Trading Metrics calculated at close of trading on 01-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
1,923.18 |
1,928.17 |
4.99 |
0.3% |
1,929.99 |
High |
1,930.68 |
1,952.36 |
21.68 |
1.1% |
1,948.77 |
Low |
1,901.84 |
1,922.22 |
20.38 |
1.1% |
1,913.52 |
Close |
1,928.18 |
1,950.28 |
22.10 |
1.1% |
1,928.30 |
Range |
28.84 |
30.14 |
1.30 |
4.5% |
35.25 |
ATR |
21.99 |
22.57 |
0.58 |
2.6% |
0.00 |
Volume |
5,547 |
5,395 |
-152 |
-2.7% |
27,606 |
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,032.04 |
2,021.30 |
1,966.86 |
|
R3 |
2,001.90 |
1,991.16 |
1,958.57 |
|
R2 |
1,971.76 |
1,971.76 |
1,955.81 |
|
R1 |
1,961.02 |
1,961.02 |
1,953.04 |
1,966.39 |
PP |
1,941.62 |
1,941.62 |
1,941.62 |
1,944.31 |
S1 |
1,930.88 |
1,930.88 |
1,947.52 |
1,936.25 |
S2 |
1,911.48 |
1,911.48 |
1,944.75 |
|
S3 |
1,881.34 |
1,900.74 |
1,941.99 |
|
S4 |
1,851.20 |
1,870.60 |
1,933.70 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,035.95 |
2,017.37 |
1,947.69 |
|
R3 |
2,000.70 |
1,982.12 |
1,937.99 |
|
R2 |
1,965.45 |
1,965.45 |
1,934.76 |
|
R1 |
1,946.87 |
1,946.87 |
1,931.53 |
1,938.54 |
PP |
1,930.20 |
1,930.20 |
1,930.20 |
1,926.03 |
S1 |
1,911.62 |
1,911.62 |
1,925.07 |
1,903.29 |
S2 |
1,894.95 |
1,894.95 |
1,921.84 |
|
S3 |
1,859.70 |
1,876.37 |
1,918.61 |
|
S4 |
1,824.45 |
1,841.12 |
1,908.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,952.36 |
1,901.84 |
50.52 |
2.6% |
22.12 |
1.1% |
96% |
True |
False |
5,528 |
10 |
1,952.36 |
1,901.37 |
50.99 |
2.6% |
22.33 |
1.1% |
96% |
True |
False |
5,524 |
20 |
1,952.36 |
1,827.17 |
125.19 |
6.4% |
22.78 |
1.2% |
98% |
True |
False |
5,535 |
40 |
1,952.36 |
1,765.85 |
186.51 |
9.6% |
22.50 |
1.2% |
99% |
True |
False |
8,024 |
60 |
1,952.36 |
1,627.88 |
324.48 |
16.6% |
23.10 |
1.2% |
99% |
True |
False |
7,972 |
80 |
1,952.36 |
1,617.06 |
335.30 |
17.2% |
23.33 |
1.2% |
99% |
True |
False |
7,979 |
100 |
1,952.36 |
1,616.14 |
336.22 |
17.2% |
23.87 |
1.2% |
99% |
True |
False |
8,081 |
120 |
1,952.36 |
1,616.14 |
336.22 |
17.2% |
23.08 |
1.2% |
99% |
True |
False |
7,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,080.46 |
2.618 |
2,031.27 |
1.618 |
2,001.13 |
1.000 |
1,982.50 |
0.618 |
1,970.99 |
HIGH |
1,952.36 |
0.618 |
1,940.85 |
0.500 |
1,937.29 |
0.382 |
1,933.73 |
LOW |
1,922.22 |
0.618 |
1,903.59 |
1.000 |
1,892.08 |
1.618 |
1,873.45 |
2.618 |
1,843.31 |
4.250 |
1,794.13 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
1,945.95 |
1,942.55 |
PP |
1,941.62 |
1,934.83 |
S1 |
1,937.29 |
1,927.10 |
|