Trading Metrics calculated at close of trading on 06-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
4,176.00 |
4,134.25 |
-41.75 |
-1.0% |
4,077.00 |
High |
4,194.00 |
4,143.00 |
-51.00 |
-1.2% |
4,208.50 |
Low |
4,132.50 |
4,104.00 |
-28.50 |
-0.7% |
4,007.50 |
Close |
4,147.75 |
4,123.50 |
-24.25 |
-0.6% |
4,147.75 |
Range |
61.50 |
39.00 |
-22.50 |
-36.6% |
201.00 |
ATR |
70.92 |
68.98 |
-1.94 |
-2.7% |
0.00 |
Volume |
2,354,996 |
1,560,324 |
-794,672 |
-33.7% |
10,222,988 |
|
Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,240.50 |
4,221.00 |
4,145.00 |
|
R3 |
4,201.50 |
4,182.00 |
4,134.25 |
|
R2 |
4,162.50 |
4,162.50 |
4,130.75 |
|
R1 |
4,143.00 |
4,143.00 |
4,127.00 |
4,133.25 |
PP |
4,123.50 |
4,123.50 |
4,123.50 |
4,118.50 |
S1 |
4,104.00 |
4,104.00 |
4,120.00 |
4,094.25 |
S2 |
4,084.50 |
4,084.50 |
4,116.25 |
|
S3 |
4,045.50 |
4,065.00 |
4,112.75 |
|
S4 |
4,006.50 |
4,026.00 |
4,102.00 |
|
|
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 |
4.9% |
74.25 |
1.8% |
58% |
False |
False |
1,999,440 |
10 |
4,208.50 |
3,963.25 |
245.25 |
5.9% |
64.75 |
1.6% |
65% |
False |
False |
1,821,842 |
20 |
4,208.50 |
3,891.50 |
317.00 |
7.7% |
64.25 |
1.6% |
73% |
False |
False |
1,741,693 |
40 |
4,208.50 |
3,788.50 |
420.00 |
10.2% |
73.00 |
1.8% |
80% |
False |
False |
1,690,687 |
60 |
4,208.50 |
3,781.00 |
427.50 |
10.4% |
74.00 |
1.8% |
80% |
False |
False |
1,132,952 |
80 |
4,208.50 |
3,530.25 |
678.25 |
16.4% |
80.25 |
1.9% |
87% |
False |
False |
850,686 |
100 |
4,208.50 |
3,530.25 |
678.25 |
16.4% |
83.00 |
2.0% |
87% |
False |
False |
681,193 |
120 |
4,373.50 |
3,530.25 |
843.25 |
20.4% |
82.50 |
2.0% |
70% |
False |
False |
567,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,308.75 |
2.618 |
4,245.00 |
1.618 |
4,206.00 |
1.000 |
4,182.00 |
0.618 |
4,167.00 |
HIGH |
4,143.00 |
0.618 |
4,128.00 |
0.500 |
4,123.50 |
0.382 |
4,119.00 |
LOW |
4,104.00 |
0.618 |
4,080.00 |
1.000 |
4,065.00 |
1.618 |
4,041.00 |
2.618 |
4,002.00 |
4.250 |
3,938.25 |
|
|
Fisher Pivots for day following 06-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
4,123.50 |
4,156.25 |
PP |
4,123.50 |
4,145.25 |
S1 |
4,123.50 |
4,134.50 |
|