| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
2,023.0 |
2,017.7 |
-5.3 |
-0.3% |
1,919.4 |
| High |
2,047.9 |
2,021.1 |
-26.8 |
-1.3% |
2,027.1 |
| Low |
2,004.0 |
1,973.6 |
-30.4 |
-1.5% |
1,910.5 |
| Close |
2,016.5 |
1,975.4 |
-41.1 |
-2.0% |
2,007.1 |
| Range |
43.9 |
47.5 |
3.6 |
8.2% |
116.6 |
| ATR |
30.5 |
31.7 |
1.2 |
4.0% |
0.0 |
| Volume |
3,128 |
2,085 |
-1,043 |
-33.3% |
20,166 |
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.5 |
2,101.5 |
2,001.5 |
|
| R3 |
2,085.0 |
2,054.0 |
1,988.5 |
|
| R2 |
2,037.5 |
2,037.5 |
1,984.1 |
|
| R1 |
2,006.5 |
2,006.5 |
1,979.8 |
1,998.3 |
| PP |
1,990.0 |
1,990.0 |
1,990.0 |
1,985.9 |
| S1 |
1,959.0 |
1,959.0 |
1,971.0 |
1,950.8 |
| S2 |
1,942.5 |
1,942.5 |
1,966.7 |
|
| S3 |
1,895.0 |
1,911.5 |
1,962.3 |
|
| S4 |
1,847.5 |
1,864.0 |
1,949.3 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,331.4 |
2,285.8 |
2,071.2 |
|
| R3 |
2,214.8 |
2,169.2 |
2,039.2 |
|
| R2 |
2,098.2 |
2,098.2 |
2,028.5 |
|
| R1 |
2,052.6 |
2,052.6 |
2,017.8 |
2,075.4 |
| PP |
1,981.6 |
1,981.6 |
1,981.6 |
1,993.0 |
| S1 |
1,936.0 |
1,936.0 |
1,996.4 |
1,958.8 |
| S2 |
1,865.0 |
1,865.0 |
1,985.7 |
|
| S3 |
1,748.4 |
1,819.4 |
1,975.0 |
|
| S4 |
1,631.8 |
1,702.8 |
1,943.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,047.9 |
1,924.2 |
123.7 |
6.3% |
45.7 |
2.3% |
41% |
False |
False |
2,900 |
| 10 |
2,047.9 |
1,848.6 |
199.3 |
10.1% |
36.7 |
1.9% |
64% |
False |
False |
3,217 |
| 20 |
2,047.9 |
1,845.7 |
202.2 |
10.2% |
28.1 |
1.4% |
64% |
False |
False |
2,637 |
| 40 |
2,047.9 |
1,845.7 |
202.2 |
10.2% |
26.8 |
1.4% |
64% |
False |
False |
2,030 |
| 60 |
2,047.9 |
1,840.0 |
207.9 |
10.5% |
25.3 |
1.3% |
65% |
False |
False |
1,728 |
| 80 |
2,047.9 |
1,785.6 |
262.3 |
13.3% |
24.1 |
1.2% |
72% |
False |
False |
1,400 |
| 100 |
2,047.9 |
1,683.6 |
364.3 |
18.4% |
22.6 |
1.1% |
80% |
False |
False |
1,181 |
| 120 |
2,047.9 |
1,682.1 |
365.8 |
18.5% |
21.6 |
1.1% |
80% |
False |
False |
1,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,223.0 |
|
2.618 |
2,145.5 |
|
1.618 |
2,098.0 |
|
1.000 |
2,068.6 |
|
0.618 |
2,050.5 |
|
HIGH |
2,021.1 |
|
0.618 |
2,003.0 |
|
0.500 |
1,997.4 |
|
0.382 |
1,991.7 |
|
LOW |
1,973.6 |
|
0.618 |
1,944.2 |
|
1.000 |
1,926.1 |
|
1.618 |
1,896.7 |
|
2.618 |
1,849.2 |
|
4.250 |
1,771.7 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,997.4 |
2,006.5 |
| PP |
1,990.0 |
1,996.1 |
| S1 |
1,982.7 |
1,985.8 |
|