Trading Metrics calculated at close of trading on 28-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
3,976.50 |
3,991.50 |
15.00 |
0.4% |
4,083.00 |
High |
4,024.75 |
4,003.75 |
-21.00 |
-0.5% |
4,089.25 |
Low |
3,973.00 |
3,965.00 |
-8.00 |
-0.2% |
3,947.50 |
Close |
3,988.00 |
3,975.50 |
-12.50 |
-0.3% |
3,975.75 |
Range |
51.75 |
38.75 |
-13.00 |
-25.1% |
141.75 |
ATR |
65.91 |
63.97 |
-1.94 |
-2.9% |
0.00 |
Volume |
1,621,961 |
1,847,930 |
225,969 |
13.9% |
7,827,402 |
|
Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,097.75 |
4,075.25 |
3,996.75 |
|
R3 |
4,059.00 |
4,036.50 |
3,986.25 |
|
R2 |
4,020.25 |
4,020.25 |
3,982.50 |
|
R1 |
3,997.75 |
3,997.75 |
3,979.00 |
3,989.50 |
PP |
3,981.50 |
3,981.50 |
3,981.50 |
3,977.25 |
S1 |
3,959.00 |
3,959.00 |
3,972.00 |
3,951.00 |
S2 |
3,942.75 |
3,942.75 |
3,968.50 |
|
S3 |
3,904.00 |
3,920.25 |
3,964.75 |
|
S4 |
3,865.25 |
3,881.50 |
3,954.25 |
|
|
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 |
4,034.25 |
3,947.50 |
86.75 |
2.2% |
53.50 |
1.3% |
32% |
False |
False |
1,882,850 |
10 |
4,186.50 |
3,947.50 |
239.00 |
6.0% |
60.00 |
1.5% |
12% |
False |
False |
1,933,931 |
20 |
4,208.50 |
3,947.50 |
261.00 |
6.6% |
66.25 |
1.7% |
11% |
False |
False |
1,913,570 |
40 |
4,208.50 |
3,814.50 |
394.00 |
9.9% |
65.25 |
1.6% |
41% |
False |
False |
1,797,766 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.6% |
70.50 |
1.8% |
45% |
False |
False |
1,602,032 |
80 |
4,208.50 |
3,735.00 |
473.50 |
11.9% |
73.50 |
1.8% |
51% |
False |
False |
1,203,389 |
100 |
4,208.50 |
3,530.25 |
678.25 |
17.1% |
78.00 |
2.0% |
66% |
False |
False |
963,474 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.1% |
81.50 |
2.1% |
66% |
False |
False |
803,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,168.50 |
2.618 |
4,105.25 |
1.618 |
4,066.50 |
1.000 |
4,042.50 |
0.618 |
4,027.75 |
HIGH |
4,003.75 |
0.618 |
3,989.00 |
0.500 |
3,984.50 |
0.382 |
3,979.75 |
LOW |
3,965.00 |
0.618 |
3,941.00 |
1.000 |
3,926.25 |
1.618 |
3,902.25 |
2.618 |
3,863.50 |
4.250 |
3,800.25 |
|
|
Fisher Pivots for day following 28-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
3,984.50 |
3,986.00 |
PP |
3,981.50 |
3,982.50 |
S1 |
3,978.50 |
3,979.00 |
|