| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,003.00 |
12,093.50 |
90.50 |
0.8% |
12,380.00 |
| High |
12,189.50 |
12,172.75 |
-16.75 |
-0.1% |
12,417.75 |
| Low |
11,990.00 |
12,025.75 |
35.75 |
0.3% |
11,923.00 |
| Close |
12,083.25 |
12,072.25 |
-11.00 |
-0.1% |
11,997.00 |
| Range |
199.50 |
147.00 |
-52.50 |
-26.3% |
494.75 |
| ATR |
276.12 |
266.90 |
-9.22 |
-3.3% |
0.00 |
| Volume |
578,952 |
646,026 |
67,074 |
11.6% |
2,534,785 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,531.25 |
12,448.75 |
12,153.00 |
|
| R3 |
12,384.25 |
12,301.75 |
12,112.75 |
|
| R2 |
12,237.25 |
12,237.25 |
12,099.25 |
|
| R1 |
12,154.75 |
12,154.75 |
12,085.75 |
12,122.50 |
| PP |
12,090.25 |
12,090.25 |
12,090.25 |
12,074.00 |
| S1 |
12,007.75 |
12,007.75 |
12,058.75 |
11,975.50 |
| S2 |
11,943.25 |
11,943.25 |
12,045.25 |
|
| S3 |
11,796.25 |
11,860.75 |
12,031.75 |
|
| S4 |
11,649.25 |
11,713.75 |
11,991.50 |
|
|
| 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 |
12,261.00 |
11,923.00 |
338.00 |
2.8% |
205.50 |
1.7% |
44% |
False |
False |
630,053 |
| 10 |
12,792.75 |
11,923.00 |
869.75 |
7.2% |
242.00 |
2.0% |
17% |
False |
False |
635,922 |
| 20 |
12,949.75 |
11,871.00 |
1,078.75 |
8.9% |
281.50 |
2.3% |
19% |
False |
False |
640,298 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
18.2% |
273.00 |
2.3% |
60% |
False |
False |
625,213 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
18.2% |
279.50 |
2.3% |
60% |
False |
False |
552,688 |
| 80 |
12,949.75 |
10,746.75 |
2,203.00 |
18.2% |
289.00 |
2.4% |
60% |
False |
False |
414,860 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
19.5% |
305.50 |
2.5% |
63% |
False |
False |
332,081 |
| 120 |
13,054.25 |
10,595.25 |
2,459.00 |
20.4% |
312.75 |
2.6% |
60% |
False |
False |
276,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,797.50 |
|
2.618 |
12,557.50 |
|
1.618 |
12,410.50 |
|
1.000 |
12,319.75 |
|
0.618 |
12,263.50 |
|
HIGH |
12,172.75 |
|
0.618 |
12,116.50 |
|
0.500 |
12,099.25 |
|
0.382 |
12,082.00 |
|
LOW |
12,025.75 |
|
0.618 |
11,935.00 |
|
1.000 |
11,878.75 |
|
1.618 |
11,788.00 |
|
2.618 |
11,641.00 |
|
4.250 |
11,401.00 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,099.25 |
12,071.00 |
| PP |
12,090.25 |
12,070.00 |
| S1 |
12,081.25 |
12,068.75 |
|