| 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 |
1,900.7 |
1,900.7 |
0.0 |
0.0% |
1,949.3 |
| High |
1,916.7 |
1,911.0 |
-5.7 |
-0.3% |
1,951.7 |
| Low |
1,889.1 |
1,887.5 |
-1.6 |
-0.1% |
1,874.3 |
| Close |
1,899.1 |
1,899.8 |
0.7 |
0.0% |
1,891.6 |
| Range |
27.6 |
23.5 |
-4.1 |
-14.9% |
77.4 |
| ATR |
37.7 |
36.7 |
-1.0 |
-2.7% |
0.0 |
| Volume |
162,464 |
180,699 |
18,235 |
11.2% |
778,778 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,969.9 |
1,958.4 |
1,912.7 |
|
| R3 |
1,946.4 |
1,934.9 |
1,906.3 |
|
| R2 |
1,922.9 |
1,922.9 |
1,904.1 |
|
| R1 |
1,911.4 |
1,911.4 |
1,902.0 |
1,905.4 |
| PP |
1,899.4 |
1,899.4 |
1,899.4 |
1,896.5 |
| S1 |
1,887.9 |
1,887.9 |
1,897.6 |
1,881.9 |
| S2 |
1,875.9 |
1,875.9 |
1,895.5 |
|
| S3 |
1,852.4 |
1,864.4 |
1,893.3 |
|
| S4 |
1,828.9 |
1,840.9 |
1,886.9 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.1 |
2,092.2 |
1,934.2 |
|
| R3 |
2,060.7 |
2,014.8 |
1,912.9 |
|
| R2 |
1,983.3 |
1,983.3 |
1,905.8 |
|
| R1 |
1,937.4 |
1,937.4 |
1,898.7 |
1,921.7 |
| PP |
1,905.9 |
1,905.9 |
1,905.9 |
1,898.0 |
| S1 |
1,860.0 |
1,860.0 |
1,884.5 |
1,844.3 |
| S2 |
1,828.5 |
1,828.5 |
1,877.4 |
|
| S3 |
1,751.1 |
1,782.6 |
1,870.3 |
|
| S4 |
1,673.7 |
1,705.2 |
1,849.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,921.0 |
1,874.3 |
46.7 |
2.5% |
31.5 |
1.7% |
55% |
False |
False |
176,112 |
| 10 |
1,970.3 |
1,874.3 |
96.0 |
5.1% |
35.2 |
1.9% |
27% |
False |
False |
184,753 |
| 20 |
2,016.9 |
1,874.3 |
142.6 |
7.5% |
38.6 |
2.0% |
18% |
False |
False |
198,130 |
| 40 |
2,016.9 |
1,745.4 |
271.5 |
14.3% |
37.7 |
2.0% |
57% |
False |
False |
193,211 |
| 60 |
2,016.9 |
1,730.8 |
286.1 |
15.1% |
39.5 |
2.1% |
59% |
False |
False |
179,044 |
| 80 |
2,016.9 |
1,730.8 |
286.1 |
15.1% |
39.8 |
2.1% |
59% |
False |
False |
134,408 |
| 100 |
2,016.9 |
1,658.9 |
358.0 |
18.8% |
42.2 |
2.2% |
67% |
False |
False |
107,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,010.9 |
|
2.618 |
1,972.5 |
|
1.618 |
1,949.0 |
|
1.000 |
1,934.5 |
|
0.618 |
1,925.5 |
|
HIGH |
1,911.0 |
|
0.618 |
1,902.0 |
|
0.500 |
1,899.3 |
|
0.382 |
1,896.5 |
|
LOW |
1,887.5 |
|
0.618 |
1,873.0 |
|
1.000 |
1,864.0 |
|
1.618 |
1,849.5 |
|
2.618 |
1,826.0 |
|
4.250 |
1,787.6 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,899.6 |
1,903.3 |
| PP |
1,899.4 |
1,902.1 |
| S1 |
1,899.3 |
1,901.0 |
|