Trading Metrics calculated at close of trading on 22-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2023 |
22-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
4,083.00 |
4,007.50 |
-75.50 |
-1.8% |
4,105.00 |
High |
4,089.25 |
4,025.00 |
-64.25 |
-1.6% |
4,186.50 |
Low |
4,002.00 |
3,983.75 |
-18.25 |
-0.5% |
4,055.75 |
Close |
4,005.75 |
3,999.00 |
-6.75 |
-0.2% |
4,087.50 |
Range |
87.25 |
41.25 |
-46.00 |
-52.7% |
130.75 |
ATR |
68.78 |
66.81 |
-1.97 |
-2.9% |
0.00 |
Volume |
1,883,040 |
1,925,300 |
42,260 |
2.2% |
9,418,350 |
|
Daily Pivots for day following 22-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,126.25 |
4,104.00 |
4,021.75 |
|
R3 |
4,085.00 |
4,062.75 |
4,010.25 |
|
R2 |
4,043.75 |
4,043.75 |
4,006.50 |
|
R1 |
4,021.50 |
4,021.50 |
4,002.75 |
4,012.00 |
PP |
4,002.50 |
4,002.50 |
4,002.50 |
3,998.00 |
S1 |
3,980.25 |
3,980.25 |
3,995.25 |
3,970.75 |
S2 |
3,961.25 |
3,961.25 |
3,991.50 |
|
S3 |
3,920.00 |
3,939.00 |
3,987.75 |
|
S4 |
3,878.75 |
3,897.75 |
3,976.25 |
|
|
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 |
4,168.50 |
3,983.75 |
184.75 |
4.6% |
58.25 |
1.5% |
8% |
False |
True |
1,894,266 |
10 |
4,186.50 |
3,983.75 |
202.75 |
5.1% |
64.00 |
1.6% |
8% |
False |
True |
1,860,431 |
20 |
4,208.50 |
3,963.25 |
245.25 |
6.1% |
66.75 |
1.7% |
15% |
False |
False |
1,876,541 |
40 |
4,208.50 |
3,804.50 |
404.00 |
10.1% |
66.25 |
1.7% |
48% |
False |
False |
1,730,820 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.5% |
72.00 |
1.8% |
50% |
False |
False |
1,477,939 |
80 |
4,208.50 |
3,735.00 |
473.50 |
11.8% |
75.25 |
1.9% |
56% |
False |
False |
1,109,949 |
100 |
4,208.50 |
3,530.25 |
678.25 |
17.0% |
80.50 |
2.0% |
69% |
False |
False |
888,712 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.0% |
82.25 |
2.1% |
69% |
False |
False |
740,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,200.25 |
2.618 |
4,133.00 |
1.618 |
4,091.75 |
1.000 |
4,066.25 |
0.618 |
4,050.50 |
HIGH |
4,025.00 |
0.618 |
4,009.25 |
0.500 |
4,004.50 |
0.382 |
3,999.50 |
LOW |
3,983.75 |
0.618 |
3,958.25 |
1.000 |
3,942.50 |
1.618 |
3,917.00 |
2.618 |
3,875.75 |
4.250 |
3,808.50 |
|
|
Fisher Pivots for day following 22-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
4,004.50 |
4,040.00 |
PP |
4,002.50 |
4,026.25 |
S1 |
4,000.75 |
4,012.50 |
|