| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,190.00 |
12,003.00 |
-187.00 |
-1.5% |
12,380.00 |
| High |
12,214.50 |
12,189.50 |
-25.00 |
-0.2% |
12,417.75 |
| Low |
11,923.00 |
11,990.00 |
67.00 |
0.6% |
11,923.00 |
| Close |
11,997.00 |
12,083.25 |
86.25 |
0.7% |
11,997.00 |
| Range |
291.50 |
199.50 |
-92.00 |
-31.6% |
494.75 |
| ATR |
282.02 |
276.12 |
-5.89 |
-2.1% |
0.00 |
| Volume |
643,618 |
578,952 |
-64,666 |
-10.0% |
2,534,785 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,686.00 |
12,584.25 |
12,193.00 |
|
| R3 |
12,486.50 |
12,384.75 |
12,138.00 |
|
| R2 |
12,287.00 |
12,287.00 |
12,119.75 |
|
| R1 |
12,185.25 |
12,185.25 |
12,101.50 |
12,236.00 |
| PP |
12,087.50 |
12,087.50 |
12,087.50 |
12,113.00 |
| S1 |
11,985.75 |
11,985.75 |
12,065.00 |
12,036.50 |
| S2 |
11,888.00 |
11,888.00 |
12,046.75 |
|
| S3 |
11,688.50 |
11,786.25 |
12,028.50 |
|
| S4 |
11,489.00 |
11,586.75 |
11,973.50 |
|
|
| 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 |
12,417.75 |
11,923.00 |
494.75 |
4.1% |
241.50 |
2.0% |
32% |
False |
False |
622,747 |
| 10 |
12,792.75 |
11,923.00 |
869.75 |
7.2% |
257.50 |
2.1% |
18% |
False |
False |
618,104 |
| 20 |
12,949.75 |
11,871.00 |
1,078.75 |
8.9% |
288.75 |
2.4% |
20% |
False |
False |
639,730 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
18.2% |
276.75 |
2.3% |
61% |
False |
False |
620,812 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
18.2% |
286.75 |
2.4% |
61% |
False |
False |
541,993 |
| 80 |
12,949.75 |
10,746.75 |
2,203.00 |
18.2% |
291.25 |
2.4% |
61% |
False |
False |
406,793 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
19.5% |
308.00 |
2.5% |
63% |
False |
False |
325,629 |
| 120 |
13,054.25 |
10,595.25 |
2,459.00 |
20.4% |
314.00 |
2.6% |
61% |
False |
False |
271,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,037.50 |
|
2.618 |
12,711.75 |
|
1.618 |
12,512.25 |
|
1.000 |
12,389.00 |
|
0.618 |
12,312.75 |
|
HIGH |
12,189.50 |
|
0.618 |
12,113.25 |
|
0.500 |
12,089.75 |
|
0.382 |
12,066.25 |
|
LOW |
11,990.00 |
|
0.618 |
11,866.75 |
|
1.000 |
11,790.50 |
|
1.618 |
11,667.25 |
|
2.618 |
11,467.75 |
|
4.250 |
11,142.00 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,089.75 |
12,092.00 |
| PP |
12,087.50 |
12,089.00 |
| S1 |
12,085.50 |
12,086.25 |
|