| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,959.7 |
1,992.5 |
32.8 |
1.7% |
1,893.8 |
| High |
1,999.4 |
2,023.3 |
23.9 |
1.2% |
2,010.4 |
| Low |
1,953.7 |
1,984.4 |
30.7 |
1.6% |
1,892.5 |
| Close |
1,966.6 |
2,013.3 |
46.7 |
2.4% |
1,990.2 |
| Range |
45.7 |
38.9 |
-6.8 |
-14.9% |
117.9 |
| ATR |
33.9 |
35.5 |
1.6 |
4.8% |
0.0 |
| Volume |
60,532 |
74,549 |
14,017 |
23.2% |
326,679 |
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.7 |
2,107.4 |
2,034.7 |
|
| R3 |
2,084.8 |
2,068.5 |
2,024.0 |
|
| R2 |
2,045.9 |
2,045.9 |
2,020.4 |
|
| R1 |
2,029.6 |
2,029.6 |
2,016.9 |
2,037.8 |
| PP |
2,007.0 |
2,007.0 |
2,007.0 |
2,011.1 |
| S1 |
1,990.7 |
1,990.7 |
2,009.7 |
1,998.9 |
| S2 |
1,968.1 |
1,968.1 |
2,006.2 |
|
| S3 |
1,929.2 |
1,951.8 |
2,002.6 |
|
| S4 |
1,890.3 |
1,912.9 |
1,991.9 |
|
|
| 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 |
1,939.1 |
92.6 |
4.6% |
50.1 |
2.5% |
80% |
False |
False |
67,352 |
| 10 |
2,031.7 |
1,847.0 |
184.7 |
9.2% |
43.7 |
2.2% |
90% |
False |
False |
65,766 |
| 20 |
2,031.7 |
1,827.6 |
204.1 |
10.1% |
32.1 |
1.6% |
91% |
False |
False |
45,785 |
| 40 |
2,031.7 |
1,827.6 |
204.1 |
10.1% |
29.0 |
1.4% |
91% |
False |
False |
25,459 |
| 60 |
2,031.7 |
1,827.6 |
204.1 |
10.1% |
27.5 |
1.4% |
91% |
False |
False |
18,169 |
| 80 |
2,031.7 |
1,783.9 |
247.8 |
12.3% |
26.6 |
1.3% |
93% |
False |
False |
14,023 |
| 100 |
2,031.7 |
1,663.2 |
368.5 |
18.3% |
26.3 |
1.3% |
95% |
False |
False |
11,546 |
| 120 |
2,031.7 |
1,663.2 |
368.5 |
18.3% |
26.0 |
1.3% |
95% |
False |
False |
9,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.6 |
|
2.618 |
2,125.1 |
|
1.618 |
2,086.2 |
|
1.000 |
2,062.2 |
|
0.618 |
2,047.3 |
|
HIGH |
2,023.3 |
|
0.618 |
2,008.4 |
|
0.500 |
2,003.9 |
|
0.382 |
1,999.3 |
|
LOW |
1,984.4 |
|
0.618 |
1,960.4 |
|
1.000 |
1,945.5 |
|
1.618 |
1,921.5 |
|
2.618 |
1,882.6 |
|
4.250 |
1,819.1 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,010.2 |
2,005.0 |
| PP |
2,007.0 |
1,996.8 |
| S1 |
2,003.9 |
1,988.5 |
|