| 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 |
1,941.4 |
1,959.1 |
17.7 |
0.9% |
1,894.7 |
| High |
1,975.0 |
1,970.4 |
-4.6 |
-0.2% |
1,908.9 |
| Low |
1,924.2 |
1,946.4 |
22.2 |
1.2% |
1,848.6 |
| Close |
1,964.2 |
1,956.9 |
-7.3 |
-0.4% |
1,902.1 |
| Range |
50.8 |
24.0 |
-26.8 |
-52.8% |
60.3 |
| ATR |
26.5 |
26.3 |
-0.2 |
-0.7% |
0.0 |
| Volume |
3,779 |
2,506 |
-1,273 |
-33.7% |
13,576 |
|
| Daily Pivots for day following 16-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,029.9 |
2,017.4 |
1,970.1 |
|
| R3 |
2,005.9 |
1,993.4 |
1,963.5 |
|
| R2 |
1,981.9 |
1,981.9 |
1,961.3 |
|
| R1 |
1,969.4 |
1,969.4 |
1,959.1 |
1,963.7 |
| PP |
1,957.9 |
1,957.9 |
1,957.9 |
1,955.0 |
| S1 |
1,945.4 |
1,945.4 |
1,954.7 |
1,939.7 |
| S2 |
1,933.9 |
1,933.9 |
1,952.5 |
|
| S3 |
1,909.9 |
1,921.4 |
1,950.3 |
|
| S4 |
1,885.9 |
1,897.4 |
1,943.7 |
|
|
| 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 |
1,867.0 |
108.0 |
5.5% |
35.1 |
1.8% |
83% |
False |
False |
3,970 |
| 10 |
1,975.0 |
1,848.6 |
126.4 |
6.5% |
28.3 |
1.4% |
86% |
False |
False |
3,314 |
| 20 |
1,975.0 |
1,845.7 |
129.3 |
6.6% |
23.3 |
1.2% |
86% |
False |
False |
2,390 |
| 40 |
2,009.0 |
1,845.7 |
163.3 |
8.3% |
24.7 |
1.3% |
68% |
False |
False |
1,971 |
| 60 |
2,009.0 |
1,840.0 |
169.0 |
8.6% |
23.7 |
1.2% |
69% |
False |
False |
1,610 |
| 80 |
2,009.0 |
1,785.6 |
223.4 |
11.4% |
22.6 |
1.2% |
77% |
False |
False |
1,304 |
| 100 |
2,009.0 |
1,683.6 |
325.4 |
16.6% |
21.6 |
1.1% |
84% |
False |
False |
1,107 |
| 120 |
2,009.0 |
1,682.1 |
326.9 |
16.7% |
20.8 |
1.1% |
84% |
False |
False |
944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,072.4 |
|
2.618 |
2,033.2 |
|
1.618 |
2,009.2 |
|
1.000 |
1,994.4 |
|
0.618 |
1,985.2 |
|
HIGH |
1,970.4 |
|
0.618 |
1,961.2 |
|
0.500 |
1,958.4 |
|
0.382 |
1,955.6 |
|
LOW |
1,946.4 |
|
0.618 |
1,931.6 |
|
1.000 |
1,922.4 |
|
1.618 |
1,907.6 |
|
2.618 |
1,883.6 |
|
4.250 |
1,844.4 |
|
|
| Fisher Pivots for day following 16-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,958.4 |
1,954.5 |
| PP |
1,957.9 |
1,952.0 |
| S1 |
1,957.4 |
1,949.6 |
|