| Trading Metrics calculated at close of trading on 22-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2023 |
22-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
2,017.7 |
1,978.5 |
-39.2 |
-1.9% |
1,919.4 |
| High |
2,021.1 |
2,015.9 |
-5.2 |
-0.3% |
2,027.1 |
| Low |
1,973.6 |
1,971.3 |
-2.3 |
-0.1% |
1,910.5 |
| Close |
1,975.4 |
1,983.8 |
8.4 |
0.4% |
2,007.1 |
| Range |
47.5 |
44.6 |
-2.9 |
-6.1% |
116.6 |
| ATR |
31.7 |
32.6 |
0.9 |
2.9% |
0.0 |
| Volume |
2,085 |
2,325 |
240 |
11.5% |
20,166 |
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.1 |
2,098.6 |
2,008.3 |
|
| R3 |
2,079.5 |
2,054.0 |
1,996.1 |
|
| R2 |
2,034.9 |
2,034.9 |
1,992.0 |
|
| R1 |
2,009.4 |
2,009.4 |
1,987.9 |
2,022.2 |
| PP |
1,990.3 |
1,990.3 |
1,990.3 |
1,996.7 |
| S1 |
1,964.8 |
1,964.8 |
1,979.7 |
1,977.6 |
| S2 |
1,945.7 |
1,945.7 |
1,975.6 |
|
| S3 |
1,901.1 |
1,920.2 |
1,971.5 |
|
| S4 |
1,856.5 |
1,875.6 |
1,959.3 |
|
|
| 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 |
1,946.4 |
101.5 |
5.1% |
44.4 |
2.2% |
37% |
False |
False |
2,609 |
| 10 |
2,047.9 |
1,851.4 |
196.5 |
9.9% |
39.6 |
2.0% |
67% |
False |
False |
3,139 |
| 20 |
2,047.9 |
1,845.7 |
202.2 |
10.2% |
29.3 |
1.5% |
68% |
False |
False |
2,715 |
| 40 |
2,047.9 |
1,845.7 |
202.2 |
10.2% |
27.4 |
1.4% |
68% |
False |
False |
2,013 |
| 60 |
2,047.9 |
1,845.7 |
202.2 |
10.2% |
25.5 |
1.3% |
68% |
False |
False |
1,759 |
| 80 |
2,047.9 |
1,802.0 |
245.9 |
12.4% |
24.3 |
1.2% |
74% |
False |
False |
1,412 |
| 100 |
2,047.9 |
1,683.6 |
364.3 |
18.4% |
22.8 |
1.2% |
82% |
False |
False |
1,203 |
| 120 |
2,047.9 |
1,683.6 |
364.3 |
18.4% |
21.6 |
1.1% |
82% |
False |
False |
1,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,205.5 |
|
2.618 |
2,132.7 |
|
1.618 |
2,088.1 |
|
1.000 |
2,060.5 |
|
0.618 |
2,043.5 |
|
HIGH |
2,015.9 |
|
0.618 |
1,998.9 |
|
0.500 |
1,993.6 |
|
0.382 |
1,988.3 |
|
LOW |
1,971.3 |
|
0.618 |
1,943.7 |
|
1.000 |
1,926.7 |
|
1.618 |
1,899.1 |
|
2.618 |
1,854.5 |
|
4.250 |
1,781.8 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,993.6 |
2,009.6 |
| PP |
1,990.3 |
2,001.0 |
| S1 |
1,987.1 |
1,992.4 |
|