| Trading Metrics calculated at close of trading on 03-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2023 |
03-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
4,155.0 |
4,203.0 |
48.0 |
1.2% |
4,150.0 |
| High |
4,208.0 |
4,260.0 |
52.0 |
1.2% |
4,260.0 |
| Low |
4,120.0 |
4,195.0 |
75.0 |
1.8% |
4,120.0 |
| Close |
4,180.0 |
4,241.0 |
61.0 |
1.5% |
4,241.0 |
| Range |
88.0 |
65.0 |
-23.0 |
-26.1% |
140.0 |
| ATR |
56.1 |
57.8 |
1.7 |
3.0% |
0.0 |
| Volume |
73,340 |
14,805 |
-58,535 |
-79.8% |
145,968 |
|
| Daily Pivots for day following 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,427.0 |
4,399.0 |
4,276.8 |
|
| R3 |
4,362.0 |
4,334.0 |
4,258.9 |
|
| R2 |
4,297.0 |
4,297.0 |
4,252.9 |
|
| R1 |
4,269.0 |
4,269.0 |
4,247.0 |
4,283.0 |
| PP |
4,232.0 |
4,232.0 |
4,232.0 |
4,239.0 |
| S1 |
4,204.0 |
4,204.0 |
4,235.0 |
4,218.0 |
| S2 |
4,167.0 |
4,167.0 |
4,229.1 |
|
| S3 |
4,102.0 |
4,139.0 |
4,223.1 |
|
| S4 |
4,037.0 |
4,074.0 |
4,205.3 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,627.0 |
4,574.0 |
4,318.0 |
|
| R3 |
4,487.0 |
4,434.0 |
4,279.5 |
|
| R2 |
4,347.0 |
4,347.0 |
4,266.7 |
|
| R1 |
4,294.0 |
4,294.0 |
4,253.8 |
4,320.5 |
| PP |
4,207.0 |
4,207.0 |
4,207.0 |
4,220.3 |
| S1 |
4,154.0 |
4,154.0 |
4,228.2 |
4,180.5 |
| S2 |
4,067.0 |
4,067.0 |
4,215.3 |
|
| S3 |
3,927.0 |
4,014.0 |
4,202.5 |
|
| S4 |
3,787.0 |
3,874.0 |
4,164.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,260.0 |
4,120.0 |
140.0 |
3.3% |
65.8 |
1.6% |
86% |
True |
False |
29,193 |
| 10 |
4,260.0 |
4,116.0 |
144.0 |
3.4% |
59.0 |
1.4% |
87% |
True |
False |
21,541 |
| 20 |
4,260.0 |
4,116.0 |
144.0 |
3.4% |
49.3 |
1.2% |
87% |
True |
False |
14,593 |
| 40 |
4,260.0 |
3,977.0 |
283.0 |
6.7% |
42.9 |
1.0% |
93% |
True |
False |
11,593 |
| 60 |
4,260.0 |
3,725.0 |
535.0 |
12.6% |
44.6 |
1.1% |
96% |
True |
False |
8,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,536.3 |
|
2.618 |
4,430.2 |
|
1.618 |
4,365.2 |
|
1.000 |
4,325.0 |
|
0.618 |
4,300.2 |
|
HIGH |
4,260.0 |
|
0.618 |
4,235.2 |
|
0.500 |
4,227.5 |
|
0.382 |
4,219.8 |
|
LOW |
4,195.0 |
|
0.618 |
4,154.8 |
|
1.000 |
4,130.0 |
|
1.618 |
4,089.8 |
|
2.618 |
4,024.8 |
|
4.250 |
3,918.8 |
|
|
| Fisher Pivots for day following 03-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,236.5 |
4,224.0 |
| PP |
4,232.0 |
4,207.0 |
| S1 |
4,227.5 |
4,190.0 |
|