| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,176.25 |
12,190.00 |
13.75 |
0.1% |
12,380.00 |
| High |
12,261.00 |
12,214.50 |
-46.50 |
-0.4% |
12,417.75 |
| Low |
12,028.50 |
11,923.00 |
-105.50 |
-0.9% |
11,923.00 |
| Close |
12,207.50 |
11,997.00 |
-210.50 |
-1.7% |
11,997.00 |
| Range |
232.50 |
291.50 |
59.00 |
25.4% |
494.75 |
| ATR |
281.29 |
282.02 |
0.73 |
0.3% |
0.00 |
| Volume |
640,962 |
643,618 |
2,656 |
0.4% |
2,534,785 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,919.25 |
12,749.75 |
12,157.25 |
|
| R3 |
12,627.75 |
12,458.25 |
12,077.25 |
|
| R2 |
12,336.25 |
12,336.25 |
12,050.50 |
|
| R1 |
12,166.75 |
12,166.75 |
12,023.75 |
12,105.75 |
| PP |
12,044.75 |
12,044.75 |
12,044.75 |
12,014.50 |
| S1 |
11,875.25 |
11,875.25 |
11,970.25 |
11,814.25 |
| S2 |
11,753.25 |
11,753.25 |
11,943.50 |
|
| S3 |
11,461.75 |
11,583.75 |
11,916.75 |
|
| S4 |
11,170.25 |
11,292.25 |
11,836.75 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,596.75 |
13,291.75 |
12,269.00 |
|
| R3 |
13,102.00 |
12,797.00 |
12,133.00 |
|
| R2 |
12,607.25 |
12,607.25 |
12,087.75 |
|
| R1 |
12,302.25 |
12,302.25 |
12,042.25 |
12,207.50 |
| PP |
12,112.50 |
12,112.50 |
12,112.50 |
12,065.25 |
| S1 |
11,807.50 |
11,807.50 |
11,951.75 |
11,712.50 |
| S2 |
11,617.75 |
11,617.75 |
11,906.25 |
|
| S3 |
11,123.00 |
11,312.75 |
11,861.00 |
|
| S4 |
10,628.25 |
10,818.00 |
11,725.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,466.25 |
11,923.00 |
543.25 |
4.5% |
241.75 |
2.0% |
14% |
False |
True |
632,828 |
| 10 |
12,792.75 |
11,923.00 |
869.75 |
7.2% |
258.50 |
2.2% |
9% |
False |
True |
620,233 |
| 20 |
12,949.75 |
11,871.00 |
1,078.75 |
9.0% |
293.50 |
2.4% |
12% |
False |
False |
640,186 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
18.3% |
277.50 |
2.3% |
57% |
False |
False |
622,228 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
18.3% |
287.25 |
2.4% |
57% |
False |
False |
532,370 |
| 80 |
12,949.75 |
10,746.75 |
2,203.00 |
18.4% |
291.50 |
2.4% |
57% |
False |
False |
399,563 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
19.6% |
310.50 |
2.6% |
60% |
False |
False |
319,846 |
| 120 |
13,054.25 |
10,595.25 |
2,459.00 |
20.5% |
315.75 |
2.6% |
57% |
False |
False |
266,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,453.50 |
|
2.618 |
12,977.75 |
|
1.618 |
12,686.25 |
|
1.000 |
12,506.00 |
|
0.618 |
12,394.75 |
|
HIGH |
12,214.50 |
|
0.618 |
12,103.25 |
|
0.500 |
12,068.75 |
|
0.382 |
12,034.25 |
|
LOW |
11,923.00 |
|
0.618 |
11,742.75 |
|
1.000 |
11,631.50 |
|
1.618 |
11,451.25 |
|
2.618 |
11,159.75 |
|
4.250 |
10,684.00 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,068.75 |
12,092.00 |
| PP |
12,044.75 |
12,060.25 |
| S1 |
12,021.00 |
12,028.75 |
|