| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,433.3850 |
1,423.0240 |
-10.3610 |
-0.7% |
1,559.9650 |
| High |
1,446.8800 |
1,697.7190 |
250.8390 |
17.3% |
1,586.8380 |
| Low |
1,372.9410 |
1,421.5580 |
48.6170 |
3.5% |
1,372.9410 |
| Close |
1,422.8530 |
1,672.8230 |
249.9700 |
17.6% |
1,422.8530 |
| Range |
73.9390 |
276.1610 |
202.2220 |
273.5% |
213.8970 |
| ATR |
73.2321 |
87.7270 |
14.4949 |
19.8% |
0.0000 |
| Volume |
544,112 |
5,921 |
-538,191 |
-98.9% |
1,325,393 |
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.8497 |
2,325.4973 |
1,824.7116 |
|
| R3 |
2,149.6887 |
2,049.3363 |
1,748.7673 |
|
| R2 |
1,873.5277 |
1,873.5277 |
1,723.4525 |
|
| R1 |
1,773.1753 |
1,773.1753 |
1,698.1378 |
1,823.3515 |
| PP |
1,597.3667 |
1,597.3667 |
1,597.3667 |
1,622.4548 |
| S1 |
1,497.0143 |
1,497.0143 |
1,647.5082 |
1,547.1905 |
| S2 |
1,321.2057 |
1,321.2057 |
1,622.1935 |
|
| S3 |
1,045.0447 |
1,220.8533 |
1,596.8787 |
|
| S4 |
768.8837 |
944.6923 |
1,520.9345 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.5683 |
1,976.6077 |
1,540.4964 |
|
| R3 |
1,888.6713 |
1,762.7107 |
1,481.6747 |
|
| R2 |
1,674.7743 |
1,674.7743 |
1,462.0675 |
|
| R1 |
1,548.8137 |
1,548.8137 |
1,442.4602 |
1,504.8455 |
| PP |
1,460.8773 |
1,460.8773 |
1,460.8773 |
1,438.8933 |
| S1 |
1,334.9167 |
1,334.9167 |
1,403.2458 |
1,290.9485 |
| S2 |
1,246.9803 |
1,246.9803 |
1,383.6386 |
|
| S3 |
1,033.0833 |
1,121.0197 |
1,364.0313 |
|
| S4 |
819.1863 |
907.1227 |
1,305.2097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,697.7190 |
1,372.9410 |
324.7780 |
19.4% |
111.2278 |
6.6% |
92% |
True |
False |
265,968 |
| 10 |
1,697.7190 |
1,372.9410 |
324.7780 |
19.4% |
87.7380 |
5.2% |
92% |
True |
False |
217,640 |
| 20 |
1,741.0600 |
1,372.9410 |
368.1190 |
22.0% |
86.1830 |
5.2% |
81% |
False |
False |
251,873 |
| 40 |
1,741.0600 |
1,372.9410 |
368.1190 |
22.0% |
80.2349 |
4.8% |
81% |
False |
False |
287,509 |
| 60 |
1,741.0600 |
1,152.4650 |
588.5950 |
35.2% |
67.5924 |
4.0% |
88% |
False |
False |
342,213 |
| 80 |
1,741.0600 |
1,077.4100 |
663.6500 |
39.7% |
65.8100 |
3.9% |
90% |
False |
False |
379,148 |
| 100 |
1,741.0600 |
1,077.4100 |
663.6500 |
39.7% |
76.4821 |
4.6% |
90% |
False |
False |
484,023 |
| 120 |
1,741.0600 |
1,077.4100 |
663.6500 |
39.7% |
74.7558 |
4.5% |
90% |
False |
False |
507,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,871.4033 |
|
2.618 |
2,420.7085 |
|
1.618 |
2,144.5475 |
|
1.000 |
1,973.8800 |
|
0.618 |
1,868.3865 |
|
HIGH |
1,697.7190 |
|
0.618 |
1,592.2255 |
|
0.500 |
1,559.6385 |
|
0.382 |
1,527.0515 |
|
LOW |
1,421.5580 |
|
0.618 |
1,250.8905 |
|
1.000 |
1,145.3970 |
|
1.618 |
974.7295 |
|
2.618 |
698.5685 |
|
4.250 |
247.8738 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,635.0948 |
1,626.9920 |
| PP |
1,597.3667 |
1,581.1610 |
| S1 |
1,559.6385 |
1,535.3300 |
|