| Trading Metrics calculated at close of trading on 21-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,462.50 |
12,380.00 |
-82.50 |
-0.7% |
12,357.50 |
| High |
12,466.25 |
12,417.75 |
-48.50 |
-0.4% |
12,792.75 |
| Low |
12,265.75 |
12,090.25 |
-175.50 |
-1.4% |
12,265.25 |
| Close |
12,390.00 |
12,096.75 |
-293.25 |
-2.4% |
12,390.00 |
| Range |
200.50 |
327.50 |
127.00 |
63.3% |
527.50 |
| ATR |
292.42 |
294.93 |
2.51 |
0.9% |
0.00 |
| Volume |
629,355 |
609,494 |
-19,861 |
-3.2% |
3,067,303 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,184.00 |
12,968.00 |
12,277.00 |
|
| R3 |
12,856.50 |
12,640.50 |
12,186.75 |
|
| R2 |
12,529.00 |
12,529.00 |
12,156.75 |
|
| R1 |
12,313.00 |
12,313.00 |
12,126.75 |
12,257.25 |
| PP |
12,201.50 |
12,201.50 |
12,201.50 |
12,173.75 |
| S1 |
11,985.50 |
11,985.50 |
12,066.75 |
11,929.75 |
| S2 |
11,874.00 |
11,874.00 |
12,036.75 |
|
| S3 |
11,546.50 |
11,658.00 |
12,006.75 |
|
| S4 |
11,219.00 |
11,330.50 |
11,916.50 |
|
|
| 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 |
12,090.25 |
702.50 |
5.8% |
278.75 |
2.3% |
1% |
False |
True |
641,791 |
| 10 |
12,818.50 |
12,090.25 |
728.25 |
6.0% |
292.00 |
2.4% |
1% |
False |
True |
622,479 |
| 20 |
12,949.75 |
11,604.50 |
1,345.25 |
11.1% |
299.00 |
2.5% |
37% |
False |
False |
632,235 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
18.2% |
286.25 |
2.4% |
61% |
False |
False |
617,816 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
18.2% |
285.00 |
2.4% |
61% |
False |
False |
500,335 |
| 80 |
12,949.75 |
10,746.75 |
2,203.00 |
18.2% |
301.25 |
2.5% |
61% |
False |
False |
375,544 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
19.5% |
316.50 |
2.6% |
64% |
False |
False |
300,617 |
| 120 |
13,054.25 |
10,595.25 |
2,459.00 |
20.3% |
317.25 |
2.6% |
61% |
False |
False |
250,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,809.50 |
|
2.618 |
13,275.25 |
|
1.618 |
12,947.75 |
|
1.000 |
12,745.25 |
|
0.618 |
12,620.25 |
|
HIGH |
12,417.75 |
|
0.618 |
12,292.75 |
|
0.500 |
12,254.00 |
|
0.382 |
12,215.25 |
|
LOW |
12,090.25 |
|
0.618 |
11,887.75 |
|
1.000 |
11,762.75 |
|
1.618 |
11,560.25 |
|
2.618 |
11,232.75 |
|
4.250 |
10,698.50 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,254.00 |
12,441.50 |
| PP |
12,201.50 |
12,326.50 |
| S1 |
12,149.25 |
12,211.75 |
|