| Trading Metrics calculated at close of trading on 01-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,627.2820 |
1,602.1990 |
-25.0830 |
-1.5% |
1,700.9280 |
| High |
1,646.9520 |
1,669.0340 |
22.0820 |
1.3% |
1,716.3700 |
| Low |
1,598.6040 |
1,597.5040 |
-1.1000 |
-0.1% |
1,579.5160 |
| Close |
1,602.7520 |
1,657.2520 |
54.5000 |
3.4% |
1,603.7370 |
| Range |
48.3480 |
71.5300 |
23.1820 |
47.9% |
136.8540 |
| ATR |
75.8059 |
75.5005 |
-0.3054 |
-0.4% |
0.0000 |
| Volume |
155,809 |
212,483 |
56,674 |
36.4% |
1,307,587 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,855.8533 |
1,828.0827 |
1,696.5935 |
|
| R3 |
1,784.3233 |
1,756.5527 |
1,676.9228 |
|
| R2 |
1,712.7933 |
1,712.7933 |
1,670.3658 |
|
| R1 |
1,685.0227 |
1,685.0227 |
1,663.8089 |
1,698.9080 |
| PP |
1,641.2633 |
1,641.2633 |
1,641.2633 |
1,648.2060 |
| S1 |
1,613.4927 |
1,613.4927 |
1,650.6951 |
1,627.3780 |
| S2 |
1,569.7333 |
1,569.7333 |
1,644.1382 |
|
| S3 |
1,498.2033 |
1,541.9627 |
1,637.5813 |
|
| S4 |
1,426.6733 |
1,470.4327 |
1,617.9105 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.7697 |
1,960.6073 |
1,679.0067 |
|
| R3 |
1,906.9157 |
1,823.7533 |
1,641.3719 |
|
| R2 |
1,770.0617 |
1,770.0617 |
1,628.8269 |
|
| R1 |
1,686.8993 |
1,686.8993 |
1,616.2820 |
1,660.0535 |
| PP |
1,633.2077 |
1,633.2077 |
1,633.2077 |
1,619.7848 |
| S1 |
1,550.0453 |
1,550.0453 |
1,591.1921 |
1,523.1995 |
| S2 |
1,496.3537 |
1,496.3537 |
1,578.6471 |
|
| S3 |
1,359.4997 |
1,413.1913 |
1,566.1022 |
|
| S4 |
1,222.6457 |
1,276.3373 |
1,528.4673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,678.4060 |
1,562.2790 |
116.1270 |
7.0% |
73.3330 |
4.4% |
82% |
False |
False |
211,300 |
| 10 |
1,741.0600 |
1,543.3570 |
197.7030 |
11.9% |
80.5956 |
4.9% |
58% |
False |
False |
288,013 |
| 20 |
1,741.0600 |
1,466.1750 |
274.8850 |
16.6% |
78.4538 |
4.7% |
70% |
False |
False |
289,980 |
| 40 |
1,741.0600 |
1,206.3400 |
534.7200 |
32.3% |
70.3782 |
4.2% |
84% |
False |
False |
323,352 |
| 60 |
1,741.0600 |
1,152.4650 |
588.5950 |
35.5% |
61.7679 |
3.7% |
86% |
False |
False |
364,508 |
| 80 |
1,741.0600 |
1,077.4100 |
663.6500 |
40.0% |
73.6996 |
4.4% |
87% |
False |
False |
471,578 |
| 100 |
1,741.0600 |
1,077.4100 |
663.6500 |
40.0% |
73.1998 |
4.4% |
87% |
False |
False |
506,491 |
| 120 |
1,787.3340 |
1,077.4100 |
709.9240 |
42.8% |
76.6183 |
4.6% |
82% |
False |
False |
534,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,973.0365 |
|
2.618 |
1,856.2995 |
|
1.618 |
1,784.7695 |
|
1.000 |
1,740.5640 |
|
0.618 |
1,713.2395 |
|
HIGH |
1,669.0340 |
|
0.618 |
1,641.7095 |
|
0.500 |
1,633.2690 |
|
0.382 |
1,624.8285 |
|
LOW |
1,597.5040 |
|
0.618 |
1,553.2985 |
|
1.000 |
1,525.9740 |
|
1.618 |
1,481.7685 |
|
2.618 |
1,410.2385 |
|
4.250 |
1,293.5015 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,649.2577 |
1,643.3868 |
| PP |
1,641.2633 |
1,629.5217 |
| S1 |
1,633.2690 |
1,615.6565 |
|