| Trading Metrics calculated at close of trading on 13-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2023 |
13-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
11,999.73 |
11,753.57 |
-246.16 |
-2.1% |
12,354.98 |
| High |
12,069.62 |
12,073.95 |
4.33 |
0.0% |
12,466.88 |
| Low |
11,789.86 |
11,695.41 |
-94.45 |
-0.8% |
11,789.86 |
| Close |
11,830.28 |
11,923.17 |
92.89 |
0.8% |
11,830.28 |
| Range |
279.76 |
378.54 |
98.78 |
35.3% |
677.02 |
| ATR |
236.09 |
246.27 |
10.17 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,033.13 |
12,856.69 |
12,131.37 |
|
| R3 |
12,654.59 |
12,478.15 |
12,027.27 |
|
| R2 |
12,276.05 |
12,276.05 |
11,992.57 |
|
| R1 |
12,099.61 |
12,099.61 |
11,957.87 |
12,187.83 |
| PP |
11,897.51 |
11,897.51 |
11,897.51 |
11,941.62 |
| S1 |
11,721.07 |
11,721.07 |
11,888.47 |
11,809.29 |
| S2 |
11,518.97 |
11,518.97 |
11,853.77 |
|
| S3 |
11,140.43 |
11,342.53 |
11,819.07 |
|
| S4 |
10,761.89 |
10,963.99 |
11,714.97 |
|
|
| Weekly Pivots for week ending 10-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,060.07 |
13,622.19 |
12,202.64 |
|
| R3 |
13,383.05 |
12,945.17 |
12,016.46 |
|
| R2 |
12,706.03 |
12,706.03 |
11,954.40 |
|
| R1 |
12,268.15 |
12,268.15 |
11,892.34 |
12,148.58 |
| PP |
12,029.01 |
12,029.01 |
12,029.01 |
11,969.22 |
| S1 |
11,591.13 |
11,591.13 |
11,768.22 |
11,471.56 |
| S2 |
11,351.99 |
11,351.99 |
11,706.16 |
|
| S3 |
10,674.97 |
10,914.11 |
11,644.10 |
|
| S4 |
9,997.95 |
10,237.09 |
11,457.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,344.04 |
11,695.41 |
648.63 |
5.4% |
275.12 |
2.3% |
35% |
False |
True |
|
| 10 |
12,466.88 |
11,695.41 |
771.47 |
6.5% |
225.88 |
1.9% |
30% |
False |
True |
|
| 20 |
12,689.34 |
11,695.41 |
993.93 |
8.3% |
205.62 |
1.7% |
23% |
False |
True |
|
| 40 |
12,880.98 |
11,251.94 |
1,629.04 |
13.7% |
223.90 |
1.9% |
41% |
False |
False |
|
| 60 |
12,880.98 |
10,671.19 |
2,209.79 |
18.5% |
223.63 |
1.9% |
57% |
False |
False |
|
| 80 |
12,880.98 |
10,671.19 |
2,209.79 |
18.5% |
222.16 |
1.9% |
57% |
False |
False |
|
| 100 |
12,880.98 |
10,632.39 |
2,248.59 |
18.9% |
233.47 |
2.0% |
57% |
False |
False |
|
| 120 |
12,880.98 |
10,444.78 |
2,436.20 |
20.4% |
242.07 |
2.0% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,682.75 |
|
2.618 |
13,064.97 |
|
1.618 |
12,686.43 |
|
1.000 |
12,452.49 |
|
0.618 |
12,307.89 |
|
HIGH |
12,073.95 |
|
0.618 |
11,929.35 |
|
0.500 |
11,884.68 |
|
0.382 |
11,840.01 |
|
LOW |
11,695.41 |
|
0.618 |
11,461.47 |
|
1.000 |
11,316.87 |
|
1.618 |
11,082.93 |
|
2.618 |
10,704.39 |
|
4.250 |
10,086.62 |
|
|
| Fisher Pivots for day following 13-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,910.34 |
12,017.93 |
| PP |
11,897.51 |
11,986.34 |
| S1 |
11,884.68 |
11,954.76 |
|