| Trading Metrics calculated at close of trading on 14-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2023 |
14-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,357.50 |
12,547.25 |
189.75 |
1.5% |
12,572.00 |
| High |
12,567.00 |
12,687.00 |
120.00 |
1.0% |
12,818.50 |
| Low |
12,265.25 |
12,390.50 |
125.25 |
1.0% |
12,243.25 |
| Close |
12,540.50 |
12,631.00 |
90.50 |
0.7% |
12,346.25 |
| Range |
301.75 |
296.50 |
-5.25 |
-1.7% |
575.25 |
| ATR |
300.34 |
300.07 |
-0.27 |
-0.1% |
0.00 |
| Volume |
467,840 |
719,204 |
251,364 |
53.7% |
3,083,146 |
|
| Daily Pivots for day following 14-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,459.00 |
13,341.50 |
12,794.00 |
|
| R3 |
13,162.50 |
13,045.00 |
12,712.50 |
|
| R2 |
12,866.00 |
12,866.00 |
12,685.25 |
|
| R1 |
12,748.50 |
12,748.50 |
12,658.25 |
12,807.25 |
| PP |
12,569.50 |
12,569.50 |
12,569.50 |
12,599.00 |
| S1 |
12,452.00 |
12,452.00 |
12,603.75 |
12,510.75 |
| S2 |
12,273.00 |
12,273.00 |
12,576.75 |
|
| S3 |
11,976.50 |
12,155.50 |
12,549.50 |
|
| S4 |
11,680.00 |
11,859.00 |
12,468.00 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,195.00 |
13,846.00 |
12,662.75 |
|
| R3 |
13,619.75 |
13,270.75 |
12,504.50 |
|
| R2 |
13,044.50 |
13,044.50 |
12,451.75 |
|
| R1 |
12,695.50 |
12,695.50 |
12,399.00 |
12,582.50 |
| PP |
12,469.25 |
12,469.25 |
12,469.25 |
12,412.75 |
| S1 |
12,120.25 |
12,120.25 |
12,293.50 |
12,007.00 |
| S2 |
11,894.00 |
11,894.00 |
12,240.75 |
|
| S3 |
11,318.75 |
11,545.00 |
12,188.00 |
|
| S4 |
10,743.50 |
10,969.75 |
12,029.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,808.50 |
12,243.25 |
565.25 |
4.5% |
292.75 |
2.3% |
69% |
False |
False |
598,009 |
| 10 |
12,949.75 |
12,055.25 |
894.50 |
7.1% |
322.00 |
2.5% |
64% |
False |
False |
658,073 |
| 20 |
12,949.75 |
11,308.50 |
1,641.25 |
13.0% |
300.25 |
2.4% |
81% |
False |
False |
627,054 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
17.4% |
281.50 |
2.2% |
86% |
False |
False |
617,684 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.4% |
282.75 |
2.2% |
86% |
False |
False |
458,891 |
| 80 |
12,949.75 |
10,746.75 |
2,203.00 |
17.4% |
304.75 |
2.4% |
86% |
False |
False |
344,467 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
18.6% |
318.00 |
2.5% |
86% |
False |
False |
275,749 |
| 120 |
13,369.50 |
10,595.25 |
2,774.25 |
22.0% |
317.00 |
2.5% |
73% |
False |
False |
229,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,947.00 |
|
2.618 |
13,463.25 |
|
1.618 |
13,166.75 |
|
1.000 |
12,983.50 |
|
0.618 |
12,870.25 |
|
HIGH |
12,687.00 |
|
0.618 |
12,573.75 |
|
0.500 |
12,538.75 |
|
0.382 |
12,503.75 |
|
LOW |
12,390.50 |
|
0.618 |
12,207.25 |
|
1.000 |
12,094.00 |
|
1.618 |
11,910.75 |
|
2.618 |
11,614.25 |
|
4.250 |
11,130.50 |
|
|
| Fisher Pivots for day following 14-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,600.25 |
12,575.75 |
| PP |
12,569.50 |
12,520.50 |
| S1 |
12,538.75 |
12,465.00 |
|