Trading Metrics calculated at close of trading on 16-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2023 |
16-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
4,141.25 |
4,159.00 |
17.75 |
0.4% |
4,134.25 |
High |
4,161.75 |
4,168.50 |
6.75 |
0.2% |
4,188.25 |
Low |
4,113.00 |
4,095.00 |
-18.00 |
-0.4% |
4,060.75 |
Close |
4,158.25 |
4,099.75 |
-58.50 |
-1.4% |
4,099.75 |
Range |
48.75 |
73.50 |
24.75 |
50.8% |
127.50 |
ATR |
68.82 |
69.15 |
0.33 |
0.5% |
0.00 |
Volume |
1,611,550 |
2,042,993 |
431,443 |
26.8% |
9,118,888 |
|
Daily Pivots for day following 16-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,341.50 |
4,294.25 |
4,140.25 |
|
R3 |
4,268.00 |
4,220.75 |
4,120.00 |
|
R2 |
4,194.50 |
4,194.50 |
4,113.25 |
|
R1 |
4,147.25 |
4,147.25 |
4,106.50 |
4,134.00 |
PP |
4,121.00 |
4,121.00 |
4,121.00 |
4,114.50 |
S1 |
4,073.75 |
4,073.75 |
4,093.00 |
4,060.50 |
S2 |
4,047.50 |
4,047.50 |
4,086.25 |
|
S3 |
3,974.00 |
4,000.25 |
4,079.50 |
|
S4 |
3,900.50 |
3,926.75 |
4,059.25 |
|
|
Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,498.75 |
4,426.75 |
4,170.00 |
|
R3 |
4,371.25 |
4,299.25 |
4,134.75 |
|
R2 |
4,243.75 |
4,243.75 |
4,123.00 |
|
R1 |
4,171.75 |
4,171.75 |
4,111.50 |
4,144.00 |
PP |
4,116.25 |
4,116.25 |
4,116.25 |
4,102.50 |
S1 |
4,044.25 |
4,044.25 |
4,088.00 |
4,016.50 |
S2 |
3,988.75 |
3,988.75 |
4,076.50 |
|
S3 |
3,861.25 |
3,916.75 |
4,064.75 |
|
S4 |
3,733.75 |
3,789.25 |
4,029.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,186.50 |
4,060.75 |
125.75 |
3.1% |
64.00 |
1.6% |
31% |
False |
False |
1,830,971 |
10 |
4,194.00 |
4,060.75 |
133.25 |
3.3% |
66.00 |
1.6% |
29% |
False |
False |
1,888,378 |
20 |
4,208.50 |
3,911.75 |
296.75 |
7.2% |
68.25 |
1.7% |
63% |
False |
False |
1,820,099 |
40 |
4,208.50 |
3,788.50 |
420.00 |
10.2% |
68.50 |
1.7% |
74% |
False |
False |
1,708,057 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.2% |
71.50 |
1.7% |
74% |
False |
False |
1,381,294 |
80 |
4,208.50 |
3,735.00 |
473.50 |
11.5% |
76.25 |
1.9% |
77% |
False |
False |
1,037,371 |
100 |
4,208.50 |
3,530.25 |
678.25 |
16.5% |
82.00 |
2.0% |
84% |
False |
False |
830,640 |
120 |
4,262.25 |
3,530.25 |
732.00 |
17.9% |
83.75 |
2.0% |
78% |
False |
False |
692,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,481.00 |
2.618 |
4,361.00 |
1.618 |
4,287.50 |
1.000 |
4,242.00 |
0.618 |
4,214.00 |
HIGH |
4,168.50 |
0.618 |
4,140.50 |
0.500 |
4,131.75 |
0.382 |
4,123.00 |
LOW |
4,095.00 |
0.618 |
4,049.50 |
1.000 |
4,021.50 |
1.618 |
3,976.00 |
2.618 |
3,902.50 |
4.250 |
3,782.50 |
|
|
Fisher Pivots for day following 16-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
4,131.75 |
4,140.75 |
PP |
4,121.00 |
4,127.00 |
S1 |
4,110.50 |
4,113.50 |
|