| Trading Metrics calculated at close of trading on 17-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2023 |
17-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,740.00 |
12,462.50 |
-277.50 |
-2.2% |
12,357.50 |
| High |
12,792.75 |
12,466.25 |
-326.50 |
-2.6% |
12,792.75 |
| Low |
12,455.25 |
12,265.75 |
-189.50 |
-1.5% |
12,265.25 |
| Close |
12,482.50 |
12,390.00 |
-92.50 |
-0.7% |
12,390.00 |
| Range |
337.50 |
200.50 |
-137.00 |
-40.6% |
527.50 |
| ATR |
298.24 |
292.42 |
-5.82 |
-2.0% |
0.00 |
| Volume |
682,325 |
629,355 |
-52,970 |
-7.8% |
3,067,303 |
|
| Daily Pivots for day following 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,975.50 |
12,883.25 |
12,500.25 |
|
| R3 |
12,775.00 |
12,682.75 |
12,445.25 |
|
| R2 |
12,574.50 |
12,574.50 |
12,426.75 |
|
| R1 |
12,482.25 |
12,482.25 |
12,408.50 |
12,428.00 |
| PP |
12,374.00 |
12,374.00 |
12,374.00 |
12,347.00 |
| S1 |
12,281.75 |
12,281.75 |
12,371.50 |
12,227.50 |
| S2 |
12,173.50 |
12,173.50 |
12,353.25 |
|
| S3 |
11,973.00 |
12,081.25 |
12,334.75 |
|
| S4 |
11,772.50 |
11,880.75 |
12,279.75 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,065.25 |
13,755.00 |
12,680.00 |
|
| R3 |
13,537.75 |
13,227.50 |
12,535.00 |
|
| R2 |
13,010.25 |
13,010.25 |
12,486.75 |
|
| R1 |
12,700.00 |
12,700.00 |
12,438.25 |
12,855.00 |
| PP |
12,482.75 |
12,482.75 |
12,482.75 |
12,560.25 |
| S1 |
12,172.50 |
12,172.50 |
12,341.75 |
12,327.50 |
| S2 |
11,955.25 |
11,955.25 |
12,293.25 |
|
| S3 |
11,427.75 |
11,645.00 |
12,245.00 |
|
| S4 |
10,900.25 |
11,117.50 |
12,100.00 |
|
|
| 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 |
12,265.25 |
527.50 |
4.3% |
273.75 |
2.2% |
24% |
False |
False |
613,460 |
| 10 |
12,818.50 |
12,243.25 |
575.25 |
4.6% |
274.75 |
2.2% |
26% |
False |
False |
615,044 |
| 20 |
12,949.75 |
11,604.50 |
1,345.25 |
10.9% |
299.25 |
2.4% |
58% |
False |
False |
631,459 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
17.7% |
283.25 |
2.3% |
75% |
False |
False |
618,362 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.7% |
283.50 |
2.3% |
75% |
False |
False |
490,187 |
| 80 |
12,949.75 |
10,746.75 |
2,203.00 |
17.8% |
300.75 |
2.4% |
75% |
False |
False |
367,945 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
19.0% |
316.50 |
2.6% |
76% |
False |
False |
294,530 |
| 120 |
13,054.25 |
10,595.25 |
2,459.00 |
19.8% |
316.00 |
2.6% |
73% |
False |
False |
245,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,318.50 |
|
2.618 |
12,991.25 |
|
1.618 |
12,790.75 |
|
1.000 |
12,666.75 |
|
0.618 |
12,590.25 |
|
HIGH |
12,466.25 |
|
0.618 |
12,389.75 |
|
0.500 |
12,366.00 |
|
0.382 |
12,342.25 |
|
LOW |
12,265.75 |
|
0.618 |
12,141.75 |
|
1.000 |
12,065.25 |
|
1.618 |
11,941.25 |
|
2.618 |
11,740.75 |
|
4.250 |
11,413.50 |
|
|
| Fisher Pivots for day following 17-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,382.00 |
12,529.25 |
| PP |
12,374.00 |
12,482.75 |
| S1 |
12,366.00 |
12,436.50 |
|