Trading Metrics calculated at close of trading on 02-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
4,085.75 |
4,145.50 |
59.75 |
1.5% |
3,987.00 |
High |
4,163.25 |
4,208.50 |
45.25 |
1.1% |
4,109.25 |
Low |
4,048.50 |
4,136.75 |
88.25 |
2.2% |
3,963.25 |
Close |
4,132.25 |
4,191.50 |
59.25 |
1.4% |
4,084.25 |
Range |
114.75 |
71.75 |
-43.00 |
-37.5% |
146.00 |
ATR |
71.29 |
71.64 |
0.35 |
0.5% |
0.00 |
Volume |
2,000,400 |
2,290,729 |
290,329 |
14.5% |
8,029,847 |
|
Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,394.25 |
4,364.50 |
4,231.00 |
|
R3 |
4,322.50 |
4,292.75 |
4,211.25 |
|
R2 |
4,250.75 |
4,250.75 |
4,204.75 |
|
R1 |
4,221.00 |
4,221.00 |
4,198.00 |
4,236.00 |
PP |
4,179.00 |
4,179.00 |
4,179.00 |
4,186.25 |
S1 |
4,149.25 |
4,149.25 |
4,185.00 |
4,164.00 |
S2 |
4,107.25 |
4,107.25 |
4,178.25 |
|
S3 |
4,035.50 |
4,077.50 |
4,171.75 |
|
S4 |
3,963.75 |
4,005.75 |
4,152.00 |
|
|
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 |
4,208.50 |
4,007.50 |
201.00 |
4.8% |
75.75 |
1.8% |
92% |
True |
False |
1,891,185 |
10 |
4,208.50 |
3,911.75 |
296.75 |
7.1% |
70.25 |
1.7% |
94% |
True |
False |
1,751,819 |
20 |
4,208.50 |
3,819.00 |
389.50 |
9.3% |
67.75 |
1.6% |
96% |
True |
False |
1,731,233 |
40 |
4,208.50 |
3,788.50 |
420.00 |
10.0% |
74.00 |
1.8% |
96% |
True |
False |
1,596,289 |
60 |
4,208.50 |
3,769.75 |
438.75 |
10.5% |
75.00 |
1.8% |
96% |
True |
False |
1,067,823 |
80 |
4,208.50 |
3,530.25 |
678.25 |
16.2% |
80.75 |
1.9% |
97% |
True |
False |
801,823 |
100 |
4,208.50 |
3,530.25 |
678.25 |
16.2% |
84.75 |
2.0% |
97% |
True |
False |
642,060 |
120 |
4,373.50 |
3,530.25 |
843.25 |
20.1% |
82.75 |
2.0% |
78% |
False |
False |
535,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,513.50 |
2.618 |
4,396.25 |
1.618 |
4,324.50 |
1.000 |
4,280.25 |
0.618 |
4,252.75 |
HIGH |
4,208.50 |
0.618 |
4,181.00 |
0.500 |
4,172.50 |
0.382 |
4,164.25 |
LOW |
4,136.75 |
0.618 |
4,092.50 |
1.000 |
4,065.00 |
1.618 |
4,020.75 |
2.618 |
3,949.00 |
4.250 |
3,831.75 |
|
|
Fisher Pivots for day following 02-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
4,185.25 |
4,163.75 |
PP |
4,179.00 |
4,135.75 |
S1 |
4,172.50 |
4,108.00 |
|