Trading Metrics calculated at close of trading on 24-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
4,010.00 |
4,015.25 |
5.25 |
0.1% |
4,083.00 |
High |
4,034.25 |
4,023.25 |
-11.00 |
-0.3% |
4,089.25 |
Low |
3,974.25 |
3,947.50 |
-26.75 |
-0.7% |
3,947.50 |
Close |
4,018.75 |
3,975.75 |
-43.00 |
-1.1% |
3,975.75 |
Range |
60.00 |
75.75 |
15.75 |
26.3% |
141.75 |
ATR |
66.33 |
67.00 |
0.67 |
1.0% |
0.00 |
Volume |
1,955,820 |
2,063,242 |
107,422 |
5.5% |
7,827,402 |
|
Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,209.50 |
4,168.25 |
4,017.50 |
|
R3 |
4,133.75 |
4,092.50 |
3,996.50 |
|
R2 |
4,058.00 |
4,058.00 |
3,989.75 |
|
R1 |
4,016.75 |
4,016.75 |
3,982.75 |
3,999.50 |
PP |
3,982.25 |
3,982.25 |
3,982.25 |
3,973.50 |
S1 |
3,941.00 |
3,941.00 |
3,968.75 |
3,923.75 |
S2 |
3,906.50 |
3,906.50 |
3,961.75 |
|
S3 |
3,830.75 |
3,865.25 |
3,955.00 |
|
S4 |
3,755.00 |
3,789.50 |
3,934.00 |
|
|
Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,429.50 |
4,344.25 |
4,053.75 |
|
R3 |
4,287.75 |
4,202.50 |
4,014.75 |
|
R2 |
4,146.00 |
4,146.00 |
4,001.75 |
|
R1 |
4,060.75 |
4,060.75 |
3,988.75 |
4,032.50 |
PP |
4,004.25 |
4,004.25 |
4,004.25 |
3,990.00 |
S1 |
3,919.00 |
3,919.00 |
3,962.75 |
3,890.75 |
S2 |
3,862.50 |
3,862.50 |
3,949.75 |
|
S3 |
3,720.75 |
3,777.25 |
3,936.75 |
|
S4 |
3,579.00 |
3,635.50 |
3,897.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,096.00 |
3,947.50 |
148.50 |
3.7% |
61.00 |
1.5% |
19% |
False |
True |
1,967,170 |
10 |
4,186.50 |
3,947.50 |
239.00 |
6.0% |
62.50 |
1.6% |
12% |
False |
True |
1,899,070 |
20 |
4,208.50 |
3,947.50 |
261.00 |
6.6% |
67.25 |
1.7% |
11% |
False |
True |
1,908,778 |
40 |
4,208.50 |
3,804.50 |
404.00 |
10.2% |
66.75 |
1.7% |
42% |
False |
False |
1,771,763 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.6% |
72.50 |
1.8% |
45% |
False |
False |
1,544,757 |
80 |
4,208.50 |
3,735.00 |
473.50 |
11.9% |
73.75 |
1.9% |
51% |
False |
False |
1,160,074 |
100 |
4,208.50 |
3,530.25 |
678.25 |
17.1% |
79.75 |
2.0% |
66% |
False |
False |
928,831 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.1% |
82.25 |
2.1% |
66% |
False |
False |
774,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,345.25 |
2.618 |
4,221.50 |
1.618 |
4,145.75 |
1.000 |
4,099.00 |
0.618 |
4,070.00 |
HIGH |
4,023.25 |
0.618 |
3,994.25 |
0.500 |
3,985.50 |
0.382 |
3,976.50 |
LOW |
3,947.50 |
0.618 |
3,900.75 |
1.000 |
3,871.75 |
1.618 |
3,825.00 |
2.618 |
3,749.25 |
4.250 |
3,625.50 |
|
|
Fisher Pivots for day following 24-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
3,985.50 |
3,991.00 |
PP |
3,982.25 |
3,985.75 |
S1 |
3,979.00 |
3,980.75 |
|