| 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 |
12,093.50 |
12,041.25 |
-52.25 |
-0.4% |
12,380.00 |
| High |
12,172.75 |
12,141.75 |
-31.00 |
-0.3% |
12,417.75 |
| Low |
12,025.75 |
11,924.75 |
-101.00 |
-0.8% |
11,923.00 |
| Close |
12,072.25 |
11,961.75 |
-110.50 |
-0.9% |
11,997.00 |
| Range |
147.00 |
217.00 |
70.00 |
47.6% |
494.75 |
| ATR |
266.90 |
263.34 |
-3.56 |
-1.3% |
0.00 |
| Volume |
646,026 |
759,645 |
113,619 |
17.6% |
2,534,785 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,660.50 |
12,528.00 |
12,081.00 |
|
| R3 |
12,443.50 |
12,311.00 |
12,021.50 |
|
| R2 |
12,226.50 |
12,226.50 |
12,001.50 |
|
| R1 |
12,094.00 |
12,094.00 |
11,981.75 |
12,051.75 |
| PP |
12,009.50 |
12,009.50 |
12,009.50 |
11,988.25 |
| S1 |
11,877.00 |
11,877.00 |
11,941.75 |
11,834.75 |
| S2 |
11,792.50 |
11,792.50 |
11,922.00 |
|
| S3 |
11,575.50 |
11,660.00 |
11,902.00 |
|
| S4 |
11,358.50 |
11,443.00 |
11,842.50 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,596.75 |
13,291.75 |
12,269.00 |
|
| R3 |
13,102.00 |
12,797.00 |
12,133.00 |
|
| R2 |
12,607.25 |
12,607.25 |
12,087.75 |
|
| R1 |
12,302.25 |
12,302.25 |
12,042.25 |
12,207.50 |
| PP |
12,112.50 |
12,112.50 |
12,112.50 |
12,065.25 |
| S1 |
11,807.50 |
11,807.50 |
11,951.75 |
11,712.50 |
| S2 |
11,617.75 |
11,617.75 |
11,906.25 |
|
| S3 |
11,123.00 |
11,312.75 |
11,861.00 |
|
| S4 |
10,628.25 |
10,818.00 |
11,725.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,261.00 |
11,923.00 |
338.00 |
2.8% |
217.50 |
1.8% |
11% |
False |
False |
653,840 |
| 10 |
12,792.75 |
11,923.00 |
869.75 |
7.3% |
234.25 |
2.0% |
4% |
False |
False |
639,966 |
| 20 |
12,949.75 |
11,923.00 |
1,026.75 |
8.6% |
278.00 |
2.3% |
4% |
False |
False |
649,020 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
18.4% |
273.50 |
2.3% |
55% |
False |
False |
632,642 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
18.4% |
279.75 |
2.3% |
55% |
False |
False |
565,241 |
| 80 |
12,949.75 |
10,746.75 |
2,203.00 |
18.4% |
285.00 |
2.4% |
55% |
False |
False |
424,339 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
19.7% |
304.25 |
2.5% |
58% |
False |
False |
339,672 |
| 120 |
13,054.25 |
10,595.25 |
2,459.00 |
20.6% |
311.75 |
2.6% |
56% |
False |
False |
283,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,064.00 |
|
2.618 |
12,709.75 |
|
1.618 |
12,492.75 |
|
1.000 |
12,358.75 |
|
0.618 |
12,275.75 |
|
HIGH |
12,141.75 |
|
0.618 |
12,058.75 |
|
0.500 |
12,033.25 |
|
0.382 |
12,007.75 |
|
LOW |
11,924.75 |
|
0.618 |
11,790.75 |
|
1.000 |
11,707.75 |
|
1.618 |
11,573.75 |
|
2.618 |
11,356.75 |
|
4.250 |
11,002.50 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,033.25 |
12,057.00 |
| PP |
12,009.50 |
12,025.25 |
| S1 |
11,985.50 |
11,993.50 |
|