Trading Metrics calculated at close of trading on 03-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
4,145.50 |
4,176.00 |
30.50 |
0.7% |
4,077.00 |
High |
4,208.50 |
4,194.00 |
-14.50 |
-0.3% |
4,208.50 |
Low |
4,136.75 |
4,132.50 |
-4.25 |
-0.1% |
4,007.50 |
Close |
4,191.50 |
4,147.75 |
-43.75 |
-1.0% |
4,147.75 |
Range |
71.75 |
61.50 |
-10.25 |
-14.3% |
201.00 |
ATR |
71.64 |
70.92 |
-0.72 |
-1.0% |
0.00 |
Volume |
2,290,729 |
2,354,996 |
64,267 |
2.8% |
10,222,988 |
|
Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,342.50 |
4,306.75 |
4,181.50 |
|
R3 |
4,281.00 |
4,245.25 |
4,164.75 |
|
R2 |
4,219.50 |
4,219.50 |
4,159.00 |
|
R1 |
4,183.75 |
4,183.75 |
4,153.50 |
4,171.00 |
PP |
4,158.00 |
4,158.00 |
4,158.00 |
4,151.75 |
S1 |
4,122.25 |
4,122.25 |
4,142.00 |
4,109.50 |
S2 |
4,096.50 |
4,096.50 |
4,136.50 |
|
S3 |
4,035.00 |
4,060.75 |
4,130.75 |
|
S4 |
3,973.50 |
3,999.25 |
4,114.00 |
|
|
Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,724.25 |
4,637.00 |
4,258.25 |
|
R3 |
4,523.25 |
4,436.00 |
4,203.00 |
|
R2 |
4,322.25 |
4,322.25 |
4,184.50 |
|
R1 |
4,235.00 |
4,235.00 |
4,166.25 |
4,278.50 |
PP |
4,121.25 |
4,121.25 |
4,121.25 |
4,143.00 |
S1 |
4,034.00 |
4,034.00 |
4,129.25 |
4,077.50 |
S2 |
3,920.25 |
3,920.25 |
4,111.00 |
|
S3 |
3,719.25 |
3,833.00 |
4,092.50 |
|
S4 |
3,518.25 |
3,632.00 |
4,037.25 |
|
|
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% |
77.75 |
1.9% |
70% |
False |
False |
2,044,597 |
10 |
4,208.50 |
3,963.25 |
245.25 |
5.9% |
68.50 |
1.7% |
75% |
False |
False |
1,825,283 |
20 |
4,208.50 |
3,819.00 |
389.50 |
9.4% |
67.75 |
1.6% |
84% |
False |
False |
1,764,984 |
40 |
4,208.50 |
3,788.50 |
420.00 |
10.1% |
73.00 |
1.8% |
86% |
False |
False |
1,653,946 |
60 |
4,208.50 |
3,781.00 |
427.50 |
10.3% |
74.50 |
1.8% |
86% |
False |
False |
1,107,007 |
80 |
4,208.50 |
3,530.25 |
678.25 |
16.4% |
80.75 |
1.9% |
91% |
False |
False |
831,232 |
100 |
4,208.50 |
3,530.25 |
678.25 |
16.4% |
85.00 |
2.0% |
91% |
False |
False |
665,605 |
120 |
4,373.50 |
3,530.25 |
843.25 |
20.3% |
82.75 |
2.0% |
73% |
False |
False |
554,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,455.50 |
2.618 |
4,355.00 |
1.618 |
4,293.50 |
1.000 |
4,255.50 |
0.618 |
4,232.00 |
HIGH |
4,194.00 |
0.618 |
4,170.50 |
0.500 |
4,163.25 |
0.382 |
4,156.00 |
LOW |
4,132.50 |
0.618 |
4,094.50 |
1.000 |
4,071.00 |
1.618 |
4,033.00 |
2.618 |
3,971.50 |
4.250 |
3,871.00 |
|
|
Fisher Pivots for day following 03-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
4,163.25 |
4,141.25 |
PP |
4,158.00 |
4,135.00 |
S1 |
4,153.00 |
4,128.50 |
|