Trading Metrics calculated at close of trading on 02-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2023 |
02-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
3,968.50 |
3,959.75 |
-8.75 |
-0.2% |
4,083.00 |
High |
3,991.00 |
3,995.25 |
4.25 |
0.1% |
4,089.25 |
Low |
3,943.00 |
3,925.00 |
-18.00 |
-0.5% |
3,947.50 |
Close |
3,956.50 |
3,984.75 |
28.25 |
0.7% |
3,975.75 |
Range |
48.00 |
70.25 |
22.25 |
46.4% |
141.75 |
ATR |
62.83 |
63.36 |
0.53 |
0.8% |
0.00 |
Volume |
2,042,321 |
1,836,555 |
-205,766 |
-10.1% |
7,827,402 |
|
Daily Pivots for day following 02-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,179.00 |
4,152.25 |
4,023.50 |
|
R3 |
4,108.75 |
4,082.00 |
4,004.00 |
|
R2 |
4,038.50 |
4,038.50 |
3,997.75 |
|
R1 |
4,011.75 |
4,011.75 |
3,991.25 |
4,025.00 |
PP |
3,968.25 |
3,968.25 |
3,968.25 |
3,975.00 |
S1 |
3,941.50 |
3,941.50 |
3,978.25 |
3,955.00 |
S2 |
3,898.00 |
3,898.00 |
3,971.75 |
|
S3 |
3,827.75 |
3,871.25 |
3,965.50 |
|
S4 |
3,757.50 |
3,801.00 |
3,946.00 |
|
|
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 |
4,024.75 |
3,925.00 |
99.75 |
2.5% |
57.00 |
1.4% |
60% |
False |
True |
1,882,401 |
10 |
4,168.50 |
3,925.00 |
243.50 |
6.1% |
58.75 |
1.5% |
25% |
False |
True |
1,922,761 |
20 |
4,208.50 |
3,925.00 |
283.50 |
7.1% |
62.25 |
1.6% |
21% |
False |
True |
1,917,956 |
40 |
4,208.50 |
3,819.00 |
389.50 |
9.8% |
64.75 |
1.6% |
43% |
False |
False |
1,815,130 |
60 |
4,208.50 |
3,788.50 |
420.00 |
10.5% |
70.25 |
1.8% |
47% |
False |
False |
1,665,727 |
80 |
4,208.50 |
3,745.00 |
463.50 |
11.6% |
72.00 |
1.8% |
52% |
False |
False |
1,251,753 |
100 |
4,208.50 |
3,530.25 |
678.25 |
17.0% |
77.75 |
2.0% |
67% |
False |
False |
1,002,170 |
120 |
4,208.50 |
3,530.25 |
678.25 |
17.0% |
81.00 |
2.0% |
67% |
False |
False |
835,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,293.75 |
2.618 |
4,179.25 |
1.618 |
4,109.00 |
1.000 |
4,065.50 |
0.618 |
4,038.75 |
HIGH |
3,995.25 |
0.618 |
3,968.50 |
0.500 |
3,960.00 |
0.382 |
3,951.75 |
LOW |
3,925.00 |
0.618 |
3,881.50 |
1.000 |
3,854.75 |
1.618 |
3,811.25 |
2.618 |
3,741.00 |
4.250 |
3,626.50 |
|
|
Fisher Pivots for day following 02-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
3,976.50 |
3,978.00 |
PP |
3,968.25 |
3,971.25 |
S1 |
3,960.00 |
3,964.50 |
|