| Trading Metrics calculated at close of trading on 06-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2023 |
06-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,903.1 |
1,930.1 |
27.0 |
1.4% |
1,890.5 |
| High |
1,934.8 |
1,936.9 |
2.1 |
0.1% |
1,934.8 |
| Low |
1,898.2 |
1,893.7 |
-4.5 |
-0.2% |
1,876.2 |
| Close |
1,930.8 |
1,902.2 |
-28.6 |
-1.5% |
1,930.8 |
| Range |
36.6 |
43.2 |
6.6 |
18.0% |
58.6 |
| ATR |
36.4 |
36.9 |
0.5 |
1.3% |
0.0 |
| Volume |
156,008 |
177,105 |
21,097 |
13.5% |
806,642 |
|
| Daily Pivots for day following 06-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,040.5 |
2,014.6 |
1,926.0 |
|
| R3 |
1,997.3 |
1,971.4 |
1,914.1 |
|
| R2 |
1,954.1 |
1,954.1 |
1,910.1 |
|
| R1 |
1,928.2 |
1,928.2 |
1,906.2 |
1,919.6 |
| PP |
1,910.9 |
1,910.9 |
1,910.9 |
1,906.6 |
| S1 |
1,885.0 |
1,885.0 |
1,898.2 |
1,876.4 |
| S2 |
1,867.7 |
1,867.7 |
1,894.3 |
|
| S3 |
1,824.5 |
1,841.8 |
1,890.3 |
|
| S4 |
1,781.3 |
1,798.6 |
1,878.4 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,089.7 |
2,068.9 |
1,963.0 |
|
| R3 |
2,031.1 |
2,010.3 |
1,946.9 |
|
| R2 |
1,972.5 |
1,972.5 |
1,941.5 |
|
| R1 |
1,951.7 |
1,951.7 |
1,936.2 |
1,962.1 |
| PP |
1,913.9 |
1,913.9 |
1,913.9 |
1,919.2 |
| S1 |
1,893.1 |
1,893.1 |
1,925.4 |
1,903.5 |
| S2 |
1,855.3 |
1,855.3 |
1,920.1 |
|
| S3 |
1,796.7 |
1,834.5 |
1,914.7 |
|
| S4 |
1,738.1 |
1,775.9 |
1,898.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,936.9 |
1,876.2 |
60.7 |
3.2% |
32.6 |
1.7% |
43% |
True |
False |
166,475 |
| 10 |
1,951.7 |
1,874.3 |
77.4 |
4.1% |
35.5 |
1.9% |
36% |
False |
False |
176,252 |
| 20 |
1,991.0 |
1,874.3 |
116.7 |
6.1% |
36.8 |
1.9% |
24% |
False |
False |
184,167 |
| 40 |
2,016.9 |
1,759.3 |
257.6 |
13.5% |
37.2 |
2.0% |
55% |
False |
False |
190,039 |
| 60 |
2,016.9 |
1,730.8 |
286.1 |
15.0% |
38.6 |
2.0% |
60% |
False |
False |
187,003 |
| 80 |
2,016.9 |
1,730.8 |
286.1 |
15.0% |
39.7 |
2.1% |
60% |
False |
False |
140,511 |
| 100 |
2,016.9 |
1,658.9 |
358.0 |
18.8% |
42.1 |
2.2% |
68% |
False |
False |
112,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,120.5 |
|
2.618 |
2,050.0 |
|
1.618 |
2,006.8 |
|
1.000 |
1,980.1 |
|
0.618 |
1,963.6 |
|
HIGH |
1,936.9 |
|
0.618 |
1,920.4 |
|
0.500 |
1,915.3 |
|
0.382 |
1,910.2 |
|
LOW |
1,893.7 |
|
0.618 |
1,867.0 |
|
1.000 |
1,850.5 |
|
1.618 |
1,823.8 |
|
2.618 |
1,780.6 |
|
4.250 |
1,710.1 |
|
|
| Fisher Pivots for day following 06-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,915.3 |
1,906.6 |
| PP |
1,910.9 |
1,905.1 |
| S1 |
1,906.6 |
1,903.7 |
|