| Trading Metrics calculated at close of trading on 06-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
2,005.0 |
1,987.2 |
-17.8 |
-0.9% |
1,916.8 |
| High |
2,015.6 |
1,991.0 |
-24.6 |
-1.2% |
2,016.9 |
| Low |
1,981.6 |
1,956.9 |
-24.7 |
-1.2% |
1,883.1 |
| Close |
1,993.5 |
1,965.1 |
-28.4 |
-1.4% |
1,993.5 |
| Range |
34.0 |
34.1 |
0.1 |
0.3% |
133.8 |
| ATR |
39.8 |
39.6 |
-0.2 |
-0.6% |
0.0 |
| Volume |
236,329 |
182,426 |
-53,903 |
-22.8% |
1,145,840 |
|
| Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.3 |
2,053.3 |
1,983.9 |
|
| R3 |
2,039.2 |
2,019.2 |
1,974.5 |
|
| R2 |
2,005.1 |
2,005.1 |
1,971.4 |
|
| R1 |
1,985.1 |
1,985.1 |
1,968.2 |
1,978.1 |
| PP |
1,971.0 |
1,971.0 |
1,971.0 |
1,967.5 |
| S1 |
1,951.0 |
1,951.0 |
1,962.0 |
1,944.0 |
| S2 |
1,936.9 |
1,936.9 |
1,958.8 |
|
| S3 |
1,902.8 |
1,916.9 |
1,955.7 |
|
| S4 |
1,868.7 |
1,882.8 |
1,946.3 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,365.9 |
2,313.5 |
2,067.1 |
|
| R3 |
2,232.1 |
2,179.7 |
2,030.3 |
|
| R2 |
2,098.3 |
2,098.3 |
2,018.0 |
|
| R1 |
2,045.9 |
2,045.9 |
2,005.8 |
2,072.1 |
| PP |
1,964.5 |
1,964.5 |
1,964.5 |
1,977.6 |
| S1 |
1,912.1 |
1,912.1 |
1,981.2 |
1,938.3 |
| S2 |
1,830.7 |
1,830.7 |
1,969.0 |
|
| S3 |
1,696.9 |
1,778.3 |
1,956.7 |
|
| S4 |
1,563.1 |
1,644.5 |
1,919.9 |
|
|
| 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 |
6.8% |
47.8 |
2.4% |
61% |
False |
False |
232,741 |
| 10 |
2,016.9 |
1,862.8 |
154.1 |
7.8% |
38.9 |
2.0% |
66% |
False |
False |
199,550 |
| 20 |
2,016.9 |
1,795.7 |
221.2 |
11.3% |
37.0 |
1.9% |
77% |
False |
False |
193,792 |
| 40 |
2,016.9 |
1,730.8 |
286.1 |
14.6% |
39.8 |
2.0% |
82% |
False |
False |
192,808 |
| 60 |
2,016.9 |
1,730.8 |
286.1 |
14.6% |
40.5 |
2.1% |
82% |
False |
False |
128,994 |
| 80 |
2,016.9 |
1,658.9 |
358.0 |
18.2% |
43.2 |
2.2% |
86% |
False |
False |
96,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,135.9 |
|
2.618 |
2,080.3 |
|
1.618 |
2,046.2 |
|
1.000 |
2,025.1 |
|
0.618 |
2,012.1 |
|
HIGH |
1,991.0 |
|
0.618 |
1,978.0 |
|
0.500 |
1,974.0 |
|
0.382 |
1,969.9 |
|
LOW |
1,956.9 |
|
0.618 |
1,935.8 |
|
1.000 |
1,922.8 |
|
1.618 |
1,901.7 |
|
2.618 |
1,867.6 |
|
4.250 |
1,812.0 |
|
|
| Fisher Pivots for day following 06-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,974.0 |
1,986.9 |
| PP |
1,971.0 |
1,979.6 |
| S1 |
1,968.1 |
1,972.4 |
|