| Trading Metrics calculated at close of trading on 09-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2023 |
09-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
4,210.0 |
4,229.0 |
19.0 |
0.5% |
4,150.0 |
| High |
4,243.0 |
4,240.0 |
-3.0 |
-0.1% |
4,260.0 |
| Low |
4,203.0 |
4,175.0 |
-28.0 |
-0.7% |
4,120.0 |
| Close |
4,235.0 |
4,231.0 |
-4.0 |
-0.1% |
4,241.0 |
| Range |
40.0 |
65.0 |
25.0 |
62.5% |
140.0 |
| ATR |
54.5 |
55.3 |
0.7 |
1.4% |
0.0 |
| Volume |
123,168 |
284,543 |
161,375 |
131.0% |
145,968 |
|
| Daily Pivots for day following 09-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,410.3 |
4,385.7 |
4,266.8 |
|
| R3 |
4,345.3 |
4,320.7 |
4,248.9 |
|
| R2 |
4,280.3 |
4,280.3 |
4,242.9 |
|
| R1 |
4,255.7 |
4,255.7 |
4,237.0 |
4,268.0 |
| PP |
4,215.3 |
4,215.3 |
4,215.3 |
4,221.5 |
| S1 |
4,190.7 |
4,190.7 |
4,225.0 |
4,203.0 |
| S2 |
4,150.3 |
4,150.3 |
4,219.1 |
|
| S3 |
4,085.3 |
4,125.7 |
4,213.1 |
|
| S4 |
4,020.3 |
4,060.7 |
4,195.3 |
|
|
| 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 |
4,268.0 |
4,175.0 |
93.0 |
2.2% |
50.6 |
1.2% |
60% |
False |
True |
113,205 |
| 10 |
4,268.0 |
4,116.0 |
152.0 |
3.6% |
63.0 |
1.5% |
76% |
False |
False |
70,086 |
| 20 |
4,268.0 |
4,116.0 |
152.0 |
3.6% |
52.4 |
1.2% |
76% |
False |
False |
41,299 |
| 40 |
4,268.0 |
4,000.0 |
268.0 |
6.3% |
44.1 |
1.0% |
86% |
False |
False |
24,496 |
| 60 |
4,268.0 |
3,725.0 |
543.0 |
12.8% |
45.9 |
1.1% |
93% |
False |
False |
17,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,516.3 |
|
2.618 |
4,410.2 |
|
1.618 |
4,345.2 |
|
1.000 |
4,305.0 |
|
0.618 |
4,280.2 |
|
HIGH |
4,240.0 |
|
0.618 |
4,215.2 |
|
0.500 |
4,207.5 |
|
0.382 |
4,199.8 |
|
LOW |
4,175.0 |
|
0.618 |
4,134.8 |
|
1.000 |
4,110.0 |
|
1.618 |
4,069.8 |
|
2.618 |
4,004.8 |
|
4.250 |
3,898.8 |
|
|
| Fisher Pivots for day following 09-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,223.2 |
4,226.8 |
| PP |
4,215.3 |
4,222.7 |
| S1 |
4,207.5 |
4,218.5 |
|