| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,873.25 |
12,695.00 |
-178.25 |
-1.4% |
12,014.00 |
| High |
13,082.00 |
13,031.00 |
-51.00 |
-0.4% |
12,811.25 |
| Low |
12,678.00 |
12,694.25 |
16.25 |
0.1% |
11,806.25 |
| Close |
12,707.00 |
12,854.00 |
147.00 |
1.2% |
12,644.75 |
| Range |
404.00 |
336.75 |
-67.25 |
-16.6% |
1,005.00 |
| ATR |
287.66 |
291.17 |
3.51 |
1.2% |
0.00 |
| Volume |
713,083 |
838,385 |
125,302 |
17.6% |
3,839,589 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,870.00 |
13,698.75 |
13,039.25 |
|
| R3 |
13,533.25 |
13,362.00 |
12,946.50 |
|
| R2 |
13,196.50 |
13,196.50 |
12,915.75 |
|
| R1 |
13,025.25 |
13,025.25 |
12,884.75 |
13,111.00 |
| PP |
12,859.75 |
12,859.75 |
12,859.75 |
12,902.50 |
| S1 |
12,688.50 |
12,688.50 |
12,823.25 |
12,774.00 |
| S2 |
12,523.00 |
12,523.00 |
12,792.25 |
|
| S3 |
12,186.25 |
12,351.75 |
12,761.50 |
|
| S4 |
11,849.50 |
12,015.00 |
12,668.75 |
|
|
| 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 |
12,525.25 |
556.75 |
4.3% |
285.75 |
2.2% |
59% |
False |
False |
709,170 |
| 10 |
13,082.00 |
11,806.25 |
1,275.75 |
9.9% |
322.50 |
2.5% |
82% |
False |
False |
697,491 |
| 20 |
13,082.00 |
11,806.25 |
1,275.75 |
9.9% |
281.25 |
2.2% |
82% |
False |
False |
355,049 |
| 40 |
13,082.00 |
11,806.25 |
1,275.75 |
9.9% |
284.50 |
2.2% |
82% |
False |
False |
178,137 |
| 60 |
13,082.00 |
10,870.00 |
2,212.00 |
17.2% |
276.00 |
2.1% |
90% |
False |
False |
119,048 |
| 80 |
13,082.00 |
10,870.00 |
2,212.00 |
17.2% |
276.50 |
2.2% |
90% |
False |
False |
89,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,462.25 |
|
2.618 |
13,912.50 |
|
1.618 |
13,575.75 |
|
1.000 |
13,367.75 |
|
0.618 |
13,239.00 |
|
HIGH |
13,031.00 |
|
0.618 |
12,902.25 |
|
0.500 |
12,862.50 |
|
0.382 |
12,823.00 |
|
LOW |
12,694.25 |
|
0.618 |
12,486.25 |
|
1.000 |
12,357.50 |
|
1.618 |
12,149.50 |
|
2.618 |
11,812.75 |
|
4.250 |
11,263.00 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,862.50 |
12,879.25 |
| PP |
12,859.75 |
12,870.75 |
| S1 |
12,857.00 |
12,862.50 |
|