| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,041.25 |
11,967.00 |
-74.25 |
-0.6% |
12,380.00 |
| High |
12,141.75 |
12,096.25 |
-45.50 |
-0.4% |
12,417.75 |
| Low |
11,924.75 |
11,832.50 |
-92.25 |
-0.8% |
11,923.00 |
| Close |
11,961.75 |
12,062.00 |
100.25 |
0.8% |
11,997.00 |
| Range |
217.00 |
263.75 |
46.75 |
21.5% |
494.75 |
| ATR |
263.34 |
263.37 |
0.03 |
0.0% |
0.00 |
| Volume |
759,645 |
752,009 |
-7,636 |
-1.0% |
2,534,785 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,788.25 |
12,688.75 |
12,207.00 |
|
| R3 |
12,524.50 |
12,425.00 |
12,134.50 |
|
| R2 |
12,260.75 |
12,260.75 |
12,110.25 |
|
| R1 |
12,161.25 |
12,161.25 |
12,086.25 |
12,211.00 |
| PP |
11,997.00 |
11,997.00 |
11,997.00 |
12,021.75 |
| S1 |
11,897.50 |
11,897.50 |
12,037.75 |
11,947.25 |
| S2 |
11,733.25 |
11,733.25 |
12,013.75 |
|
| S3 |
11,469.50 |
11,633.75 |
11,989.50 |
|
| S4 |
11,205.75 |
11,370.00 |
11,917.00 |
|
|
| 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 |
12,214.50 |
11,832.50 |
382.00 |
3.2% |
223.75 |
1.9% |
60% |
False |
True |
676,050 |
| 10 |
12,792.75 |
11,832.50 |
960.25 |
8.0% |
237.25 |
2.0% |
24% |
False |
True |
658,309 |
| 20 |
12,949.75 |
11,832.50 |
1,117.25 |
9.3% |
267.75 |
2.2% |
21% |
False |
True |
653,194 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
18.2% |
271.75 |
2.3% |
60% |
False |
False |
635,000 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
18.2% |
278.75 |
2.3% |
60% |
False |
False |
577,688 |
| 80 |
12,949.75 |
10,746.75 |
2,203.00 |
18.3% |
284.75 |
2.4% |
60% |
False |
False |
433,730 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
19.5% |
304.75 |
2.5% |
62% |
False |
False |
347,166 |
| 120 |
13,054.25 |
10,595.25 |
2,459.00 |
20.4% |
312.00 |
2.6% |
60% |
False |
False |
289,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,217.25 |
|
2.618 |
12,786.75 |
|
1.618 |
12,523.00 |
|
1.000 |
12,360.00 |
|
0.618 |
12,259.25 |
|
HIGH |
12,096.25 |
|
0.618 |
11,995.50 |
|
0.500 |
11,964.50 |
|
0.382 |
11,933.25 |
|
LOW |
11,832.50 |
|
0.618 |
11,669.50 |
|
1.000 |
11,568.75 |
|
1.618 |
11,405.75 |
|
2.618 |
11,142.00 |
|
4.250 |
10,711.50 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,029.50 |
12,042.25 |
| PP |
11,997.00 |
12,022.50 |
| S1 |
11,964.50 |
12,002.50 |
|