| Trading Metrics calculated at close of trading on 06-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,748.25 |
12,572.00 |
-176.25 |
-1.4% |
12,212.50 |
| High |
12,878.00 |
12,608.50 |
-269.50 |
-2.1% |
12,949.75 |
| Low |
12,551.25 |
12,455.75 |
-95.50 |
-0.8% |
11,871.00 |
| Close |
12,624.00 |
12,515.50 |
-108.50 |
-0.9% |
12,624.00 |
| Range |
326.75 |
152.75 |
-174.00 |
-53.3% |
1,078.75 |
| ATR |
309.48 |
299.39 |
-10.09 |
-3.3% |
0.00 |
| Volume |
824,209 |
535,147 |
-289,062 |
-35.1% |
3,530,415 |
|
| Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,984.75 |
12,903.00 |
12,599.50 |
|
| R3 |
12,832.00 |
12,750.25 |
12,557.50 |
|
| R2 |
12,679.25 |
12,679.25 |
12,543.50 |
|
| R1 |
12,597.50 |
12,597.50 |
12,529.50 |
12,562.00 |
| PP |
12,526.50 |
12,526.50 |
12,526.50 |
12,509.00 |
| S1 |
12,444.75 |
12,444.75 |
12,501.50 |
12,409.25 |
| S2 |
12,373.75 |
12,373.75 |
12,487.50 |
|
| S3 |
12,221.00 |
12,292.00 |
12,473.50 |
|
| S4 |
12,068.25 |
12,139.25 |
12,431.50 |
|
|
| 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 |
8.6% |
336.25 |
2.7% |
60% |
False |
False |
686,179 |
| 10 |
12,949.75 |
11,604.50 |
1,345.25 |
10.7% |
306.00 |
2.4% |
68% |
False |
False |
641,991 |
| 20 |
12,949.75 |
11,094.00 |
1,855.75 |
14.8% |
278.75 |
2.2% |
77% |
False |
False |
616,225 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
17.6% |
287.75 |
2.3% |
80% |
False |
False |
592,838 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.6% |
290.50 |
2.3% |
80% |
False |
False |
396,807 |
| 80 |
12,949.75 |
10,595.25 |
2,354.50 |
18.8% |
312.50 |
2.5% |
82% |
False |
False |
297,840 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
18.8% |
316.75 |
2.5% |
82% |
False |
False |
238,423 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
26.6% |
308.75 |
2.5% |
58% |
False |
False |
198,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,257.75 |
|
2.618 |
13,008.50 |
|
1.618 |
12,855.75 |
|
1.000 |
12,761.25 |
|
0.618 |
12,703.00 |
|
HIGH |
12,608.50 |
|
0.618 |
12,550.25 |
|
0.500 |
12,532.00 |
|
0.382 |
12,514.00 |
|
LOW |
12,455.75 |
|
0.618 |
12,361.25 |
|
1.000 |
12,303.00 |
|
1.618 |
12,208.50 |
|
2.618 |
12,055.75 |
|
4.250 |
11,806.50 |
|
|
| Fisher Pivots for day following 06-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,532.00 |
12,702.75 |
| PP |
12,526.50 |
12,640.25 |
| S1 |
12,521.00 |
12,578.00 |
|