| 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 |
1,823.9 |
1,834.0 |
10.1 |
0.6% |
1,850.5 |
| High |
1,838.6 |
1,852.5 |
13.9 |
0.8% |
1,856.4 |
| Low |
1,810.8 |
1,829.6 |
18.8 |
1.0% |
1,815.5 |
| Close |
1,836.7 |
1,845.4 |
8.7 |
0.5% |
1,817.1 |
| Range |
27.8 |
22.9 |
-4.9 |
-17.6% |
40.9 |
| ATR |
24.2 |
24.1 |
-0.1 |
-0.4% |
0.0 |
| Volume |
184,507 |
182,583 |
-1,924 |
-1.0% |
701,110 |
|
| Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.2 |
1,901.2 |
1,858.0 |
|
| R3 |
1,888.3 |
1,878.3 |
1,851.7 |
|
| R2 |
1,865.4 |
1,865.4 |
1,849.6 |
|
| R1 |
1,855.4 |
1,855.4 |
1,847.5 |
1,860.4 |
| PP |
1,842.5 |
1,842.5 |
1,842.5 |
1,845.0 |
| S1 |
1,832.5 |
1,832.5 |
1,843.3 |
1,837.5 |
| S2 |
1,819.6 |
1,819.6 |
1,841.2 |
|
| S3 |
1,796.7 |
1,809.6 |
1,839.1 |
|
| S4 |
1,773.8 |
1,786.7 |
1,832.8 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,952.4 |
1,925.6 |
1,839.6 |
|
| R3 |
1,911.5 |
1,884.7 |
1,828.3 |
|
| R2 |
1,870.6 |
1,870.6 |
1,824.6 |
|
| R1 |
1,843.8 |
1,843.8 |
1,820.8 |
1,836.8 |
| PP |
1,829.7 |
1,829.7 |
1,829.7 |
1,826.1 |
| S1 |
1,802.9 |
1,802.9 |
1,813.4 |
1,795.9 |
| S2 |
1,788.8 |
1,788.8 |
1,809.6 |
|
| S3 |
1,747.9 |
1,762.0 |
1,805.9 |
|
| S4 |
1,707.0 |
1,721.1 |
1,794.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,852.5 |
1,810.8 |
41.7 |
2.3% |
20.4 |
1.1% |
83% |
True |
False |
169,392 |
| 10 |
1,870.9 |
1,810.8 |
60.1 |
3.3% |
21.8 |
1.2% |
58% |
False |
False |
170,174 |
| 20 |
1,975.2 |
1,810.8 |
164.4 |
8.9% |
25.8 |
1.4% |
21% |
False |
False |
182,299 |
| 40 |
1,975.2 |
1,810.8 |
164.4 |
8.9% |
25.9 |
1.4% |
21% |
False |
False |
124,673 |
| 60 |
1,975.2 |
1,793.5 |
181.7 |
9.8% |
25.0 |
1.4% |
29% |
False |
False |
84,478 |
| 80 |
1,975.2 |
1,647.7 |
327.5 |
17.7% |
25.3 |
1.4% |
60% |
False |
False |
64,196 |
| 100 |
1,975.2 |
1,647.7 |
327.5 |
17.7% |
25.1 |
1.4% |
60% |
False |
False |
51,774 |
| 120 |
1,975.2 |
1,647.7 |
327.5 |
17.7% |
25.3 |
1.4% |
60% |
False |
False |
43,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,949.8 |
|
2.618 |
1,912.5 |
|
1.618 |
1,889.6 |
|
1.000 |
1,875.4 |
|
0.618 |
1,866.7 |
|
HIGH |
1,852.5 |
|
0.618 |
1,843.8 |
|
0.500 |
1,841.1 |
|
0.382 |
1,838.3 |
|
LOW |
1,829.6 |
|
0.618 |
1,815.4 |
|
1.000 |
1,806.7 |
|
1.618 |
1,792.5 |
|
2.618 |
1,769.6 |
|
4.250 |
1,732.3 |
|
|
| Fisher Pivots for day following 01-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,844.0 |
1,840.8 |
| PP |
1,842.5 |
1,836.2 |
| S1 |
1,841.1 |
1,831.7 |
|