| 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 |
12,231.00 |
12,005.00 |
-226.00 |
-1.8% |
12,306.25 |
| High |
12,353.50 |
12,109.00 |
-244.50 |
-2.0% |
12,486.25 |
| Low |
11,977.50 |
11,795.00 |
-182.50 |
-1.5% |
11,795.00 |
| Close |
12,007.25 |
11,840.25 |
-167.00 |
-1.4% |
11,840.25 |
| Range |
376.00 |
314.00 |
-62.00 |
-16.5% |
691.25 |
| ATR |
261.94 |
265.66 |
3.72 |
1.4% |
0.00 |
| Volume |
816,838 |
871,209 |
54,371 |
6.7% |
3,618,978 |
|
| Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,856.75 |
12,662.50 |
12,013.00 |
|
| R3 |
12,542.75 |
12,348.50 |
11,926.50 |
|
| R2 |
12,228.75 |
12,228.75 |
11,897.75 |
|
| R1 |
12,034.50 |
12,034.50 |
11,869.00 |
11,974.50 |
| PP |
11,914.75 |
11,914.75 |
11,914.75 |
11,884.75 |
| S1 |
11,720.50 |
11,720.50 |
11,811.50 |
11,660.50 |
| S2 |
11,600.75 |
11,600.75 |
11,782.75 |
|
| S3 |
11,286.75 |
11,406.50 |
11,754.00 |
|
| S4 |
10,972.75 |
11,092.50 |
11,667.50 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,114.25 |
13,668.50 |
12,220.50 |
|
| R3 |
13,423.00 |
12,977.25 |
12,030.25 |
|
| R2 |
12,731.75 |
12,731.75 |
11,967.00 |
|
| R1 |
12,286.00 |
12,286.00 |
11,903.50 |
12,163.25 |
| PP |
12,040.50 |
12,040.50 |
12,040.50 |
11,979.00 |
| S1 |
11,594.75 |
11,594.75 |
11,777.00 |
11,472.00 |
| S2 |
11,349.25 |
11,349.25 |
11,713.50 |
|
| S3 |
10,658.00 |
10,903.50 |
11,650.25 |
|
| S4 |
9,966.75 |
10,212.25 |
11,460.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,486.25 |
11,795.00 |
691.25 |
5.8% |
257.00 |
2.2% |
7% |
False |
True |
723,795 |
| 10 |
12,486.25 |
11,795.00 |
691.25 |
5.8% |
243.00 |
2.1% |
7% |
False |
True |
703,108 |
| 20 |
12,792.75 |
11,795.00 |
997.75 |
8.4% |
250.75 |
2.1% |
5% |
False |
True |
661,670 |
| 40 |
12,949.75 |
11,291.00 |
1,658.75 |
14.0% |
272.75 |
2.3% |
33% |
False |
False |
644,998 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
18.6% |
281.00 |
2.4% |
50% |
False |
False |
636,609 |
| 80 |
12,949.75 |
10,751.00 |
2,198.75 |
18.6% |
274.75 |
2.3% |
50% |
False |
False |
487,308 |
| 100 |
12,949.75 |
10,746.75 |
2,203.00 |
18.6% |
296.75 |
2.5% |
50% |
False |
False |
390,053 |
| 120 |
12,949.75 |
10,595.25 |
2,354.50 |
19.9% |
308.75 |
2.6% |
53% |
False |
False |
325,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,443.50 |
|
2.618 |
12,931.00 |
|
1.618 |
12,617.00 |
|
1.000 |
12,423.00 |
|
0.618 |
12,303.00 |
|
HIGH |
12,109.00 |
|
0.618 |
11,989.00 |
|
0.500 |
11,952.00 |
|
0.382 |
11,915.00 |
|
LOW |
11,795.00 |
|
0.618 |
11,601.00 |
|
1.000 |
11,481.00 |
|
1.618 |
11,287.00 |
|
2.618 |
10,973.00 |
|
4.250 |
10,460.50 |
|
|
| Fisher Pivots for day following 10-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,952.00 |
12,074.25 |
| PP |
11,914.75 |
11,996.25 |
| S1 |
11,877.50 |
11,918.25 |
|