| 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 |
12,223.44 |
12,575.42 |
351.98 |
2.9% |
11,753.57 |
| High |
12,595.69 |
12,674.34 |
78.65 |
0.6% |
12,674.34 |
| Low |
12,190.65 |
12,444.08 |
253.43 |
2.1% |
11,695.41 |
| Close |
12,581.39 |
12,519.88 |
-61.51 |
-0.5% |
12,519.88 |
| Range |
405.04 |
230.26 |
-174.78 |
-43.2% |
978.93 |
| ATR |
260.39 |
258.24 |
-2.15 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,236.88 |
13,108.64 |
12,646.52 |
|
| R3 |
13,006.62 |
12,878.38 |
12,583.20 |
|
| R2 |
12,776.36 |
12,776.36 |
12,562.09 |
|
| R1 |
12,648.12 |
12,648.12 |
12,540.99 |
12,597.11 |
| PP |
12,546.10 |
12,546.10 |
12,546.10 |
12,520.60 |
| S1 |
12,417.86 |
12,417.86 |
12,498.77 |
12,366.85 |
| S2 |
12,315.84 |
12,315.84 |
12,477.67 |
|
| S3 |
12,085.58 |
12,187.60 |
12,456.56 |
|
| S4 |
11,855.32 |
11,957.34 |
12,393.24 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,233.33 |
14,855.54 |
13,058.29 |
|
| R3 |
14,254.40 |
13,876.61 |
12,789.09 |
|
| R2 |
13,275.47 |
13,275.47 |
12,699.35 |
|
| R1 |
12,897.68 |
12,897.68 |
12,609.62 |
13,086.58 |
| PP |
12,296.54 |
12,296.54 |
12,296.54 |
12,390.99 |
| S1 |
11,918.75 |
11,918.75 |
12,430.14 |
12,107.65 |
| S2 |
11,317.61 |
11,317.61 |
12,340.41 |
|
| S3 |
10,338.68 |
10,939.82 |
12,250.67 |
|
| S4 |
9,359.75 |
9,960.89 |
11,981.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,674.34 |
11,695.41 |
978.93 |
7.8% |
287.95 |
2.3% |
84% |
True |
False |
|
| 10 |
12,674.34 |
11,695.41 |
978.93 |
7.8% |
260.61 |
2.1% |
84% |
True |
False |
|
| 20 |
12,674.34 |
11,695.41 |
978.93 |
7.8% |
213.84 |
1.7% |
84% |
True |
False |
|
| 40 |
12,880.98 |
11,329.54 |
1,551.44 |
12.4% |
231.60 |
1.8% |
77% |
False |
False |
|
| 60 |
12,880.98 |
10,671.19 |
2,209.79 |
17.7% |
224.22 |
1.8% |
84% |
False |
False |
|
| 80 |
12,880.98 |
10,671.19 |
2,209.79 |
17.7% |
225.02 |
1.8% |
84% |
False |
False |
|
| 100 |
12,880.98 |
10,632.39 |
2,248.59 |
18.0% |
232.08 |
1.9% |
84% |
False |
False |
|
| 120 |
12,880.98 |
10,444.78 |
2,436.20 |
19.5% |
242.43 |
1.9% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,652.95 |
|
2.618 |
13,277.16 |
|
1.618 |
13,046.90 |
|
1.000 |
12,904.60 |
|
0.618 |
12,816.64 |
|
HIGH |
12,674.34 |
|
0.618 |
12,586.38 |
|
0.500 |
12,559.21 |
|
0.382 |
12,532.04 |
|
LOW |
12,444.08 |
|
0.618 |
12,301.78 |
|
1.000 |
12,213.82 |
|
1.618 |
12,071.52 |
|
2.618 |
11,841.26 |
|
4.250 |
11,465.48 |
|
|
| Fisher Pivots for day following 17-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,559.21 |
12,463.34 |
| PP |
12,546.10 |
12,406.80 |
| S1 |
12,532.99 |
12,350.26 |
|