Trading Metrics calculated at close of trading on 01-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,258.0 |
4,227.0 |
-31.0 |
-0.7% |
4,273.0 |
High |
4,274.0 |
4,281.0 |
7.0 |
0.2% |
4,290.0 |
Low |
4,225.0 |
4,209.0 |
-16.0 |
-0.4% |
4,175.0 |
Close |
4,247.0 |
4,216.0 |
-31.0 |
-0.7% |
4,201.0 |
Range |
49.0 |
72.0 |
23.0 |
46.9% |
115.0 |
ATR |
62.7 |
63.3 |
0.7 |
1.1% |
0.0 |
Volume |
981,147 |
1,015,304 |
34,157 |
3.5% |
3,978,146 |
|
Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,451.3 |
4,405.7 |
4,255.6 |
|
R3 |
4,379.3 |
4,333.7 |
4,235.8 |
|
R2 |
4,307.3 |
4,307.3 |
4,229.2 |
|
R1 |
4,261.7 |
4,261.7 |
4,222.6 |
4,248.5 |
PP |
4,235.3 |
4,235.3 |
4,235.3 |
4,228.8 |
S1 |
4,189.7 |
4,189.7 |
4,209.4 |
4,176.5 |
S2 |
4,163.3 |
4,163.3 |
4,202.8 |
|
S3 |
4,091.3 |
4,117.7 |
4,196.2 |
|
S4 |
4,019.3 |
4,045.7 |
4,176.4 |
|
|
Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,567.0 |
4,499.0 |
4,264.3 |
|
R3 |
4,452.0 |
4,384.0 |
4,232.6 |
|
R2 |
4,337.0 |
4,337.0 |
4,222.1 |
|
R1 |
4,269.0 |
4,269.0 |
4,211.5 |
4,245.5 |
PP |
4,222.0 |
4,222.0 |
4,222.0 |
4,210.3 |
S1 |
4,154.0 |
4,154.0 |
4,190.5 |
4,130.5 |
S2 |
4,107.0 |
4,107.0 |
4,179.9 |
|
S3 |
3,992.0 |
4,039.0 |
4,169.4 |
|
S4 |
3,877.0 |
3,924.0 |
4,137.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,290.0 |
4,175.0 |
115.0 |
2.7% |
69.4 |
1.6% |
36% |
False |
False |
1,006,634 |
10 |
4,323.0 |
4,175.0 |
148.0 |
3.5% |
63.9 |
1.5% |
28% |
False |
False |
1,003,997 |
20 |
4,323.0 |
4,160.0 |
163.0 |
3.9% |
60.5 |
1.4% |
34% |
False |
False |
972,067 |
40 |
4,323.0 |
3,812.0 |
511.0 |
12.1% |
58.3 |
1.4% |
79% |
False |
False |
909,636 |
60 |
4,323.0 |
3,753.0 |
570.0 |
13.5% |
59.0 |
1.4% |
81% |
False |
False |
830,894 |
80 |
4,323.0 |
3,586.0 |
737.0 |
17.5% |
56.6 |
1.3% |
85% |
False |
False |
626,691 |
100 |
4,323.0 |
3,268.0 |
1,055.0 |
25.0% |
56.4 |
1.3% |
90% |
False |
False |
501,631 |
120 |
4,323.0 |
3,250.0 |
1,073.0 |
25.5% |
56.7 |
1.3% |
90% |
False |
False |
418,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,587.0 |
2.618 |
4,469.5 |
1.618 |
4,397.5 |
1.000 |
4,353.0 |
0.618 |
4,325.5 |
HIGH |
4,281.0 |
0.618 |
4,253.5 |
0.500 |
4,245.0 |
0.382 |
4,236.5 |
LOW |
4,209.0 |
0.618 |
4,164.5 |
1.000 |
4,137.0 |
1.618 |
4,092.5 |
2.618 |
4,020.5 |
4.250 |
3,903.0 |
|
|
Fisher Pivots for day following 01-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,245.0 |
4,239.5 |
PP |
4,235.3 |
4,231.7 |
S1 |
4,225.7 |
4,223.8 |
|