| Trading Metrics calculated at close of trading on 17-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2023 |
17-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,959.1 |
1,965.5 |
6.4 |
0.3% |
1,919.4 |
| High |
1,970.4 |
2,027.1 |
56.7 |
2.9% |
2,027.1 |
| Low |
1,946.4 |
1,965.0 |
18.6 |
1.0% |
1,910.5 |
| Close |
1,956.9 |
2,007.1 |
50.2 |
2.6% |
2,007.1 |
| Range |
24.0 |
62.1 |
38.1 |
158.8% |
116.6 |
| ATR |
26.3 |
29.4 |
3.1 |
11.9% |
0.0 |
| Volume |
2,506 |
3,005 |
499 |
19.9% |
20,166 |
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.0 |
2,158.7 |
2,041.3 |
|
| R3 |
2,123.9 |
2,096.6 |
2,024.2 |
|
| R2 |
2,061.8 |
2,061.8 |
2,018.5 |
|
| R1 |
2,034.5 |
2,034.5 |
2,012.8 |
2,048.2 |
| PP |
1,999.7 |
1,999.7 |
1,999.7 |
2,006.6 |
| S1 |
1,972.4 |
1,972.4 |
2,001.4 |
1,986.1 |
| S2 |
1,937.6 |
1,937.6 |
1,995.7 |
|
| S3 |
1,875.5 |
1,910.3 |
1,990.0 |
|
| S4 |
1,813.4 |
1,848.2 |
1,972.9 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,331.4 |
2,285.8 |
2,071.2 |
|
| R3 |
2,214.8 |
2,169.2 |
2,039.2 |
|
| R2 |
2,098.2 |
2,098.2 |
2,028.5 |
|
| R1 |
2,052.6 |
2,052.6 |
2,017.8 |
2,075.4 |
| PP |
1,981.6 |
1,981.6 |
1,981.6 |
1,993.0 |
| S1 |
1,936.0 |
1,936.0 |
1,996.4 |
1,958.8 |
| S2 |
1,865.0 |
1,865.0 |
1,985.7 |
|
| S3 |
1,748.4 |
1,819.4 |
1,975.0 |
|
| S4 |
1,631.8 |
1,702.8 |
1,943.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,027.1 |
1,910.5 |
116.6 |
5.8% |
39.2 |
2.0% |
83% |
True |
False |
4,033 |
| 10 |
2,027.1 |
1,848.6 |
178.5 |
8.9% |
32.7 |
1.6% |
89% |
True |
False |
3,374 |
| 20 |
2,027.1 |
1,845.7 |
181.4 |
9.0% |
25.5 |
1.3% |
89% |
True |
False |
2,484 |
| 40 |
2,027.1 |
1,845.7 |
181.4 |
9.0% |
25.5 |
1.3% |
89% |
True |
False |
2,006 |
| 60 |
2,027.1 |
1,840.0 |
187.1 |
9.3% |
24.5 |
1.2% |
89% |
True |
False |
1,651 |
| 80 |
2,027.1 |
1,785.6 |
241.5 |
12.0% |
23.3 |
1.2% |
92% |
True |
False |
1,340 |
| 100 |
2,027.1 |
1,683.6 |
343.5 |
17.1% |
21.9 |
1.1% |
94% |
True |
False |
1,136 |
| 120 |
2,027.1 |
1,682.1 |
345.0 |
17.2% |
21.0 |
1.0% |
94% |
True |
False |
968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,291.0 |
|
2.618 |
2,189.7 |
|
1.618 |
2,127.6 |
|
1.000 |
2,089.2 |
|
0.618 |
2,065.5 |
|
HIGH |
2,027.1 |
|
0.618 |
2,003.4 |
|
0.500 |
1,996.1 |
|
0.382 |
1,988.7 |
|
LOW |
1,965.0 |
|
0.618 |
1,926.6 |
|
1.000 |
1,902.9 |
|
1.618 |
1,864.5 |
|
2.618 |
1,802.4 |
|
4.250 |
1,701.1 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,003.4 |
1,996.6 |
| PP |
1,999.7 |
1,986.1 |
| S1 |
1,996.1 |
1,975.7 |
|