| Trading Metrics calculated at close of trading on 21-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2023 |
21-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,498.48 |
12,659.65 |
161.17 |
1.3% |
11,753.57 |
| High |
12,578.35 |
12,762.45 |
184.10 |
1.5% |
12,674.34 |
| Low |
12,411.36 |
12,582.76 |
171.40 |
1.4% |
11,695.41 |
| Close |
12,562.61 |
12,741.44 |
178.83 |
1.4% |
12,519.88 |
| Range |
166.99 |
179.69 |
12.70 |
7.6% |
978.93 |
| ATR |
251.72 |
248.02 |
-3.71 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,234.62 |
13,167.72 |
12,840.27 |
|
| R3 |
13,054.93 |
12,988.03 |
12,790.85 |
|
| R2 |
12,875.24 |
12,875.24 |
12,774.38 |
|
| R1 |
12,808.34 |
12,808.34 |
12,757.91 |
12,841.79 |
| PP |
12,695.55 |
12,695.55 |
12,695.55 |
12,712.28 |
| S1 |
12,628.65 |
12,628.65 |
12,724.97 |
12,662.10 |
| S2 |
12,515.86 |
12,515.86 |
12,708.50 |
|
| S3 |
12,336.17 |
12,448.96 |
12,692.03 |
|
| S4 |
12,156.48 |
12,269.27 |
12,642.61 |
|
|
| 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 |
12,762.45 |
12,026.18 |
736.27 |
5.8% |
245.05 |
1.9% |
97% |
True |
False |
|
| 10 |
12,762.45 |
11,695.41 |
1,067.04 |
8.4% |
256.95 |
2.0% |
98% |
True |
False |
|
| 20 |
12,762.45 |
11,695.41 |
1,067.04 |
8.4% |
213.65 |
1.7% |
98% |
True |
False |
|
| 40 |
12,880.98 |
11,550.07 |
1,330.91 |
10.4% |
225.40 |
1.8% |
90% |
False |
False |
|
| 60 |
12,880.98 |
10,671.19 |
2,209.79 |
17.3% |
223.76 |
1.8% |
94% |
False |
False |
|
| 80 |
12,880.98 |
10,671.19 |
2,209.79 |
17.3% |
224.74 |
1.8% |
94% |
False |
False |
|
| 100 |
12,880.98 |
10,632.39 |
2,248.59 |
17.6% |
230.53 |
1.8% |
94% |
False |
False |
|
| 120 |
12,880.98 |
10,444.78 |
2,436.20 |
19.1% |
240.61 |
1.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,526.13 |
|
2.618 |
13,232.88 |
|
1.618 |
13,053.19 |
|
1.000 |
12,942.14 |
|
0.618 |
12,873.50 |
|
HIGH |
12,762.45 |
|
0.618 |
12,693.81 |
|
0.500 |
12,672.61 |
|
0.382 |
12,651.40 |
|
LOW |
12,582.76 |
|
0.618 |
12,471.71 |
|
1.000 |
12,403.07 |
|
1.618 |
12,292.02 |
|
2.618 |
12,112.33 |
|
4.250 |
11,819.08 |
|
|
| Fisher Pivots for day following 21-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,718.50 |
12,689.93 |
| PP |
12,695.55 |
12,638.42 |
| S1 |
12,672.61 |
12,586.91 |
|