| Trading Metrics calculated at close of trading on 16-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2023 |
16-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,620.75 |
12,740.00 |
119.25 |
0.9% |
12,572.00 |
| High |
12,756.50 |
12,792.75 |
36.25 |
0.3% |
12,818.50 |
| Low |
12,524.25 |
12,455.25 |
-69.00 |
-0.6% |
12,243.25 |
| Close |
12,730.00 |
12,482.50 |
-247.50 |
-1.9% |
12,346.25 |
| Range |
232.25 |
337.50 |
105.25 |
45.3% |
575.25 |
| ATR |
295.22 |
298.24 |
3.02 |
1.0% |
0.00 |
| Volume |
568,579 |
682,325 |
113,746 |
20.0% |
3,083,146 |
|
| Daily Pivots for day following 16-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,589.25 |
13,373.50 |
12,668.00 |
|
| R3 |
13,251.75 |
13,036.00 |
12,575.25 |
|
| R2 |
12,914.25 |
12,914.25 |
12,544.50 |
|
| R1 |
12,698.50 |
12,698.50 |
12,513.50 |
12,637.50 |
| PP |
12,576.75 |
12,576.75 |
12,576.75 |
12,546.50 |
| S1 |
12,361.00 |
12,361.00 |
12,451.50 |
12,300.00 |
| S2 |
12,239.25 |
12,239.25 |
12,420.50 |
|
| S3 |
11,901.75 |
12,023.50 |
12,389.75 |
|
| S4 |
11,564.25 |
11,686.00 |
12,297.00 |
|
|
| 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 |
12,792.75 |
12,243.25 |
549.50 |
4.4% |
275.25 |
2.2% |
44% |
True |
False |
607,638 |
| 10 |
12,878.00 |
12,243.25 |
634.75 |
5.1% |
287.25 |
2.3% |
38% |
False |
False |
634,530 |
| 20 |
12,949.75 |
11,365.25 |
1,584.50 |
12.7% |
305.25 |
2.4% |
71% |
False |
False |
628,880 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
17.6% |
283.50 |
2.3% |
79% |
False |
False |
618,255 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.6% |
283.50 |
2.3% |
79% |
False |
False |
479,710 |
| 80 |
12,949.75 |
10,746.75 |
2,203.00 |
17.6% |
302.25 |
2.4% |
79% |
False |
False |
360,088 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
18.9% |
317.25 |
2.5% |
80% |
False |
False |
288,244 |
| 120 |
13,369.50 |
10,595.25 |
2,774.25 |
22.2% |
319.50 |
2.6% |
68% |
False |
False |
240,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,227.00 |
|
2.618 |
13,676.25 |
|
1.618 |
13,338.75 |
|
1.000 |
13,130.25 |
|
0.618 |
13,001.25 |
|
HIGH |
12,792.75 |
|
0.618 |
12,663.75 |
|
0.500 |
12,624.00 |
|
0.382 |
12,584.25 |
|
LOW |
12,455.25 |
|
0.618 |
12,246.75 |
|
1.000 |
12,117.75 |
|
1.618 |
11,909.25 |
|
2.618 |
11,571.75 |
|
4.250 |
11,021.00 |
|
|
| Fisher Pivots for day following 16-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,624.00 |
12,591.50 |
| PP |
12,576.75 |
12,555.25 |
| S1 |
12,529.75 |
12,519.00 |
|