Trading Metrics calculated at close of trading on 01-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,991.50 |
3,968.50 |
-23.00 |
-0.6% |
4,083.00 |
High |
4,003.75 |
3,991.00 |
-12.75 |
-0.3% |
4,089.25 |
Low |
3,965.00 |
3,943.00 |
-22.00 |
-0.6% |
3,947.50 |
Close |
3,975.50 |
3,956.50 |
-19.00 |
-0.5% |
3,975.75 |
Range |
38.75 |
48.00 |
9.25 |
23.9% |
141.75 |
ATR |
63.97 |
62.83 |
-1.14 |
-1.8% |
0.00 |
Volume |
1,847,930 |
2,042,321 |
194,391 |
10.5% |
7,827,402 |
|
Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,107.50 |
4,080.00 |
3,983.00 |
|
R3 |
4,059.50 |
4,032.00 |
3,969.75 |
|
R2 |
4,011.50 |
4,011.50 |
3,965.25 |
|
R1 |
3,984.00 |
3,984.00 |
3,961.00 |
3,973.75 |
PP |
3,963.50 |
3,963.50 |
3,963.50 |
3,958.50 |
S1 |
3,936.00 |
3,936.00 |
3,952.00 |
3,925.75 |
S2 |
3,915.50 |
3,915.50 |
3,947.75 |
|
S3 |
3,867.50 |
3,888.00 |
3,943.25 |
|
S4 |
3,819.50 |
3,840.00 |
3,930.00 |
|
|
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 |
4,034.25 |
3,943.00 |
91.25 |
2.3% |
54.75 |
1.4% |
15% |
False |
True |
1,906,254 |
10 |
4,168.50 |
3,943.00 |
225.50 |
5.7% |
56.50 |
1.4% |
6% |
False |
True |
1,900,260 |
20 |
4,208.50 |
3,943.00 |
265.50 |
6.7% |
64.50 |
1.6% |
5% |
False |
True |
1,926,148 |
40 |
4,208.50 |
3,814.50 |
394.00 |
10.0% |
65.25 |
1.6% |
36% |
False |
False |
1,813,778 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.6% |
70.50 |
1.8% |
40% |
False |
False |
1,635,579 |
80 |
4,208.50 |
3,735.00 |
473.50 |
12.0% |
72.25 |
1.8% |
47% |
False |
False |
1,228,829 |
100 |
4,208.50 |
3,530.25 |
678.25 |
17.1% |
77.75 |
2.0% |
63% |
False |
False |
983,852 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.1% |
81.00 |
2.0% |
63% |
False |
False |
820,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,195.00 |
2.618 |
4,116.75 |
1.618 |
4,068.75 |
1.000 |
4,039.00 |
0.618 |
4,020.75 |
HIGH |
3,991.00 |
0.618 |
3,972.75 |
0.500 |
3,967.00 |
0.382 |
3,961.25 |
LOW |
3,943.00 |
0.618 |
3,913.25 |
1.000 |
3,895.00 |
1.618 |
3,865.25 |
2.618 |
3,817.25 |
4.250 |
3,739.00 |
|
|
Fisher Pivots for day following 01-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,967.00 |
3,984.00 |
PP |
3,963.50 |
3,974.75 |
S1 |
3,960.00 |
3,965.50 |
|