| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,952.0 |
1,941.4 |
-10.6 |
-0.5% |
1,894.7 |
| High |
1,952.0 |
1,975.0 |
23.0 |
1.2% |
1,908.9 |
| Low |
1,934.6 |
1,924.2 |
-10.4 |
-0.5% |
1,848.6 |
| Close |
1,944.3 |
1,964.2 |
19.9 |
1.0% |
1,902.1 |
| Range |
17.4 |
50.8 |
33.4 |
192.0% |
60.3 |
| ATR |
24.6 |
26.5 |
1.9 |
7.6% |
0.0 |
| Volume |
2,658 |
3,779 |
1,121 |
42.2% |
13,576 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.9 |
2,086.3 |
1,992.1 |
|
| R3 |
2,056.1 |
2,035.5 |
1,978.2 |
|
| R2 |
2,005.3 |
2,005.3 |
1,973.5 |
|
| R1 |
1,984.7 |
1,984.7 |
1,968.9 |
1,995.0 |
| PP |
1,954.5 |
1,954.5 |
1,954.5 |
1,959.6 |
| S1 |
1,933.9 |
1,933.9 |
1,959.5 |
1,944.2 |
| S2 |
1,903.7 |
1,903.7 |
1,954.9 |
|
| S3 |
1,852.9 |
1,883.1 |
1,950.2 |
|
| S4 |
1,802.1 |
1,832.3 |
1,936.3 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,067.4 |
2,045.1 |
1,935.3 |
|
| R3 |
2,007.1 |
1,984.8 |
1,918.7 |
|
| R2 |
1,946.8 |
1,946.8 |
1,913.2 |
|
| R1 |
1,924.5 |
1,924.5 |
1,907.6 |
1,935.7 |
| PP |
1,886.5 |
1,886.5 |
1,886.5 |
1,892.1 |
| S1 |
1,864.2 |
1,864.2 |
1,896.6 |
1,875.4 |
| S2 |
1,826.2 |
1,826.2 |
1,891.0 |
|
| S3 |
1,765.9 |
1,803.9 |
1,885.5 |
|
| S4 |
1,705.6 |
1,743.6 |
1,868.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,975.0 |
1,851.4 |
123.6 |
6.3% |
34.9 |
1.8% |
91% |
True |
False |
3,669 |
| 10 |
1,975.0 |
1,848.6 |
126.4 |
6.4% |
26.7 |
1.4% |
91% |
True |
False |
3,165 |
| 20 |
1,975.0 |
1,845.7 |
129.3 |
6.6% |
23.7 |
1.2% |
92% |
True |
False |
2,366 |
| 40 |
2,009.0 |
1,845.7 |
163.3 |
8.3% |
24.8 |
1.3% |
73% |
False |
False |
1,928 |
| 60 |
2,009.0 |
1,831.1 |
177.9 |
9.1% |
23.6 |
1.2% |
75% |
False |
False |
1,572 |
| 80 |
2,009.0 |
1,785.6 |
223.4 |
11.4% |
22.5 |
1.1% |
80% |
False |
False |
1,274 |
| 100 |
2,009.0 |
1,683.6 |
325.4 |
16.6% |
21.4 |
1.1% |
86% |
False |
False |
1,084 |
| 120 |
2,009.0 |
1,682.1 |
326.9 |
16.6% |
20.7 |
1.1% |
86% |
False |
False |
925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,190.9 |
|
2.618 |
2,108.0 |
|
1.618 |
2,057.2 |
|
1.000 |
2,025.8 |
|
0.618 |
2,006.4 |
|
HIGH |
1,975.0 |
|
0.618 |
1,955.6 |
|
0.500 |
1,949.6 |
|
0.382 |
1,943.6 |
|
LOW |
1,924.2 |
|
0.618 |
1,892.8 |
|
1.000 |
1,873.4 |
|
1.618 |
1,842.0 |
|
2.618 |
1,791.2 |
|
4.250 |
1,708.3 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,959.3 |
1,957.1 |
| PP |
1,954.5 |
1,949.9 |
| S1 |
1,949.6 |
1,942.8 |
|