Trading Metrics calculated at close of trading on 27-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
4,015.25 |
3,976.50 |
-38.75 |
-1.0% |
4,083.00 |
High |
4,023.25 |
4,024.75 |
1.50 |
0.0% |
4,089.25 |
Low |
3,947.50 |
3,973.00 |
25.50 |
0.6% |
3,947.50 |
Close |
3,975.75 |
3,988.00 |
12.25 |
0.3% |
3,975.75 |
Range |
75.75 |
51.75 |
-24.00 |
-31.7% |
141.75 |
ATR |
67.00 |
65.91 |
-1.09 |
-1.6% |
0.00 |
Volume |
2,063,242 |
1,621,961 |
-441,281 |
-21.4% |
7,827,402 |
|
Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,150.50 |
4,121.00 |
4,016.50 |
|
R3 |
4,098.75 |
4,069.25 |
4,002.25 |
|
R2 |
4,047.00 |
4,047.00 |
3,997.50 |
|
R1 |
4,017.50 |
4,017.50 |
3,992.75 |
4,032.25 |
PP |
3,995.25 |
3,995.25 |
3,995.25 |
4,002.50 |
S1 |
3,965.75 |
3,965.75 |
3,983.25 |
3,980.50 |
S2 |
3,943.50 |
3,943.50 |
3,978.50 |
|
S3 |
3,891.75 |
3,914.00 |
3,973.75 |
|
S4 |
3,840.00 |
3,862.25 |
3,959.50 |
|
|
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 |
4,089.25 |
3,947.50 |
141.75 |
3.6% |
63.25 |
1.6% |
29% |
False |
False |
1,889,872 |
10 |
4,186.50 |
3,947.50 |
239.00 |
6.0% |
63.25 |
1.6% |
17% |
False |
False |
1,886,771 |
20 |
4,208.50 |
3,947.50 |
261.00 |
6.5% |
67.25 |
1.7% |
16% |
False |
False |
1,910,479 |
40 |
4,208.50 |
3,806.25 |
402.25 |
10.1% |
66.25 |
1.7% |
45% |
False |
False |
1,780,242 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.5% |
72.50 |
1.8% |
48% |
False |
False |
1,571,629 |
80 |
4,208.50 |
3,735.00 |
473.50 |
11.9% |
73.75 |
1.9% |
53% |
False |
False |
1,180,323 |
100 |
4,208.50 |
3,530.25 |
678.25 |
17.0% |
79.00 |
2.0% |
67% |
False |
False |
945,023 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.0% |
81.75 |
2.1% |
67% |
False |
False |
787,935 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,244.75 |
2.618 |
4,160.25 |
1.618 |
4,108.50 |
1.000 |
4,076.50 |
0.618 |
4,056.75 |
HIGH |
4,024.75 |
0.618 |
4,005.00 |
0.500 |
3,999.00 |
0.382 |
3,992.75 |
LOW |
3,973.00 |
0.618 |
3,941.00 |
1.000 |
3,921.25 |
1.618 |
3,889.25 |
2.618 |
3,837.50 |
4.250 |
3,753.00 |
|
|
Fisher Pivots for day following 27-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
3,999.00 |
3,991.00 |
PP |
3,995.25 |
3,990.00 |
S1 |
3,991.50 |
3,989.00 |
|