| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
1,965.5 |
2,023.0 |
57.5 |
2.9% |
1,919.4 |
| High |
2,027.1 |
2,047.9 |
20.8 |
1.0% |
2,027.1 |
| Low |
1,965.0 |
2,004.0 |
39.0 |
2.0% |
1,910.5 |
| Close |
2,007.1 |
2,016.5 |
9.4 |
0.5% |
2,007.1 |
| Range |
62.1 |
43.9 |
-18.2 |
-29.3% |
116.6 |
| ATR |
29.4 |
30.5 |
1.0 |
3.5% |
0.0 |
| Volume |
3,005 |
3,128 |
123 |
4.1% |
20,166 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.5 |
2,129.4 |
2,040.6 |
|
| R3 |
2,110.6 |
2,085.5 |
2,028.6 |
|
| R2 |
2,066.7 |
2,066.7 |
2,024.5 |
|
| R1 |
2,041.6 |
2,041.6 |
2,020.5 |
2,032.2 |
| PP |
2,022.8 |
2,022.8 |
2,022.8 |
2,018.1 |
| S1 |
1,997.7 |
1,997.7 |
2,012.5 |
1,988.3 |
| S2 |
1,978.9 |
1,978.9 |
2,008.5 |
|
| S3 |
1,935.0 |
1,953.8 |
2,004.4 |
|
| S4 |
1,891.1 |
1,909.9 |
1,992.4 |
|
|
| 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 |
2,047.9 |
1,924.2 |
123.7 |
6.1% |
39.6 |
2.0% |
75% |
True |
False |
3,015 |
| 10 |
2,047.9 |
1,848.6 |
199.3 |
9.9% |
35.7 |
1.8% |
84% |
True |
False |
3,361 |
| 20 |
2,047.9 |
1,845.7 |
202.2 |
10.0% |
26.5 |
1.3% |
84% |
True |
False |
2,584 |
| 40 |
2,047.9 |
1,845.7 |
202.2 |
10.0% |
26.2 |
1.3% |
84% |
True |
False |
2,031 |
| 60 |
2,047.9 |
1,840.0 |
207.9 |
10.3% |
24.7 |
1.2% |
85% |
True |
False |
1,697 |
| 80 |
2,047.9 |
1,785.6 |
262.3 |
13.0% |
23.6 |
1.2% |
88% |
True |
False |
1,378 |
| 100 |
2,047.9 |
1,683.6 |
364.3 |
18.1% |
22.3 |
1.1% |
91% |
True |
False |
1,166 |
| 120 |
2,047.9 |
1,682.1 |
365.8 |
18.1% |
21.2 |
1.1% |
91% |
True |
False |
993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,234.5 |
|
2.618 |
2,162.8 |
|
1.618 |
2,118.9 |
|
1.000 |
2,091.8 |
|
0.618 |
2,075.0 |
|
HIGH |
2,047.9 |
|
0.618 |
2,031.1 |
|
0.500 |
2,026.0 |
|
0.382 |
2,020.8 |
|
LOW |
2,004.0 |
|
0.618 |
1,976.9 |
|
1.000 |
1,960.1 |
|
1.618 |
1,933.0 |
|
2.618 |
1,889.1 |
|
4.250 |
1,817.4 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,026.0 |
2,010.1 |
| PP |
2,022.8 |
2,003.6 |
| S1 |
2,019.7 |
1,997.2 |
|