% |
90% |
False |
False |
93,210 |
| 80 |
13,078.00 |
10,870.00 |
2,208.00 |
17.2% |
270.75 |
2.1% |
90% |
False |
False |
69,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,840.75 |
|
2.618 |
13,478.75 |
|
1.618 |
13,257.00 |
|
1.000 |
13,120.00 |
|
0.618 |
13,035.25 |
|
HIGH |
12,898.25 |
|
0.618 |
12,813.50 |
|
0.500 |
12,787.50 |
|
0.382 |
12,761.25 |
|
LOW |
12,676.50 |
|
0.618 |
12,539.50 |
|
1.000 |
12,454.75 |
|
1.618 |
12,317.75 |
|
2.618 |
12,096.00 |
|
4.250 |
11,734.00 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,840.50 |
12,815.50 |
| PP |
12,814.00 |
12,763.50 |
| S1 |
12,787.50 |
12,711.75 |
|