| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,699.75 |
12,873.25 |
173.50 |
1.4% |
12,014.00 |
| High |
12,898.25 |
13,082.00 |
183.75 |
1.4% |
12,811.25 |
| Low |
12,676.50 |
12,678.00 |
1.50 |
0.0% |
11,806.25 |
| Close |
12,867.25 |
12,707.00 |
-160.25 |
-1.2% |
12,644.75 |
| Range |
221.75 |
404.00 |
182.25 |
82.2% |
1,005.00 |
| ATR |
278.71 |
287.66 |
8.95 |
3.2% |
0.00 |
| Volume |
565,860 |
713,083 |
147,223 |
26.0% |
3,839,589 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,034.25 |
13,774.75 |
12,929.25 |
|
| R3 |
13,630.25 |
13,370.75 |
12,818.00 |
|
| R2 |
13,226.25 |
13,226.25 |
12,781.00 |
|
| R1 |
12,966.75 |
12,966.75 |
12,744.00 |
12,894.50 |
| PP |
12,822.25 |
12,822.25 |
12,822.25 |
12,786.25 |
| S1 |
12,562.75 |
12,562.75 |
12,670.00 |
12,490.50 |
| S2 |
12,418.25 |
12,418.25 |
12,633.00 |
|
| S3 |
12,014.25 |
12,158.75 |
12,596.00 |
|
| S4 |
11,610.25 |
11,754.75 |
12,484.75 |
|
|
| 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 |
13,082.00 |
12,314.00 |
768.00 |
6.0% |
302.75 |
2.4% |
51% |
True |
False |
688,797 |
| 10 |
13,082.00 |
11,806.25 |
1,275.75 |
10.0% |
326.75 |
2.6% |
71% |
True |
False |
620,111 |
| 20 |
13,082.00 |
11,806.25 |
1,275.75 |
10.0% |
276.00 |
2.2% |
71% |
True |
False |
313,243 |
| 40 |
13,082.00 |
11,728.75 |
1,353.25 |
10.6% |
285.25 |
2.2% |
72% |
True |
False |
157,201 |
| 60 |
13,082.00 |
10,870.00 |
2,212.00 |
17.4% |
274.25 |
2.2% |
83% |
True |
False |
105,083 |
| 80 |
13,082.00 |
10,870.00 |
2,212.00 |
17.4% |
274.00 |
2.2% |
83% |
True |
False |
78,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,799.00 |
|
2.618 |
14,139.75 |
|
1.618 |
13,735.75 |
|
1.000 |
13,486.00 |
|
0.618 |
13,331.75 |
|
HIGH |
13,082.00 |
|
0.618 |
12,927.75 |
|
0.500 |
12,880.00 |
|
0.382 |
12,832.25 |
|
LOW |
12,678.00 |
|
0.618 |
12,428.25 |
|
1.000 |
12,274.00 |
|
1.618 |
12,024.25 |
|
2.618 |
11,620.25 |
|
4.250 |
10,961.00 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,880.00 |
12,803.50 |
| PP |
12,822.25 |
12,771.50 |
| S1 |
12,764.75 |
12,739.25 |
|