| Trading Metrics calculated at close of trading on 02-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1,938.1 |
1,966.4 |
28.3 |
1.5% |
1,875.9 |
| High |
1,986.5 |
2,016.9 |
30.4 |
1.5% |
1,927.2 |
| Low |
1,925.2 |
1,964.3 |
39.1 |
2.0% |
1,862.8 |
| Close |
1,968.4 |
2,007.9 |
39.5 |
2.0% |
1,919.5 |
| Range |
61.3 |
52.6 |
-8.7 |
-14.2% |
64.4 |
| ATR |
39.3 |
40.3 |
0.9 |
2.4% |
0.0 |
| Volume |
253,183 |
278,959 |
25,776 |
10.2% |
848,704 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.2 |
2,133.6 |
2,036.8 |
|
| R3 |
2,101.6 |
2,081.0 |
2,022.4 |
|
| R2 |
2,049.0 |
2,049.0 |
2,017.5 |
|
| R1 |
2,028.4 |
2,028.4 |
2,012.7 |
2,038.7 |
| PP |
1,996.4 |
1,996.4 |
1,996.4 |
2,001.5 |
| S1 |
1,975.8 |
1,975.8 |
2,003.1 |
1,986.1 |
| S2 |
1,943.8 |
1,943.8 |
1,998.3 |
|
| S3 |
1,891.2 |
1,923.2 |
1,993.4 |
|
| S4 |
1,838.6 |
1,870.6 |
1,979.0 |
|
|
| 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 |
2,016.9 |
1,883.1 |
133.8 |
6.7% |
44.9 |
2.2% |
93% |
True |
False |
215,472 |
| 10 |
2,016.9 |
1,836.2 |
180.7 |
9.0% |
39.8 |
2.0% |
95% |
True |
False |
194,881 |
| 20 |
2,016.9 |
1,750.4 |
266.5 |
13.3% |
37.9 |
1.9% |
97% |
True |
False |
192,908 |
| 40 |
2,016.9 |
1,730.8 |
286.1 |
14.2% |
39.8 |
2.0% |
97% |
True |
False |
182,740 |
| 60 |
2,016.9 |
1,730.8 |
286.1 |
14.2% |
40.7 |
2.0% |
97% |
True |
False |
122,023 |
| 80 |
2,016.9 |
1,658.9 |
358.0 |
17.8% |
43.3 |
2.2% |
97% |
True |
False |
91,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,240.5 |
|
2.618 |
2,154.6 |
|
1.618 |
2,102.0 |
|
1.000 |
2,069.5 |
|
0.618 |
2,049.4 |
|
HIGH |
2,016.9 |
|
0.618 |
1,996.8 |
|
0.500 |
1,990.6 |
|
0.382 |
1,984.4 |
|
LOW |
1,964.3 |
|
0.618 |
1,931.8 |
|
1.000 |
1,911.7 |
|
1.618 |
1,879.2 |
|
2.618 |
1,826.6 |
|
4.250 |
1,740.8 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,002.1 |
1,988.6 |
| PP |
1,996.4 |
1,969.3 |
| S1 |
1,990.6 |
1,950.0 |
|