Trading Metrics calculated at close of trading on 15-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
12,547.25 |
12,620.75 |
73.50 |
0.6% |
12,572.00 |
High |
12,687.00 |
12,756.50 |
69.50 |
0.5% |
12,818.50 |
Low |
12,390.50 |
12,524.25 |
133.75 |
1.1% |
12,243.25 |
Close |
12,631.00 |
12,730.00 |
99.00 |
0.8% |
12,346.25 |
Range |
296.50 |
232.25 |
-64.25 |
-21.7% |
575.25 |
ATR |
300.07 |
295.22 |
-4.84 |
-1.6% |
0.00 |
Volume |
719,204 |
568,579 |
-150,625 |
-20.9% |
3,083,146 |
|
Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,367.00 |
13,280.75 |
12,857.75 |
|
R3 |
13,134.75 |
13,048.50 |
12,793.75 |
|
R2 |
12,902.50 |
12,902.50 |
12,772.50 |
|
R1 |
12,816.25 |
12,816.25 |
12,751.25 |
12,859.50 |
PP |
12,670.25 |
12,670.25 |
12,670.25 |
12,691.75 |
S1 |
12,584.00 |
12,584.00 |
12,708.75 |
12,627.00 |
S2 |
12,438.00 |
12,438.00 |
12,687.50 |
|
S3 |
12,205.75 |
12,351.75 |
12,666.25 |
|
S4 |
11,973.50 |
12,119.50 |
12,602.25 |
|
|
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 |
12,756.50 |
12,243.25 |
513.25 |
4.0% |
280.25 |
2.2% |
95% |
True |
False |
593,654 |
10 |
12,949.75 |
12,243.25 |
706.50 |
5.5% |
298.25 |
2.3% |
69% |
False |
False |
648,080 |
20 |
12,949.75 |
11,308.50 |
1,641.25 |
12.9% |
297.25 |
2.3% |
87% |
False |
False |
624,502 |
40 |
12,949.75 |
10,751.00 |
2,198.75 |
17.3% |
282.00 |
2.2% |
90% |
False |
False |
615,260 |
60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.3% |
281.75 |
2.2% |
90% |
False |
False |
468,352 |
80 |
12,949.75 |
10,746.75 |
2,203.00 |
17.3% |
303.75 |
2.4% |
90% |
False |
False |
351,566 |
100 |
12,949.75 |
10,595.25 |
2,354.50 |
18.5% |
317.50 |
2.5% |
91% |
False |
False |
281,427 |
120 |
13,369.50 |
10,595.25 |
2,774.25 |
21.8% |
317.50 |
2.5% |
77% |
False |
False |
234,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,743.50 |
2.618 |
13,364.50 |
1.618 |
13,132.25 |
1.000 |
12,988.75 |
0.618 |
12,900.00 |
HIGH |
12,756.50 |
0.618 |
12,667.75 |
0.500 |
12,640.50 |
0.382 |
12,613.00 |
LOW |
12,524.25 |
0.618 |
12,380.75 |
1.000 |
12,292.00 |
1.618 |
12,148.50 |
2.618 |
11,916.25 |
4.250 |
11,537.25 |
|
|
Fisher Pivots for day following 15-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
12,700.00 |
12,657.00 |
PP |
12,670.25 |
12,584.00 |
S1 |
12,640.50 |
12,511.00 |
|