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 |
4,160.0 |
4,184.0 |
24.0 |
0.6% |
4,140.0 |
High |
4,192.0 |
4,219.0 |
27.0 |
0.6% |
4,197.0 |
Low |
4,130.0 |
4,160.0 |
30.0 |
0.7% |
4,123.0 |
Close |
4,171.0 |
4,175.0 |
4.0 |
0.1% |
4,182.0 |
Range |
62.0 |
59.0 |
-3.0 |
-4.8% |
74.0 |
ATR |
56.6 |
56.8 |
0.2 |
0.3% |
0.0 |
Volume |
834,517 |
810,926 |
-23,591 |
-2.8% |
3,529,132 |
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,361.7 |
4,327.3 |
4,207.5 |
|
R3 |
4,302.7 |
4,268.3 |
4,191.2 |
|
R2 |
4,243.7 |
4,243.7 |
4,185.8 |
|
R1 |
4,209.3 |
4,209.3 |
4,180.4 |
4,197.0 |
PP |
4,184.7 |
4,184.7 |
4,184.7 |
4,178.5 |
S1 |
4,150.3 |
4,150.3 |
4,169.6 |
4,138.0 |
S2 |
4,125.7 |
4,125.7 |
4,164.2 |
|
S3 |
4,066.7 |
4,091.3 |
4,158.8 |
|
S4 |
4,007.7 |
4,032.3 |
4,142.6 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,389.3 |
4,359.7 |
4,222.7 |
|
R3 |
4,315.3 |
4,285.7 |
4,202.4 |
|
R2 |
4,241.3 |
4,241.3 |
4,195.6 |
|
R1 |
4,211.7 |
4,211.7 |
4,188.8 |
4,226.5 |
PP |
4,167.3 |
4,167.3 |
4,167.3 |
4,174.8 |
S1 |
4,137.7 |
4,137.7 |
4,175.2 |
4,152.5 |
S2 |
4,093.3 |
4,093.3 |
4,168.4 |
|
S3 |
4,019.3 |
4,063.7 |
4,161.7 |
|
S4 |
3,945.3 |
3,989.7 |
4,141.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,219.0 |
4,127.0 |
92.0 |
2.2% |
48.6 |
1.2% |
52% |
True |
False |
796,386 |
10 |
4,219.0 |
4,097.0 |
122.0 |
2.9% |
49.0 |
1.2% |
64% |
True |
False |
808,387 |
20 |
4,219.0 |
3,890.0 |
329.0 |
7.9% |
53.4 |
1.3% |
87% |
True |
False |
839,123 |
40 |
4,219.0 |
3,753.0 |
466.0 |
11.2% |
58.4 |
1.4% |
91% |
True |
False |
779,267 |
60 |
4,219.0 |
3,672.0 |
547.0 |
13.1% |
54.1 |
1.3% |
92% |
True |
False |
525,054 |
80 |
4,219.0 |
3,268.0 |
951.0 |
22.8% |
55.3 |
1.3% |
95% |
True |
False |
394,158 |
100 |
4,219.0 |
3,250.0 |
969.0 |
23.2% |
56.0 |
1.3% |
95% |
True |
False |
315,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,469.8 |
2.618 |
4,373.5 |
1.618 |
4,314.5 |
1.000 |
4,278.0 |
0.618 |
4,255.5 |
HIGH |
4,219.0 |
0.618 |
4,196.5 |
0.500 |
4,189.5 |
0.382 |
4,182.5 |
LOW |
4,160.0 |
0.618 |
4,123.5 |
1.000 |
4,101.0 |
1.618 |
4,064.5 |
2.618 |
4,005.5 |
4.250 |
3,909.3 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
4,189.5 |
4,174.3 |
PP |
4,184.7 |
4,173.7 |
S1 |
4,179.8 |
4,173.0 |
|