| Trading Metrics calculated at close of trading on 15-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2023 |
15-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
11,960.00 |
12,200.75 |
240.75 |
2.0% |
12,306.25 |
| High |
12,223.00 |
12,280.00 |
57.00 |
0.5% |
12,486.25 |
| Low |
11,921.75 |
11,972.00 |
50.25 |
0.4% |
11,795.00 |
| Close |
12,207.00 |
12,247.75 |
40.75 |
0.3% |
11,840.25 |
| Range |
301.25 |
308.00 |
6.75 |
2.2% |
691.25 |
| ATR |
278.82 |
280.90 |
2.08 |
0.7% |
0.00 |
| Volume |
364,395 |
261,341 |
-103,054 |
-28.3% |
3,618,978 |
|
| Daily Pivots for day following 15-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,090.50 |
12,977.25 |
12,417.25 |
|
| R3 |
12,782.50 |
12,669.25 |
12,332.50 |
|
| R2 |
12,474.50 |
12,474.50 |
12,304.25 |
|
| R1 |
12,361.25 |
12,361.25 |
12,276.00 |
12,418.00 |
| PP |
12,166.50 |
12,166.50 |
12,166.50 |
12,195.00 |
| S1 |
12,053.25 |
12,053.25 |
12,219.50 |
12,110.00 |
| S2 |
11,858.50 |
11,858.50 |
12,191.25 |
|
| S3 |
11,550.50 |
11,745.25 |
12,163.00 |
|
| S4 |
11,242.50 |
11,437.25 |
12,078.25 |
|
|
| 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 |
12,353.50 |
11,670.00 |
683.50 |
5.6% |
345.00 |
2.8% |
85% |
False |
False |
601,644 |
| 10 |
12,486.25 |
11,670.00 |
816.25 |
6.7% |
290.00 |
2.4% |
71% |
False |
False |
636,663 |
| 20 |
12,792.75 |
11,670.00 |
1,122.75 |
9.2% |
262.25 |
2.1% |
51% |
False |
False |
638,315 |
| 40 |
12,949.75 |
11,308.50 |
1,641.25 |
13.4% |
281.25 |
2.3% |
57% |
False |
False |
632,684 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
18.0% |
275.00 |
2.2% |
68% |
False |
False |
624,561 |
| 80 |
12,949.75 |
10,751.00 |
2,198.75 |
18.0% |
277.75 |
2.3% |
68% |
False |
False |
503,747 |
| 100 |
12,949.75 |
10,746.75 |
2,203.00 |
18.0% |
296.25 |
2.4% |
68% |
False |
False |
403,237 |
| 120 |
12,949.75 |
10,595.25 |
2,354.50 |
19.2% |
308.75 |
2.5% |
70% |
False |
False |
336,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,589.00 |
|
2.618 |
13,086.25 |
|
1.618 |
12,778.25 |
|
1.000 |
12,588.00 |
|
0.618 |
12,470.25 |
|
HIGH |
12,280.00 |
|
0.618 |
12,162.25 |
|
0.500 |
12,126.00 |
|
0.382 |
12,089.75 |
|
LOW |
11,972.00 |
|
0.618 |
11,781.75 |
|
1.000 |
11,664.00 |
|
1.618 |
11,473.75 |
|
2.618 |
11,165.75 |
|
4.250 |
10,663.00 |
|
|
| Fisher Pivots for day following 15-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,207.25 |
12,156.75 |
| PP |
12,166.50 |
12,066.00 |
| S1 |
12,126.00 |
11,975.00 |
|