| Trading Metrics calculated at close of trading on 01-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1,897.4 |
1,938.1 |
40.7 |
2.1% |
1,875.9 |
| High |
1,940.1 |
1,986.5 |
46.4 |
2.4% |
1,927.2 |
| Low |
1,883.1 |
1,925.2 |
42.1 |
2.2% |
1,862.8 |
| Close |
1,939.4 |
1,968.4 |
29.0 |
1.5% |
1,919.5 |
| Range |
57.0 |
61.3 |
4.3 |
7.5% |
64.4 |
| ATR |
37.6 |
39.3 |
1.7 |
4.5% |
0.0 |
| Volume |
212,810 |
253,183 |
40,373 |
19.0% |
848,704 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.9 |
2,117.5 |
2,002.1 |
|
| R3 |
2,082.6 |
2,056.2 |
1,985.3 |
|
| R2 |
2,021.3 |
2,021.3 |
1,979.6 |
|
| R1 |
1,994.9 |
1,994.9 |
1,974.0 |
2,008.1 |
| PP |
1,960.0 |
1,960.0 |
1,960.0 |
1,966.7 |
| S1 |
1,933.6 |
1,933.6 |
1,962.8 |
1,946.8 |
| S2 |
1,898.7 |
1,898.7 |
1,957.2 |
|
| S3 |
1,837.4 |
1,872.3 |
1,951.5 |
|
| S4 |
1,776.1 |
1,811.0 |
1,934.7 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,096.4 |
2,072.3 |
1,954.9 |
|
| R3 |
2,032.0 |
2,007.9 |
1,937.2 |
|
| R2 |
1,967.6 |
1,967.6 |
1,931.3 |
|
| R1 |
1,943.5 |
1,943.5 |
1,925.4 |
1,955.6 |
| PP |
1,903.2 |
1,903.2 |
1,903.2 |
1,909.2 |
| S1 |
1,879.1 |
1,879.1 |
1,913.6 |
1,891.2 |
| S2 |
1,838.8 |
1,838.8 |
1,907.7 |
|
| S3 |
1,774.4 |
1,814.7 |
1,901.8 |
|
| S4 |
1,710.0 |
1,750.3 |
1,884.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,986.5 |
1,883.1 |
103.4 |
5.3% |
41.7 |
2.1% |
82% |
True |
False |
194,585 |
| 10 |
1,986.5 |
1,832.2 |
154.3 |
7.8% |
38.0 |
1.9% |
88% |
True |
False |
187,634 |
| 20 |
1,986.5 |
1,750.4 |
236.1 |
12.0% |
37.1 |
1.9% |
92% |
True |
False |
189,785 |
| 40 |
1,986.5 |
1,730.8 |
255.7 |
13.0% |
39.9 |
2.0% |
93% |
True |
False |
175,807 |
| 60 |
1,986.5 |
1,730.8 |
255.7 |
13.0% |
40.6 |
2.1% |
93% |
True |
False |
117,380 |
| 80 |
1,986.5 |
1,658.9 |
327.6 |
16.6% |
43.5 |
2.2% |
94% |
True |
False |
88,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,247.0 |
|
2.618 |
2,147.0 |
|
1.618 |
2,085.7 |
|
1.000 |
2,047.8 |
|
0.618 |
2,024.4 |
|
HIGH |
1,986.5 |
|
0.618 |
1,963.1 |
|
0.500 |
1,955.9 |
|
0.382 |
1,948.6 |
|
LOW |
1,925.2 |
|
0.618 |
1,887.3 |
|
1.000 |
1,863.9 |
|
1.618 |
1,826.0 |
|
2.618 |
1,764.7 |
|
4.250 |
1,664.7 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,964.2 |
1,957.2 |
| PP |
1,960.0 |
1,946.0 |
| S1 |
1,955.9 |
1,934.8 |
|