| Trading Metrics calculated at close of trading on 16-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2023 |
16-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
3,953.75 |
3,924.75 |
-29.00 |
-0.7% |
4,086.75 |
| High |
3,964.00 |
4,000.00 |
36.00 |
0.9% |
4,119.50 |
| Low |
3,865.00 |
3,895.00 |
30.00 |
0.8% |
3,881.00 |
| Close |
3,925.00 |
3,994.50 |
69.50 |
1.8% |
3,897.50 |
| Range |
99.00 |
105.00 |
6.00 |
6.1% |
238.50 |
| ATR |
75.08 |
77.21 |
2.14 |
2.8% |
0.00 |
| Volume |
3,042,061 |
2,507,937 |
-534,124 |
-17.6% |
2,374,144 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,278.25 |
4,241.25 |
4,052.25 |
|
| R3 |
4,173.25 |
4,136.25 |
4,023.50 |
|
| R2 |
4,068.25 |
4,068.25 |
4,013.75 |
|
| R1 |
4,031.25 |
4,031.25 |
4,004.00 |
4,049.75 |
| PP |
3,963.25 |
3,963.25 |
3,963.25 |
3,972.50 |
| S1 |
3,926.25 |
3,926.25 |
3,985.00 |
3,944.75 |
| S2 |
3,858.25 |
3,858.25 |
3,975.25 |
|
| S3 |
3,753.25 |
3,821.25 |
3,965.50 |
|
| S4 |
3,648.25 |
3,716.25 |
3,936.75 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,681.50 |
4,528.00 |
4,028.75 |
|
| R3 |
4,443.00 |
4,289.50 |
3,963.00 |
|
| R2 |
4,204.50 |
4,204.50 |
3,941.25 |
|
| R1 |
4,051.00 |
4,051.00 |
3,919.25 |
4,008.50 |
| PP |
3,966.00 |
3,966.00 |
3,966.00 |
3,944.75 |
| S1 |
3,812.50 |
3,812.50 |
3,875.75 |
3,770.00 |
| S2 |
3,727.50 |
3,727.50 |
3,853.75 |
|
| S3 |
3,489.00 |
3,574.00 |
3,832.00 |
|
| S4 |
3,250.50 |
3,335.50 |
3,766.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,000.00 |
3,839.25 |
160.75 |
4.0% |
104.25 |
2.6% |
97% |
True |
False |
2,789,164 |
| 10 |
4,119.50 |
3,839.25 |
280.25 |
7.0% |
86.50 |
2.2% |
55% |
False |
False |
1,453,421 |
| 20 |
4,205.75 |
3,839.25 |
366.50 |
9.2% |
72.50 |
1.8% |
42% |
False |
False |
731,450 |
| 40 |
4,244.75 |
3,839.25 |
405.50 |
10.2% |
69.50 |
1.7% |
38% |
False |
False |
367,716 |
| 60 |
4,244.75 |
3,821.50 |
423.25 |
10.6% |
69.50 |
1.7% |
41% |
False |
False |
245,661 |
| 80 |
4,244.75 |
3,821.50 |
423.25 |
10.6% |
70.00 |
1.8% |
41% |
False |
False |
184,357 |
| 100 |
4,244.75 |
3,705.50 |
539.25 |
13.5% |
74.25 |
1.9% |
54% |
False |
False |
147,519 |
| 120 |
4,244.75 |
3,562.00 |
682.75 |
17.1% |
79.00 |
2.0% |
63% |
False |
False |
122,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,446.25 |
|
2.618 |
4,275.00 |
|
1.618 |
4,170.00 |
|
1.000 |
4,105.00 |
|
0.618 |
4,065.00 |
|
HIGH |
4,000.00 |
|
0.618 |
3,960.00 |
|
0.500 |
3,947.50 |
|
0.382 |
3,935.00 |
|
LOW |
3,895.00 |
|
0.618 |
3,830.00 |
|
1.000 |
3,790.00 |
|
1.618 |
3,725.00 |
|
2.618 |
3,620.00 |
|
4.250 |
3,448.75 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3,978.75 |
3,973.75 |
| PP |
3,963.25 |
3,953.25 |
| S1 |
3,947.50 |
3,932.50 |
|