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 |
4,039.25 |
4,085.75 |
46.50 |
1.2% |
3,987.00 |
High |
4,091.25 |
4,163.25 |
72.00 |
1.8% |
4,109.25 |
Low |
4,007.50 |
4,048.50 |
41.00 |
1.0% |
3,963.25 |
Close |
4,090.00 |
4,132.25 |
42.25 |
1.0% |
4,084.25 |
Range |
83.75 |
114.75 |
31.00 |
37.0% |
146.00 |
ATR |
67.95 |
71.29 |
3.34 |
4.9% |
0.00 |
Volume |
1,790,751 |
2,000,400 |
209,649 |
11.7% |
8,029,847 |
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,459.00 |
4,410.25 |
4,195.25 |
|
R3 |
4,344.25 |
4,295.50 |
4,163.75 |
|
R2 |
4,229.50 |
4,229.50 |
4,153.25 |
|
R1 |
4,180.75 |
4,180.75 |
4,142.75 |
4,205.00 |
PP |
4,114.75 |
4,114.75 |
4,114.75 |
4,126.75 |
S1 |
4,066.00 |
4,066.00 |
4,121.75 |
4,090.50 |
S2 |
4,000.00 |
4,000.00 |
4,111.25 |
|
S3 |
3,885.25 |
3,951.25 |
4,100.75 |
|
S4 |
3,770.50 |
3,836.50 |
4,069.25 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,490.25 |
4,433.25 |
4,164.50 |
|
R3 |
4,344.25 |
4,287.25 |
4,124.50 |
|
R2 |
4,198.25 |
4,198.25 |
4,111.00 |
|
R1 |
4,141.25 |
4,141.25 |
4,097.75 |
4,169.75 |
PP |
4,052.25 |
4,052.25 |
4,052.25 |
4,066.50 |
S1 |
3,995.25 |
3,995.25 |
4,070.75 |
4,023.75 |
S2 |
3,906.25 |
3,906.25 |
4,057.50 |
|
S3 |
3,760.25 |
3,849.25 |
4,044.00 |
|
S4 |
3,614.25 |
3,703.25 |
4,004.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,163.25 |
4,007.50 |
155.75 |
3.8% |
71.25 |
1.7% |
80% |
True |
False |
1,755,800 |
10 |
4,163.25 |
3,901.75 |
261.50 |
6.3% |
67.75 |
1.6% |
88% |
True |
False |
1,712,435 |
20 |
4,163.25 |
3,819.00 |
344.25 |
8.3% |
67.25 |
1.6% |
91% |
True |
False |
1,712,305 |
40 |
4,180.00 |
3,788.50 |
391.50 |
9.5% |
74.25 |
1.8% |
88% |
False |
False |
1,539,613 |
60 |
4,180.00 |
3,745.00 |
435.00 |
10.5% |
75.25 |
1.8% |
89% |
False |
False |
1,029,685 |
80 |
4,180.00 |
3,530.25 |
649.75 |
15.7% |
81.50 |
2.0% |
93% |
False |
False |
773,223 |
100 |
4,194.25 |
3,530.25 |
664.00 |
16.1% |
84.75 |
2.1% |
91% |
False |
False |
619,170 |
120 |
4,373.50 |
3,530.25 |
843.25 |
20.4% |
82.50 |
2.0% |
71% |
False |
False |
516,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,651.00 |
2.618 |
4,463.75 |
1.618 |
4,349.00 |
1.000 |
4,278.00 |
0.618 |
4,234.25 |
HIGH |
4,163.25 |
0.618 |
4,119.50 |
0.500 |
4,106.00 |
0.382 |
4,092.25 |
LOW |
4,048.50 |
0.618 |
3,977.50 |
1.000 |
3,933.75 |
1.618 |
3,862.75 |
2.618 |
3,748.00 |
4.250 |
3,560.75 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
4,123.50 |
4,116.50 |
PP |
4,114.75 |
4,101.00 |
S1 |
4,106.00 |
4,085.50 |
|