| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1,603.7370 |
1,627.2820 |
23.5450 |
1.5% |
1,700.9280 |
| High |
1,664.2840 |
1,646.9520 |
-17.3320 |
-1.0% |
1,716.3700 |
| Low |
1,562.2790 |
1,598.6040 |
36.3250 |
2.3% |
1,579.5160 |
| Close |
1,627.2820 |
1,602.7520 |
-24.5300 |
-1.5% |
1,603.7370 |
| Range |
102.0050 |
48.3480 |
-53.6570 |
-52.6% |
136.8540 |
| ATR |
77.9181 |
75.8059 |
-2.1121 |
-2.7% |
0.0000 |
| Volume |
2,419 |
155,809 |
153,390 |
6,341.1% |
1,307,587 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,761.1467 |
1,730.2973 |
1,629.3434 |
|
| R3 |
1,712.7987 |
1,681.9493 |
1,616.0477 |
|
| R2 |
1,664.4507 |
1,664.4507 |
1,611.6158 |
|
| R1 |
1,633.6013 |
1,633.6013 |
1,607.1839 |
1,624.8520 |
| PP |
1,616.1027 |
1,616.1027 |
1,616.1027 |
1,611.7280 |
| S1 |
1,585.2533 |
1,585.2533 |
1,598.3201 |
1,576.5040 |
| S2 |
1,567.7547 |
1,567.7547 |
1,593.8882 |
|
| S3 |
1,519.4067 |
1,536.9053 |
1,589.4563 |
|
| S4 |
1,471.0587 |
1,488.5573 |
1,576.1606 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.7697 |
1,960.6073 |
1,679.0067 |
|
| R3 |
1,906.9157 |
1,823.7533 |
1,641.3719 |
|
| R2 |
1,770.0617 |
1,770.0617 |
1,628.8269 |
|
| R1 |
1,686.8993 |
1,686.8993 |
1,616.2820 |
1,660.0535 |
| PP |
1,633.2077 |
1,633.2077 |
1,633.2077 |
1,619.7848 |
| S1 |
1,550.0453 |
1,550.0453 |
1,591.1921 |
1,523.1995 |
| S2 |
1,496.3537 |
1,496.3537 |
1,578.6471 |
|
| S3 |
1,359.4997 |
1,413.1913 |
1,566.1022 |
|
| S4 |
1,222.6457 |
1,276.3373 |
1,528.4673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,678.4060 |
1,562.2790 |
116.1270 |
7.2% |
72.4704 |
4.5% |
35% |
False |
False |
239,077 |
| 10 |
1,741.0600 |
1,485.4770 |
255.5830 |
15.9% |
81.3521 |
5.1% |
46% |
False |
False |
301,344 |
| 20 |
1,741.0600 |
1,466.1750 |
274.8850 |
17.2% |
77.4244 |
4.8% |
50% |
False |
False |
298,191 |
| 40 |
1,741.0600 |
1,184.0510 |
557.0090 |
34.8% |
69.0713 |
4.3% |
75% |
False |
False |
327,133 |
| 60 |
1,741.0600 |
1,152.4650 |
588.5950 |
36.7% |
61.2660 |
3.8% |
77% |
False |
False |
370,762 |
| 80 |
1,741.0600 |
1,077.4100 |
663.6500 |
41.4% |
74.2275 |
4.6% |
79% |
False |
False |
481,183 |
| 100 |
1,741.0600 |
1,077.4100 |
663.6500 |
41.4% |
72.9688 |
4.6% |
79% |
False |
False |
509,712 |
| 120 |
1,787.3340 |
1,077.4100 |
709.9240 |
44.3% |
77.3422 |
4.8% |
74% |
False |
False |
532,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,852.4310 |
|
2.618 |
1,773.5271 |
|
1.618 |
1,725.1791 |
|
1.000 |
1,695.3000 |
|
0.618 |
1,676.8311 |
|
HIGH |
1,646.9520 |
|
0.618 |
1,628.4831 |
|
0.500 |
1,622.7780 |
|
0.382 |
1,617.0729 |
|
LOW |
1,598.6040 |
|
0.618 |
1,568.7249 |
|
1.000 |
1,550.2560 |
|
1.618 |
1,520.3769 |
|
2.618 |
1,472.0289 |
|
4.250 |
1,393.1250 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,622.7780 |
1,613.2840 |
| PP |
1,616.1027 |
1,609.7733 |
| S1 |
1,609.4273 |
1,606.2627 |
|