| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,978.5 |
2,006.9 |
28.4 |
1.4% |
1,919.4 |
| High |
2,015.9 |
2,040.5 |
24.6 |
1.2% |
2,027.1 |
| Low |
1,971.3 |
2,003.1 |
31.8 |
1.6% |
1,910.5 |
| Close |
1,983.8 |
2,030.4 |
46.6 |
2.3% |
2,007.1 |
| Range |
44.6 |
37.4 |
-7.2 |
-16.1% |
116.6 |
| ATR |
32.6 |
34.3 |
1.7 |
5.3% |
0.0 |
| Volume |
2,325 |
3,113 |
788 |
33.9% |
20,166 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.9 |
2,121.0 |
2,051.0 |
|
| R3 |
2,099.5 |
2,083.6 |
2,040.7 |
|
| R2 |
2,062.1 |
2,062.1 |
2,037.3 |
|
| R1 |
2,046.2 |
2,046.2 |
2,033.8 |
2,054.2 |
| PP |
2,024.7 |
2,024.7 |
2,024.7 |
2,028.6 |
| S1 |
2,008.8 |
2,008.8 |
2,027.0 |
2,016.8 |
| S2 |
1,987.3 |
1,987.3 |
2,023.5 |
|
| S3 |
1,949.9 |
1,971.4 |
2,020.1 |
|
| S4 |
1,912.5 |
1,934.0 |
2,009.8 |
|
|
| 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 |
1,965.0 |
82.9 |
4.1% |
47.1 |
2.3% |
79% |
False |
False |
2,731 |
| 10 |
2,047.9 |
1,867.0 |
180.9 |
8.9% |
41.1 |
2.0% |
90% |
False |
False |
3,350 |
| 20 |
2,047.9 |
1,845.7 |
202.2 |
10.0% |
30.4 |
1.5% |
91% |
False |
False |
2,849 |
| 40 |
2,047.9 |
1,845.7 |
202.2 |
10.0% |
27.6 |
1.4% |
91% |
False |
False |
2,054 |
| 60 |
2,047.9 |
1,845.7 |
202.2 |
10.0% |
25.9 |
1.3% |
91% |
False |
False |
1,805 |
| 80 |
2,047.9 |
1,802.0 |
245.9 |
12.1% |
24.6 |
1.2% |
93% |
False |
False |
1,447 |
| 100 |
2,047.9 |
1,683.6 |
364.3 |
17.9% |
23.2 |
1.1% |
95% |
False |
False |
1,233 |
| 120 |
2,047.9 |
1,683.6 |
364.3 |
17.9% |
21.8 |
1.1% |
95% |
False |
False |
1,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,199.5 |
|
2.618 |
2,138.4 |
|
1.618 |
2,101.0 |
|
1.000 |
2,077.9 |
|
0.618 |
2,063.6 |
|
HIGH |
2,040.5 |
|
0.618 |
2,026.2 |
|
0.500 |
2,021.8 |
|
0.382 |
2,017.4 |
|
LOW |
2,003.1 |
|
0.618 |
1,980.0 |
|
1.000 |
1,965.7 |
|
1.618 |
1,942.6 |
|
2.618 |
1,905.2 |
|
4.250 |
1,844.2 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.5 |
2,022.2 |
| PP |
2,024.7 |
2,014.1 |
| S1 |
2,021.8 |
2,005.9 |
|