Trading Metrics calculated at close of trading on 03-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2023 |
03-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
12,520.00 |
12,748.25 |
228.25 |
1.8% |
12,212.50 |
High |
12,949.75 |
12,878.00 |
-71.75 |
-0.6% |
12,949.75 |
Low |
12,501.75 |
12,551.25 |
49.50 |
0.4% |
11,871.00 |
Close |
12,846.75 |
12,624.00 |
-222.75 |
-1.7% |
12,624.00 |
Range |
448.00 |
326.75 |
-121.25 |
-27.1% |
1,078.75 |
ATR |
308.15 |
309.48 |
1.33 |
0.4% |
0.00 |
Volume |
817,822 |
824,209 |
6,387 |
0.8% |
3,530,415 |
|
Daily Pivots for day following 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,664.75 |
13,471.00 |
12,803.75 |
|
R3 |
13,338.00 |
13,144.25 |
12,713.75 |
|
R2 |
13,011.25 |
13,011.25 |
12,684.00 |
|
R1 |
12,817.50 |
12,817.50 |
12,654.00 |
12,751.00 |
PP |
12,684.50 |
12,684.50 |
12,684.50 |
12,651.00 |
S1 |
12,490.75 |
12,490.75 |
12,594.00 |
12,424.25 |
S2 |
12,357.75 |
12,357.75 |
12,564.00 |
|
S3 |
12,031.00 |
12,164.00 |
12,534.25 |
|
S4 |
11,704.25 |
11,837.25 |
12,444.25 |
|
|
Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,717.75 |
15,249.75 |
13,217.25 |
|
R3 |
14,639.00 |
14,171.00 |
12,920.75 |
|
R2 |
13,560.25 |
13,560.25 |
12,821.75 |
|
R1 |
13,092.25 |
13,092.25 |
12,723.00 |
13,326.25 |
PP |
12,481.50 |
12,481.50 |
12,481.50 |
12,598.50 |
S1 |
12,013.50 |
12,013.50 |
12,525.00 |
12,247.50 |
S2 |
11,402.75 |
11,402.75 |
12,426.25 |
|
S3 |
10,324.00 |
10,934.75 |
12,327.25 |
|
S4 |
9,245.25 |
9,856.00 |
12,030.75 |
|
|
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 |
8.5% |
364.25 |
2.9% |
70% |
False |
False |
706,083 |
10 |
12,949.75 |
11,604.50 |
1,345.25 |
10.7% |
323.75 |
2.6% |
76% |
False |
False |
647,874 |
20 |
12,949.75 |
10,751.00 |
2,198.75 |
17.4% |
292.00 |
2.3% |
85% |
False |
False |
626,284 |
40 |
12,949.75 |
10,751.00 |
2,198.75 |
17.4% |
288.25 |
2.3% |
85% |
False |
False |
580,224 |
60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.4% |
293.00 |
2.3% |
85% |
False |
False |
387,908 |
80 |
12,949.75 |
10,595.25 |
2,354.50 |
18.7% |
313.75 |
2.5% |
86% |
False |
False |
291,163 |
100 |
13,054.25 |
10,595.25 |
2,459.00 |
19.5% |
323.75 |
2.6% |
83% |
False |
False |
233,079 |
120 |
13,929.00 |
10,595.25 |
3,333.75 |
26.4% |
309.00 |
2.4% |
61% |
False |
False |
194,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,266.75 |
2.618 |
13,733.50 |
1.618 |
13,406.75 |
1.000 |
13,204.75 |
0.618 |
13,080.00 |
HIGH |
12,878.00 |
0.618 |
12,753.25 |
0.500 |
12,714.50 |
0.382 |
12,676.00 |
LOW |
12,551.25 |
0.618 |
12,349.25 |
1.000 |
12,224.50 |
1.618 |
12,022.50 |
2.618 |
11,695.75 |
4.250 |
11,162.50 |
|
|
Fisher Pivots for day following 03-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
12,714.50 |
12,583.50 |
PP |
12,684.50 |
12,543.00 |
S1 |
12,654.25 |
12,502.50 |
|