| Trading Metrics calculated at close of trading on 08-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2023 |
08-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,513.00 |
12,747.00 |
234.00 |
1.9% |
12,212.50 |
| High |
12,818.50 |
12,808.50 |
-10.00 |
-0.1% |
12,949.75 |
| Low |
12,459.25 |
12,512.75 |
53.50 |
0.4% |
11,871.00 |
| Close |
12,776.75 |
12,545.25 |
-231.50 |
-1.8% |
12,624.00 |
| Range |
359.25 |
295.75 |
-63.50 |
-17.7% |
1,078.75 |
| ATR |
303.67 |
303.10 |
-0.57 |
-0.2% |
0.00 |
| Volume |
744,996 |
590,355 |
-154,641 |
-20.8% |
3,530,415 |
|
| Daily Pivots for day following 08-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,509.50 |
13,323.00 |
12,708.00 |
|
| R3 |
13,213.75 |
13,027.25 |
12,626.50 |
|
| R2 |
12,918.00 |
12,918.00 |
12,599.50 |
|
| R1 |
12,731.50 |
12,731.50 |
12,572.25 |
12,677.00 |
| PP |
12,622.25 |
12,622.25 |
12,622.25 |
12,594.75 |
| S1 |
12,435.75 |
12,435.75 |
12,518.25 |
12,381.00 |
| S2 |
12,326.50 |
12,326.50 |
12,491.00 |
|
| S3 |
12,030.75 |
12,140.00 |
12,464.00 |
|
| S4 |
11,735.00 |
11,844.25 |
12,382.50 |
|
|
| 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 |
12,455.75 |
494.00 |
3.9% |
316.50 |
2.5% |
18% |
False |
False |
702,505 |
| 10 |
12,949.75 |
11,867.25 |
1,082.50 |
8.6% |
316.75 |
2.5% |
63% |
False |
False |
661,041 |
| 20 |
12,949.75 |
11,239.75 |
1,710.00 |
13.6% |
288.50 |
2.3% |
76% |
False |
False |
622,712 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
17.5% |
292.00 |
2.3% |
82% |
False |
False |
618,425 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.5% |
281.75 |
2.2% |
82% |
False |
False |
419,007 |
| 80 |
12,949.75 |
10,746.75 |
2,203.00 |
17.6% |
310.50 |
2.5% |
82% |
False |
False |
314,505 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
18.8% |
318.50 |
2.5% |
83% |
False |
False |
251,773 |
| 120 |
13,760.00 |
10,595.25 |
3,164.75 |
25.2% |
311.00 |
2.5% |
62% |
False |
False |
209,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,065.50 |
|
2.618 |
13,582.75 |
|
1.618 |
13,287.00 |
|
1.000 |
13,104.25 |
|
0.618 |
12,991.25 |
|
HIGH |
12,808.50 |
|
0.618 |
12,695.50 |
|
0.500 |
12,660.50 |
|
0.382 |
12,625.75 |
|
LOW |
12,512.75 |
|
0.618 |
12,330.00 |
|
1.000 |
12,217.00 |
|
1.618 |
12,034.25 |
|
2.618 |
11,738.50 |
|
4.250 |
11,255.75 |
|
|
| Fisher Pivots for day following 08-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,660.50 |
12,637.00 |
| PP |
12,622.25 |
12,606.50 |
| S1 |
12,583.75 |
12,576.00 |
|