| Trading Metrics calculated at close of trading on 23-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2023 |
23-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
12,742.41 |
12,739.70 |
-2.71 |
0.0% |
11,753.57 |
| High |
12,939.85 |
12,900.10 |
-39.75 |
-0.3% |
12,674.34 |
| Low |
12,563.78 |
12,611.67 |
47.89 |
0.4% |
11,695.41 |
| Close |
12,567.15 |
12,729.23 |
162.08 |
1.3% |
12,519.88 |
| Range |
376.07 |
288.43 |
-87.64 |
-23.3% |
978.93 |
| ATR |
257.16 |
262.58 |
5.41 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,612.29 |
13,459.19 |
12,887.87 |
|
| R3 |
13,323.86 |
13,170.76 |
12,808.55 |
|
| R2 |
13,035.43 |
13,035.43 |
12,782.11 |
|
| R1 |
12,882.33 |
12,882.33 |
12,755.67 |
12,814.67 |
| PP |
12,747.00 |
12,747.00 |
12,747.00 |
12,713.17 |
| S1 |
12,593.90 |
12,593.90 |
12,702.79 |
12,526.24 |
| S2 |
12,458.57 |
12,458.57 |
12,676.35 |
|
| S3 |
12,170.14 |
12,305.47 |
12,649.91 |
|
| S4 |
11,881.71 |
12,017.04 |
12,570.59 |
|
|
| 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 |
12,411.36 |
528.49 |
4.2% |
248.29 |
2.0% |
60% |
False |
False |
|
| 10 |
12,939.85 |
11,695.41 |
1,244.44 |
9.8% |
273.07 |
2.1% |
83% |
False |
False |
|
| 20 |
12,939.85 |
11,695.41 |
1,244.44 |
9.8% |
228.34 |
1.8% |
83% |
False |
False |
|
| 40 |
12,939.85 |
11,695.41 |
1,244.44 |
9.8% |
232.06 |
1.8% |
83% |
False |
False |
|
| 60 |
12,939.85 |
10,671.19 |
2,268.66 |
17.8% |
226.39 |
1.8% |
91% |
False |
False |
|
| 80 |
12,939.85 |
10,671.19 |
2,268.66 |
17.8% |
230.55 |
1.8% |
91% |
False |
False |
|
| 100 |
12,939.85 |
10,632.39 |
2,307.46 |
18.1% |
232.13 |
1.8% |
91% |
False |
False |
|
| 120 |
12,939.85 |
10,444.78 |
2,495.07 |
19.6% |
240.89 |
1.9% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,125.93 |
|
2.618 |
13,655.21 |
|
1.618 |
13,366.78 |
|
1.000 |
13,188.53 |
|
0.618 |
13,078.35 |
|
HIGH |
12,900.10 |
|
0.618 |
12,789.92 |
|
0.500 |
12,755.89 |
|
0.382 |
12,721.85 |
|
LOW |
12,611.67 |
|
0.618 |
12,433.42 |
|
1.000 |
12,323.24 |
|
1.618 |
12,144.99 |
|
2.618 |
11,856.56 |
|
4.250 |
11,385.84 |
|
|
| Fisher Pivots for day following 23-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,755.89 |
12,751.82 |
| PP |
12,747.00 |
12,744.29 |
| S1 |
12,738.12 |
12,736.76 |
|