| Trading Metrics calculated at close of trading on 10-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,818.0 |
1,835.1 |
17.1 |
0.9% |
1,861.0 |
| High |
1,839.4 |
1,874.3 |
34.9 |
1.9% |
1,874.3 |
| Low |
1,815.4 |
1,830.0 |
14.6 |
0.8% |
1,813.4 |
| Close |
1,834.6 |
1,867.2 |
32.6 |
1.8% |
1,867.2 |
| Range |
24.0 |
44.3 |
20.3 |
84.6% |
60.9 |
| ATR |
23.2 |
24.7 |
1.5 |
6.5% |
0.0 |
| Volume |
228,473 |
345,814 |
117,341 |
51.4% |
1,167,029 |
|
| Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,990.1 |
1,972.9 |
1,891.6 |
|
| R3 |
1,945.8 |
1,928.6 |
1,879.4 |
|
| R2 |
1,901.5 |
1,901.5 |
1,875.3 |
|
| R1 |
1,884.3 |
1,884.3 |
1,871.3 |
1,892.9 |
| PP |
1,857.2 |
1,857.2 |
1,857.2 |
1,861.5 |
| S1 |
1,840.0 |
1,840.0 |
1,863.1 |
1,848.6 |
| S2 |
1,812.9 |
1,812.9 |
1,859.1 |
|
| S3 |
1,768.6 |
1,795.7 |
1,855.0 |
|
| S4 |
1,724.3 |
1,751.4 |
1,842.8 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,034.3 |
2,011.7 |
1,900.7 |
|
| R3 |
1,973.4 |
1,950.8 |
1,883.9 |
|
| R2 |
1,912.5 |
1,912.5 |
1,878.4 |
|
| R1 |
1,889.9 |
1,889.9 |
1,872.8 |
1,901.2 |
| PP |
1,851.6 |
1,851.6 |
1,851.6 |
1,857.3 |
| S1 |
1,829.0 |
1,829.0 |
1,861.6 |
1,840.3 |
| S2 |
1,790.7 |
1,790.7 |
1,856.0 |
|
| S3 |
1,729.8 |
1,768.1 |
1,850.5 |
|
| S4 |
1,668.9 |
1,707.2 |
1,833.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,874.3 |
1,813.4 |
60.9 |
3.3% |
27.4 |
1.5% |
88% |
True |
False |
233,405 |
| 10 |
1,874.3 |
1,810.8 |
63.5 |
3.4% |
23.5 |
1.3% |
89% |
True |
False |
196,326 |
| 20 |
1,883.5 |
1,810.8 |
72.7 |
3.9% |
22.6 |
1.2% |
78% |
False |
False |
183,549 |
| 40 |
1,975.2 |
1,810.8 |
164.4 |
8.8% |
25.7 |
1.4% |
34% |
False |
False |
155,751 |
| 60 |
1,975.2 |
1,797.6 |
177.6 |
9.5% |
25.3 |
1.4% |
39% |
False |
False |
108,492 |
| 80 |
1,975.2 |
1,749.6 |
225.6 |
12.1% |
24.4 |
1.3% |
52% |
False |
False |
82,143 |
| 100 |
1,975.2 |
1,647.7 |
327.5 |
17.5% |
25.0 |
1.3% |
67% |
False |
False |
66,196 |
| 120 |
1,975.2 |
1,647.7 |
327.5 |
17.5% |
25.3 |
1.4% |
67% |
False |
False |
55,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,062.6 |
|
2.618 |
1,990.3 |
|
1.618 |
1,946.0 |
|
1.000 |
1,918.6 |
|
0.618 |
1,901.7 |
|
HIGH |
1,874.3 |
|
0.618 |
1,857.4 |
|
0.500 |
1,852.2 |
|
0.382 |
1,846.9 |
|
LOW |
1,830.0 |
|
0.618 |
1,802.6 |
|
1.000 |
1,785.7 |
|
1.618 |
1,758.3 |
|
2.618 |
1,714.0 |
|
4.250 |
1,641.7 |
|
|
| Fisher Pivots for day following 10-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,862.2 |
1,859.4 |
| PP |
1,857.2 |
1,851.6 |
| S1 |
1,852.2 |
1,843.9 |
|