| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
2,006.9 |
2,030.5 |
23.6 |
1.2% |
2,023.0 |
| High |
2,040.5 |
2,040.0 |
-0.5 |
0.0% |
2,047.9 |
| Low |
2,003.1 |
2,013.1 |
10.0 |
0.5% |
1,971.3 |
| Close |
2,030.4 |
2,018.8 |
-11.6 |
-0.6% |
2,018.8 |
| Range |
37.4 |
26.9 |
-10.5 |
-28.1% |
76.6 |
| ATR |
34.3 |
33.8 |
-0.5 |
-1.5% |
0.0 |
| Volume |
3,113 |
2,911 |
-202 |
-6.5% |
13,562 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.7 |
2,088.6 |
2,033.6 |
|
| R3 |
2,077.8 |
2,061.7 |
2,026.2 |
|
| R2 |
2,050.9 |
2,050.9 |
2,023.7 |
|
| R1 |
2,034.8 |
2,034.8 |
2,021.3 |
2,029.4 |
| PP |
2,024.0 |
2,024.0 |
2,024.0 |
2,021.3 |
| S1 |
2,007.9 |
2,007.9 |
2,016.3 |
2,002.5 |
| S2 |
1,997.1 |
1,997.1 |
2,013.9 |
|
| S3 |
1,970.2 |
1,981.0 |
2,011.4 |
|
| S4 |
1,943.3 |
1,954.1 |
2,004.0 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,242.5 |
2,207.2 |
2,060.9 |
|
| R3 |
2,165.9 |
2,130.6 |
2,039.9 |
|
| R2 |
2,089.3 |
2,089.3 |
2,032.8 |
|
| R1 |
2,054.0 |
2,054.0 |
2,025.8 |
2,033.4 |
| PP |
2,012.7 |
2,012.7 |
2,012.7 |
2,002.3 |
| S1 |
1,977.4 |
1,977.4 |
2,011.8 |
1,956.8 |
| S2 |
1,936.1 |
1,936.1 |
2,004.8 |
|
| S3 |
1,859.5 |
1,900.8 |
1,997.7 |
|
| S4 |
1,782.9 |
1,824.2 |
1,976.7 |
|
|
| 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 |
1,971.3 |
76.6 |
3.8% |
40.1 |
2.0% |
62% |
False |
False |
2,712 |
| 10 |
2,047.9 |
1,910.5 |
137.4 |
6.8% |
39.6 |
2.0% |
79% |
False |
False |
3,372 |
| 20 |
2,047.9 |
1,845.7 |
202.2 |
10.0% |
30.8 |
1.5% |
86% |
False |
False |
2,930 |
| 40 |
2,047.9 |
1,845.7 |
202.2 |
10.0% |
27.5 |
1.4% |
86% |
False |
False |
2,105 |
| 60 |
2,047.9 |
1,845.7 |
202.2 |
10.0% |
25.9 |
1.3% |
86% |
False |
False |
1,850 |
| 80 |
2,047.9 |
1,805.2 |
242.7 |
12.0% |
24.8 |
1.2% |
88% |
False |
False |
1,482 |
| 100 |
2,047.9 |
1,683.6 |
364.3 |
18.0% |
23.4 |
1.2% |
92% |
False |
False |
1,262 |
| 120 |
2,047.9 |
1,683.6 |
364.3 |
18.0% |
21.9 |
1.1% |
92% |
False |
False |
1,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.3 |
|
2.618 |
2,110.4 |
|
1.618 |
2,083.5 |
|
1.000 |
2,066.9 |
|
0.618 |
2,056.6 |
|
HIGH |
2,040.0 |
|
0.618 |
2,029.7 |
|
0.500 |
2,026.6 |
|
0.382 |
2,023.4 |
|
LOW |
2,013.1 |
|
0.618 |
1,996.5 |
|
1.000 |
1,986.2 |
|
1.618 |
1,969.6 |
|
2.618 |
1,942.7 |
|
4.250 |
1,898.8 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,026.6 |
2,014.5 |
| PP |
2,024.0 |
2,010.2 |
| S1 |
2,021.4 |
2,005.9 |
|