| 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 |
12,659.65 |
12,742.41 |
82.76 |
0.7% |
11,753.57 |
| High |
12,762.45 |
12,939.85 |
177.40 |
1.4% |
12,674.34 |
| Low |
12,582.76 |
12,563.78 |
-18.98 |
-0.2% |
11,695.41 |
| Close |
12,741.44 |
12,567.15 |
-174.29 |
-1.4% |
12,519.88 |
| Range |
179.69 |
376.07 |
196.38 |
109.3% |
978.93 |
| ATR |
248.02 |
257.16 |
9.15 |
3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,818.47 |
13,568.88 |
12,773.99 |
|
| R3 |
13,442.40 |
13,192.81 |
12,670.57 |
|
| R2 |
13,066.33 |
13,066.33 |
12,636.10 |
|
| R1 |
12,816.74 |
12,816.74 |
12,601.62 |
12,753.50 |
| PP |
12,690.26 |
12,690.26 |
12,690.26 |
12,658.64 |
| S1 |
12,440.67 |
12,440.67 |
12,532.68 |
12,377.43 |
| S2 |
12,314.19 |
12,314.19 |
12,498.20 |
|
| S3 |
11,938.12 |
12,064.60 |
12,463.73 |
|
| S4 |
11,562.05 |
11,688.53 |
12,360.31 |
|
|
| 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 |
12,939.85 |
12,190.65 |
749.20 |
6.0% |
271.61 |
2.2% |
50% |
True |
False |
|
| 10 |
12,939.85 |
11,695.41 |
1,244.44 |
9.9% |
281.24 |
2.2% |
70% |
True |
False |
|
| 20 |
12,939.85 |
11,695.41 |
1,244.44 |
9.9% |
225.10 |
1.8% |
70% |
True |
False |
|
| 40 |
12,939.85 |
11,550.07 |
1,389.78 |
11.1% |
232.14 |
1.8% |
73% |
True |
False |
|
| 60 |
12,939.85 |
10,671.19 |
2,268.66 |
18.1% |
224.52 |
1.8% |
84% |
True |
False |
|
| 80 |
12,939.85 |
10,671.19 |
2,268.66 |
18.1% |
227.64 |
1.8% |
84% |
True |
False |
|
| 100 |
12,939.85 |
10,632.39 |
2,307.46 |
18.4% |
231.60 |
1.8% |
84% |
True |
False |
|
| 120 |
12,939.85 |
10,444.78 |
2,495.07 |
19.9% |
240.97 |
1.9% |
85% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,538.15 |
|
2.618 |
13,924.40 |
|
1.618 |
13,548.33 |
|
1.000 |
13,315.92 |
|
0.618 |
13,172.26 |
|
HIGH |
12,939.85 |
|
0.618 |
12,796.19 |
|
0.500 |
12,751.82 |
|
0.382 |
12,707.44 |
|
LOW |
12,563.78 |
|
0.618 |
12,331.37 |
|
1.000 |
12,187.71 |
|
1.618 |
11,955.30 |
|
2.618 |
11,579.23 |
|
4.250 |
10,965.48 |
|
|
| Fisher Pivots for day following 22-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,751.82 |
12,675.61 |
| PP |
12,690.26 |
12,639.45 |
| S1 |
12,628.71 |
12,603.30 |
|