| Trading Metrics calculated at close of trading on 02-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,116.00 |
12,520.00 |
404.00 |
3.3% |
11,676.75 |
| High |
12,524.50 |
12,949.75 |
425.25 |
3.4% |
12,308.50 |
| Low |
12,055.25 |
12,501.75 |
446.50 |
3.7% |
11,604.50 |
| Close |
12,414.25 |
12,846.75 |
432.50 |
3.5% |
12,222.25 |
| Range |
469.25 |
448.00 |
-21.25 |
-4.5% |
704.00 |
| ATR |
290.66 |
308.15 |
17.49 |
6.0% |
0.00 |
| Volume |
668,515 |
817,822 |
149,307 |
22.3% |
2,948,327 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,110.00 |
13,926.50 |
13,093.25 |
|
| R3 |
13,662.00 |
13,478.50 |
12,970.00 |
|
| R2 |
13,214.00 |
13,214.00 |
12,929.00 |
|
| R1 |
13,030.50 |
13,030.50 |
12,887.75 |
13,122.25 |
| PP |
12,766.00 |
12,766.00 |
12,766.00 |
12,812.00 |
| S1 |
12,582.50 |
12,582.50 |
12,805.75 |
12,674.25 |
| S2 |
12,318.00 |
12,318.00 |
12,764.50 |
|
| S3 |
11,870.00 |
12,134.50 |
12,723.50 |
|
| S4 |
11,422.00 |
11,686.50 |
12,600.25 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,157.00 |
13,893.75 |
12,609.50 |
|
| R3 |
13,453.00 |
13,189.75 |
12,415.75 |
|
| R2 |
12,749.00 |
12,749.00 |
12,351.25 |
|
| R1 |
12,485.75 |
12,485.75 |
12,286.75 |
12,617.50 |
| PP |
12,045.00 |
12,045.00 |
12,045.00 |
12,111.00 |
| S1 |
11,781.75 |
11,781.75 |
12,157.75 |
11,913.50 |
| S2 |
11,341.00 |
11,341.00 |
12,093.25 |
|
| S3 |
10,637.00 |
11,077.75 |
12,028.75 |
|
| S4 |
9,933.00 |
10,373.75 |
11,835.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,949.75 |
11,871.00 |
1,078.75 |
8.4% |
357.25 |
2.8% |
90% |
True |
False |
658,855 |
| 10 |
12,949.75 |
11,365.25 |
1,584.50 |
12.3% |
323.25 |
2.5% |
93% |
True |
False |
623,230 |
| 20 |
12,949.75 |
10,751.00 |
2,198.75 |
17.1% |
287.75 |
2.2% |
95% |
True |
False |
619,796 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
17.1% |
288.75 |
2.2% |
95% |
True |
False |
560,200 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.1% |
292.25 |
2.3% |
95% |
True |
False |
374,183 |
| 80 |
12,949.75 |
10,595.25 |
2,354.50 |
18.3% |
313.00 |
2.4% |
96% |
True |
False |
280,871 |
| 100 |
13,054.25 |
10,595.25 |
2,459.00 |
19.1% |
322.50 |
2.5% |
92% |
False |
False |
224,838 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
26.0% |
308.00 |
2.4% |
68% |
False |
False |
187,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,853.75 |
|
2.618 |
14,122.50 |
|
1.618 |
13,674.50 |
|
1.000 |
13,397.75 |
|
0.618 |
13,226.50 |
|
HIGH |
12,949.75 |
|
0.618 |
12,778.50 |
|
0.500 |
12,725.75 |
|
0.382 |
12,673.00 |
|
LOW |
12,501.75 |
|
0.618 |
12,225.00 |
|
1.000 |
12,053.75 |
|
1.618 |
11,777.00 |
|
2.618 |
11,329.00 |
|
4.250 |
10,597.75 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,806.50 |
12,701.25 |
| PP |
12,766.00 |
12,555.75 |
| S1 |
12,725.75 |
12,410.50 |
|