| Trading Metrics calculated at close of trading on 10-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2023 |
10-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
4,229.0 |
4,172.0 |
-57.0 |
-1.3% |
4,252.0 |
| High |
4,240.0 |
4,191.0 |
-49.0 |
-1.2% |
4,268.0 |
| Low |
4,175.0 |
4,114.0 |
-61.0 |
-1.5% |
4,114.0 |
| Close |
4,231.0 |
4,160.0 |
-71.0 |
-1.7% |
4,160.0 |
| Range |
65.0 |
77.0 |
12.0 |
18.5% |
154.0 |
| ATR |
55.3 |
59.7 |
4.4 |
8.0% |
0.0 |
| Volume |
284,543 |
736,140 |
451,597 |
158.7% |
1,287,360 |
|
| Daily Pivots for day following 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,386.0 |
4,350.0 |
4,202.4 |
|
| R3 |
4,309.0 |
4,273.0 |
4,181.2 |
|
| R2 |
4,232.0 |
4,232.0 |
4,174.1 |
|
| R1 |
4,196.0 |
4,196.0 |
4,167.1 |
4,175.5 |
| PP |
4,155.0 |
4,155.0 |
4,155.0 |
4,144.8 |
| S1 |
4,119.0 |
4,119.0 |
4,152.9 |
4,098.5 |
| S2 |
4,078.0 |
4,078.0 |
4,145.9 |
|
| S3 |
4,001.0 |
4,042.0 |
4,138.8 |
|
| S4 |
3,924.0 |
3,965.0 |
4,117.7 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,642.7 |
4,555.3 |
4,244.7 |
|
| R3 |
4,488.7 |
4,401.3 |
4,202.4 |
|
| R2 |
4,334.7 |
4,334.7 |
4,188.2 |
|
| R1 |
4,247.3 |
4,247.3 |
4,174.1 |
4,214.0 |
| PP |
4,180.7 |
4,180.7 |
4,180.7 |
4,164.0 |
| S1 |
4,093.3 |
4,093.3 |
4,145.9 |
4,060.0 |
| S2 |
4,026.7 |
4,026.7 |
4,131.8 |
|
| S3 |
3,872.7 |
3,939.3 |
4,117.7 |
|
| S4 |
3,718.7 |
3,785.3 |
4,075.3 |
|
|
| 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 |
4,114.0 |
154.0 |
3.7% |
53.0 |
1.3% |
30% |
False |
True |
257,472 |
| 10 |
4,268.0 |
4,114.0 |
154.0 |
3.7% |
59.4 |
1.4% |
30% |
False |
True |
143,332 |
| 20 |
4,268.0 |
4,114.0 |
154.0 |
3.7% |
53.5 |
1.3% |
30% |
False |
True |
78,104 |
| 40 |
4,268.0 |
4,000.0 |
268.0 |
6.4% |
45.5 |
1.1% |
60% |
False |
False |
42,899 |
| 60 |
4,268.0 |
3,725.0 |
543.0 |
13.1% |
46.1 |
1.1% |
80% |
False |
False |
29,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,518.3 |
|
2.618 |
4,392.6 |
|
1.618 |
4,315.6 |
|
1.000 |
4,268.0 |
|
0.618 |
4,238.6 |
|
HIGH |
4,191.0 |
|
0.618 |
4,161.6 |
|
0.500 |
4,152.5 |
|
0.382 |
4,143.4 |
|
LOW |
4,114.0 |
|
0.618 |
4,066.4 |
|
1.000 |
4,037.0 |
|
1.618 |
3,989.4 |
|
2.618 |
3,912.4 |
|
4.250 |
3,786.8 |
|
|
| Fisher Pivots for day following 10-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,157.5 |
4,178.5 |
| PP |
4,155.0 |
4,172.3 |
| S1 |
4,152.5 |
4,166.2 |
|