| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,942.7 |
2,008.6 |
65.9 |
3.4% |
1,893.8 |
| High |
2,010.4 |
2,031.7 |
21.3 |
1.1% |
2,010.4 |
| Low |
1,939.1 |
1,986.9 |
47.8 |
2.5% |
1,892.5 |
| Close |
1,990.2 |
1,999.7 |
9.5 |
0.5% |
1,990.2 |
| Range |
71.3 |
44.8 |
-26.5 |
-37.2% |
117.9 |
| ATR |
30.7 |
31.7 |
1.0 |
3.3% |
0.0 |
| Volume |
67,455 |
69,059 |
1,604 |
2.4% |
326,679 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.5 |
2,114.9 |
2,024.3 |
|
| R3 |
2,095.7 |
2,070.1 |
2,012.0 |
|
| R2 |
2,050.9 |
2,050.9 |
2,007.9 |
|
| R1 |
2,025.3 |
2,025.3 |
2,003.8 |
2,015.7 |
| PP |
2,006.1 |
2,006.1 |
2,006.1 |
2,001.3 |
| S1 |
1,980.5 |
1,980.5 |
1,995.6 |
1,970.9 |
| S2 |
1,961.3 |
1,961.3 |
1,991.5 |
|
| S3 |
1,916.5 |
1,935.7 |
1,987.4 |
|
| S4 |
1,871.7 |
1,890.9 |
1,975.1 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.1 |
2,272.0 |
2,055.0 |
|
| R3 |
2,200.2 |
2,154.1 |
2,022.6 |
|
| R2 |
2,082.3 |
2,082.3 |
2,011.8 |
|
| R1 |
2,036.2 |
2,036.2 |
2,001.0 |
2,059.3 |
| PP |
1,964.4 |
1,964.4 |
1,964.4 |
1,975.9 |
| S1 |
1,918.3 |
1,918.3 |
1,979.4 |
1,941.4 |
| S2 |
1,846.5 |
1,846.5 |
1,968.6 |
|
| S3 |
1,728.6 |
1,800.4 |
1,957.8 |
|
| S4 |
1,610.7 |
1,682.5 |
1,925.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,031.7 |
1,906.0 |
125.7 |
6.3% |
43.0 |
2.1% |
75% |
True |
False |
57,828 |
| 10 |
2,031.7 |
1,830.2 |
201.5 |
10.1% |
38.0 |
1.9% |
84% |
True |
False |
63,659 |
| 20 |
2,031.7 |
1,827.6 |
204.1 |
10.2% |
28.2 |
1.4% |
84% |
True |
False |
36,664 |
| 40 |
2,031.7 |
1,827.6 |
204.1 |
10.2% |
27.6 |
1.4% |
84% |
True |
False |
20,775 |
| 60 |
2,031.7 |
1,824.4 |
207.3 |
10.4% |
26.2 |
1.3% |
85% |
True |
False |
14,879 |
| 80 |
2,031.7 |
1,769.1 |
262.6 |
13.1% |
25.7 |
1.3% |
88% |
True |
False |
11,580 |
| 100 |
2,031.7 |
1,663.2 |
368.5 |
18.4% |
25.6 |
1.3% |
91% |
True |
False |
9,592 |
| 120 |
2,031.7 |
1,662.5 |
369.2 |
18.5% |
25.6 |
1.3% |
91% |
True |
False |
8,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,222.1 |
|
2.618 |
2,149.0 |
|
1.618 |
2,104.2 |
|
1.000 |
2,076.5 |
|
0.618 |
2,059.4 |
|
HIGH |
2,031.7 |
|
0.618 |
2,014.6 |
|
0.500 |
2,009.3 |
|
0.382 |
2,004.0 |
|
LOW |
1,986.9 |
|
0.618 |
1,959.2 |
|
1.000 |
1,942.1 |
|
1.618 |
1,914.4 |
|
2.618 |
1,869.6 |
|
4.250 |
1,796.5 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,009.3 |
1,993.2 |
| PP |
2,006.1 |
1,986.6 |
| S1 |
2,002.9 |
1,980.1 |
|