Trading Metrics calculated at close of trading on 21-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
4,095.50 |
4,083.00 |
-12.50 |
-0.3% |
4,105.00 |
High |
4,096.00 |
4,089.25 |
-6.75 |
-0.2% |
4,186.50 |
Low |
4,055.75 |
4,002.00 |
-53.75 |
-1.3% |
4,055.75 |
Close |
4,087.50 |
4,005.75 |
-81.75 |
-2.0% |
4,087.50 |
Range |
40.25 |
87.25 |
47.00 |
116.8% |
130.75 |
ATR |
67.36 |
68.78 |
1.42 |
2.1% |
0.00 |
Volume |
2,008,448 |
1,883,040 |
-125,408 |
-6.2% |
9,418,350 |
|
Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,294.00 |
4,237.25 |
4,053.75 |
|
R3 |
4,206.75 |
4,150.00 |
4,029.75 |
|
R2 |
4,119.50 |
4,119.50 |
4,021.75 |
|
R1 |
4,062.75 |
4,062.75 |
4,013.75 |
4,047.50 |
PP |
4,032.25 |
4,032.25 |
4,032.25 |
4,024.75 |
S1 |
3,975.50 |
3,975.50 |
3,997.75 |
3,960.25 |
S2 |
3,945.00 |
3,945.00 |
3,989.75 |
|
S3 |
3,857.75 |
3,888.25 |
3,981.75 |
|
S4 |
3,770.50 |
3,801.00 |
3,957.75 |
|
|
Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,502.25 |
4,425.50 |
4,159.50 |
|
R3 |
4,371.50 |
4,294.75 |
4,123.50 |
|
R2 |
4,240.75 |
4,240.75 |
4,111.50 |
|
R1 |
4,164.00 |
4,164.00 |
4,099.50 |
4,137.00 |
PP |
4,110.00 |
4,110.00 |
4,110.00 |
4,096.50 |
S1 |
4,033.25 |
4,033.25 |
4,075.50 |
4,006.25 |
S2 |
3,979.25 |
3,979.25 |
4,063.50 |
|
S3 |
3,848.50 |
3,902.50 |
4,051.50 |
|
S4 |
3,717.75 |
3,771.75 |
4,015.50 |
|
|
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 |
4,002.00 |
184.50 |
4.6% |
66.50 |
1.7% |
2% |
False |
True |
1,985,013 |
10 |
4,188.25 |
4,002.00 |
186.25 |
4.6% |
68.75 |
1.7% |
2% |
False |
True |
1,885,995 |
20 |
4,208.50 |
3,963.25 |
245.25 |
6.1% |
66.75 |
1.7% |
17% |
False |
False |
1,853,918 |
40 |
4,208.50 |
3,788.50 |
420.00 |
10.5% |
68.50 |
1.7% |
52% |
False |
False |
1,728,745 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.5% |
71.75 |
1.8% |
52% |
False |
False |
1,446,053 |
80 |
4,208.50 |
3,735.00 |
473.50 |
11.8% |
75.75 |
1.9% |
57% |
False |
False |
1,085,913 |
100 |
4,208.50 |
3,530.25 |
678.25 |
16.9% |
81.50 |
2.0% |
70% |
False |
False |
869,502 |
120 |
4,208.50 |
3,530.25 |
678.25 |
16.9% |
82.75 |
2.1% |
70% |
False |
False |
724,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,460.00 |
2.618 |
4,317.75 |
1.618 |
4,230.50 |
1.000 |
4,176.50 |
0.618 |
4,143.25 |
HIGH |
4,089.25 |
0.618 |
4,056.00 |
0.500 |
4,045.50 |
0.382 |
4,035.25 |
LOW |
4,002.00 |
0.618 |
3,948.00 |
1.000 |
3,914.75 |
1.618 |
3,860.75 |
2.618 |
3,773.50 |
4.250 |
3,631.25 |
|
|
Fisher Pivots for day following 21-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
4,045.50 |
4,085.25 |
PP |
4,032.25 |
4,058.75 |
S1 |
4,019.00 |
4,032.25 |
|