| Trading Metrics calculated at close of trading on 02-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,850.5 |
1,860.1 |
9.6 |
0.5% |
1,867.1 |
| High |
1,869.0 |
1,861.9 |
-7.1 |
-0.4% |
1,873.0 |
| Low |
1,846.4 |
1,852.7 |
6.3 |
0.3% |
1,832.4 |
| Close |
1,862.1 |
1,857.3 |
-4.8 |
-0.3% |
1,833.9 |
| Range |
22.6 |
9.2 |
-13.4 |
-59.3% |
40.6 |
| ATR |
23.7 |
22.6 |
-1.0 |
-4.3% |
0.0 |
| Volume |
11,494 |
11,165 |
-329 |
-2.9% |
23,517 |
|
| Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,884.9 |
1,880.3 |
1,862.4 |
|
| R3 |
1,875.7 |
1,871.1 |
1,859.8 |
|
| R2 |
1,866.5 |
1,866.5 |
1,859.0 |
|
| R1 |
1,861.9 |
1,861.9 |
1,858.1 |
1,859.6 |
| PP |
1,857.3 |
1,857.3 |
1,857.3 |
1,856.2 |
| S1 |
1,852.7 |
1,852.7 |
1,856.5 |
1,850.4 |
| S2 |
1,848.1 |
1,848.1 |
1,855.6 |
|
| S3 |
1,838.9 |
1,843.5 |
1,854.8 |
|
| S4 |
1,829.7 |
1,834.3 |
1,852.2 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,968.2 |
1,941.7 |
1,856.2 |
|
| R3 |
1,927.6 |
1,901.1 |
1,845.1 |
|
| R2 |
1,887.0 |
1,887.0 |
1,841.3 |
|
| R1 |
1,860.5 |
1,860.5 |
1,837.6 |
1,853.5 |
| PP |
1,846.4 |
1,846.4 |
1,846.4 |
1,842.9 |
| S1 |
1,819.9 |
1,819.9 |
1,830.2 |
1,812.9 |
| S2 |
1,805.8 |
1,805.8 |
1,826.5 |
|
| S3 |
1,765.2 |
1,779.3 |
1,822.7 |
|
| S4 |
1,724.6 |
1,738.7 |
1,811.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,869.0 |
1,827.6 |
41.4 |
2.2% |
18.6 |
1.0% |
72% |
False |
False |
10,019 |
| 10 |
1,873.0 |
1,827.6 |
45.4 |
2.4% |
19.3 |
1.0% |
65% |
False |
False |
7,763 |
| 20 |
1,992.1 |
1,827.6 |
164.5 |
8.9% |
24.1 |
1.3% |
18% |
False |
False |
6,507 |
| 40 |
1,992.1 |
1,827.6 |
164.5 |
8.9% |
24.9 |
1.3% |
18% |
False |
False |
5,493 |
| 60 |
1,992.1 |
1,809.2 |
182.9 |
9.8% |
24.2 |
1.3% |
26% |
False |
False |
4,135 |
| 80 |
1,992.1 |
1,676.2 |
315.9 |
17.0% |
24.6 |
1.3% |
57% |
False |
False |
3,541 |
| 100 |
1,992.1 |
1,663.2 |
328.9 |
17.7% |
24.4 |
1.3% |
59% |
False |
False |
3,010 |
| 120 |
1,992.1 |
1,662.5 |
329.6 |
17.7% |
24.4 |
1.3% |
59% |
False |
False |
2,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,901.0 |
|
2.618 |
1,886.0 |
|
1.618 |
1,876.8 |
|
1.000 |
1,871.1 |
|
0.618 |
1,867.6 |
|
HIGH |
1,861.9 |
|
0.618 |
1,858.4 |
|
0.500 |
1,857.3 |
|
0.382 |
1,856.2 |
|
LOW |
1,852.7 |
|
0.618 |
1,847.0 |
|
1.000 |
1,843.5 |
|
1.618 |
1,837.8 |
|
2.618 |
1,828.6 |
|
4.250 |
1,813.6 |
|
|
| Fisher Pivots for day following 02-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,857.3 |
1,854.3 |
| PP |
1,857.3 |
1,851.3 |
| S1 |
1,857.3 |
1,848.3 |
|