| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,695.00 |
12,871.50 |
176.50 |
1.4% |
12,690.00 |
| High |
13,031.00 |
12,924.75 |
-106.25 |
-0.8% |
13,082.00 |
| Low |
12,694.25 |
12,728.00 |
33.75 |
0.3% |
12,525.25 |
| Close |
12,854.00 |
12,890.25 |
36.25 |
0.3% |
12,890.25 |
| Range |
336.75 |
196.75 |
-140.00 |
-41.6% |
556.75 |
| ATR |
291.17 |
284.42 |
-6.74 |
-2.3% |
0.00 |
| Volume |
838,385 |
676,547 |
-161,838 |
-19.3% |
3,488,346 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,438.00 |
13,360.75 |
12,998.50 |
|
| R3 |
13,241.25 |
13,164.00 |
12,944.25 |
|
| R2 |
13,044.50 |
13,044.50 |
12,926.25 |
|
| R1 |
12,967.25 |
12,967.25 |
12,908.25 |
13,006.00 |
| PP |
12,847.75 |
12,847.75 |
12,847.75 |
12,867.00 |
| S1 |
12,770.50 |
12,770.50 |
12,872.25 |
12,809.00 |
| S2 |
12,651.00 |
12,651.00 |
12,854.25 |
|
| S3 |
12,454.25 |
12,573.75 |
12,836.25 |
|
| S4 |
12,257.50 |
12,377.00 |
12,782.00 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,502.75 |
14,253.25 |
13,196.50 |
|
| R3 |
13,946.00 |
13,696.50 |
13,043.25 |
|
| R2 |
13,389.25 |
13,389.25 |
12,992.25 |
|
| R1 |
13,139.75 |
13,139.75 |
12,941.25 |
13,264.50 |
| PP |
12,832.50 |
12,832.50 |
12,832.50 |
12,895.00 |
| S1 |
12,583.00 |
12,583.00 |
12,839.25 |
12,707.75 |
| S2 |
12,275.75 |
12,275.75 |
12,788.25 |
|
| S3 |
11,719.00 |
12,026.25 |
12,737.25 |
|
| S4 |
11,162.25 |
11,469.50 |
12,584.00 |
|
|
| 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% |
276.75 |
2.1% |
66% |
False |
False |
697,669 |
| 10 |
13,082.00 |
11,806.25 |
1,275.75 |
9.9% |
310.00 |
2.4% |
85% |
False |
False |
732,793 |
| 20 |
13,082.00 |
11,806.25 |
1,275.75 |
9.9% |
276.75 |
2.1% |
85% |
False |
False |
388,792 |
| 40 |
13,082.00 |
11,806.25 |
1,275.75 |
9.9% |
283.25 |
2.2% |
85% |
False |
False |
195,032 |
| 60 |
13,082.00 |
10,870.00 |
2,212.00 |
17.2% |
274.75 |
2.1% |
91% |
False |
False |
130,317 |
| 80 |
13,082.00 |
10,870.00 |
2,212.00 |
17.2% |
276.50 |
2.1% |
91% |
False |
False |
97,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,761.00 |
|
2.618 |
13,439.75 |
|
1.618 |
13,243.00 |
|
1.000 |
13,121.50 |
|
0.618 |
13,046.25 |
|
HIGH |
12,924.75 |
|
0.618 |
12,849.50 |
|
0.500 |
12,826.50 |
|
0.382 |
12,803.25 |
|
LOW |
12,728.00 |
|
0.618 |
12,606.50 |
|
1.000 |
12,531.25 |
|
1.618 |
12,409.75 |
|
2.618 |
12,213.00 |
|
4.250 |
11,891.75 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,869.00 |
12,886.75 |
| PP |
12,847.75 |
12,883.50 |
| S1 |
12,826.50 |
12,880.00 |
|