| Trading Metrics calculated at close of trading on 07-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2023 |
07-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
4,086.75 |
4,090.00 |
3.25 |
0.1% |
4,010.50 |
| High |
4,119.50 |
4,101.50 |
-18.00 |
-0.4% |
4,089.75 |
| Low |
4,079.25 |
4,019.75 |
-59.50 |
-1.5% |
3,960.75 |
| Close |
4,089.75 |
4,027.00 |
-62.75 |
-1.5% |
4,086.75 |
| Range |
40.25 |
81.75 |
41.50 |
103.1% |
129.00 |
| ATR |
62.58 |
63.95 |
1.37 |
2.2% |
0.00 |
| Volume |
31,637 |
69,777 |
38,140 |
120.6% |
88,989 |
|
| Daily Pivots for day following 07-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,294.75 |
4,242.50 |
4,072.00 |
|
| R3 |
4,213.00 |
4,160.75 |
4,049.50 |
|
| R2 |
4,131.25 |
4,131.25 |
4,042.00 |
|
| R1 |
4,079.00 |
4,079.00 |
4,034.50 |
4,064.25 |
| PP |
4,049.50 |
4,049.50 |
4,049.50 |
4,042.00 |
| S1 |
3,997.25 |
3,997.25 |
4,019.50 |
3,982.50 |
| S2 |
3,967.75 |
3,967.75 |
4,012.00 |
|
| S3 |
3,886.00 |
3,915.50 |
4,004.50 |
|
| S4 |
3,804.25 |
3,833.75 |
3,982.00 |
|
|
| Weekly Pivots for week ending 03-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,432.75 |
4,388.75 |
4,157.75 |
|
| R3 |
4,303.75 |
4,259.75 |
4,122.25 |
|
| R2 |
4,174.75 |
4,174.75 |
4,110.50 |
|
| R1 |
4,130.75 |
4,130.75 |
4,098.50 |
4,152.75 |
| PP |
4,045.75 |
4,045.75 |
4,045.75 |
4,056.75 |
| S1 |
4,001.75 |
4,001.75 |
4,075.00 |
4,023.75 |
| S2 |
3,916.75 |
3,916.75 |
4,063.00 |
|
| S3 |
3,787.75 |
3,872.75 |
4,051.25 |
|
| S4 |
3,658.75 |
3,743.75 |
4,015.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,119.50 |
3,960.75 |
158.75 |
3.9% |
64.00 |
1.6% |
42% |
False |
False |
33,966 |
| 10 |
4,119.50 |
3,960.75 |
158.75 |
3.9% |
58.75 |
1.5% |
42% |
False |
False |
21,351 |
| 20 |
4,225.25 |
3,960.75 |
264.50 |
6.6% |
63.50 |
1.6% |
25% |
False |
False |
12,877 |
| 40 |
4,244.75 |
3,925.75 |
319.00 |
7.9% |
63.50 |
1.6% |
32% |
False |
False |
7,956 |
| 60 |
4,244.75 |
3,821.50 |
423.25 |
10.5% |
68.75 |
1.7% |
49% |
False |
False |
5,714 |
| 80 |
4,244.75 |
3,816.25 |
428.50 |
10.6% |
69.75 |
1.7% |
49% |
False |
False |
4,352 |
| 100 |
4,244.75 |
3,562.00 |
682.75 |
17.0% |
75.00 |
1.9% |
68% |
False |
False |
3,502 |
| 120 |
4,244.75 |
3,562.00 |
682.75 |
17.0% |
77.25 |
1.9% |
68% |
False |
False |
2,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,449.00 |
|
2.618 |
4,315.50 |
|
1.618 |
4,233.75 |
|
1.000 |
4,183.25 |
|
0.618 |
4,152.00 |
|
HIGH |
4,101.50 |
|
0.618 |
4,070.25 |
|
0.500 |
4,060.50 |
|
0.382 |
4,051.00 |
|
LOW |
4,019.75 |
|
0.618 |
3,969.25 |
|
1.000 |
3,938.00 |
|
1.618 |
3,887.50 |
|
2.618 |
3,805.75 |
|
4.250 |
3,672.25 |
|
|
| Fisher Pivots for day following 07-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,060.50 |
4,065.00 |
| PP |
4,049.50 |
4,052.25 |
| S1 |
4,038.25 |
4,039.50 |
|