| Trading Metrics calculated at close of trading on 07-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2023 |
07-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1,987.2 |
1,964.5 |
-22.7 |
-1.1% |
1,916.8 |
| High |
1,991.0 |
1,984.2 |
-6.8 |
-0.3% |
2,016.9 |
| Low |
1,956.9 |
1,938.8 |
-18.1 |
-0.9% |
1,883.1 |
| Close |
1,965.1 |
1,979.3 |
14.2 |
0.7% |
1,993.5 |
| Range |
34.1 |
45.4 |
11.3 |
33.1% |
133.8 |
| ATR |
39.6 |
40.0 |
0.4 |
1.0% |
0.0 |
| Volume |
182,426 |
232,027 |
49,601 |
27.2% |
1,145,840 |
|
| Daily Pivots for day following 07-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.6 |
2,086.9 |
2,004.3 |
|
| R3 |
2,058.2 |
2,041.5 |
1,991.8 |
|
| R2 |
2,012.8 |
2,012.8 |
1,987.6 |
|
| R1 |
1,996.1 |
1,996.1 |
1,983.5 |
2,004.5 |
| PP |
1,967.4 |
1,967.4 |
1,967.4 |
1,971.6 |
| S1 |
1,950.7 |
1,950.7 |
1,975.1 |
1,959.1 |
| S2 |
1,922.0 |
1,922.0 |
1,971.0 |
|
| S3 |
1,876.6 |
1,905.3 |
1,966.8 |
|
| S4 |
1,831.2 |
1,859.9 |
1,954.3 |
|
|
| 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 |
1,925.2 |
91.7 |
4.6% |
45.5 |
2.3% |
59% |
False |
False |
236,584 |
| 10 |
2,016.9 |
1,862.8 |
154.1 |
7.8% |
41.4 |
2.1% |
76% |
False |
False |
207,957 |
| 20 |
2,016.9 |
1,795.7 |
221.2 |
11.2% |
37.9 |
1.9% |
83% |
False |
False |
197,416 |
| 40 |
2,016.9 |
1,730.8 |
286.1 |
14.5% |
39.9 |
2.0% |
87% |
False |
False |
197,614 |
| 60 |
2,016.9 |
1,730.8 |
286.1 |
14.5% |
40.3 |
2.0% |
87% |
False |
False |
132,848 |
| 80 |
2,016.9 |
1,658.9 |
358.0 |
18.1% |
43.2 |
2.2% |
89% |
False |
False |
99,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.2 |
|
2.618 |
2,103.1 |
|
1.618 |
2,057.7 |
|
1.000 |
2,029.6 |
|
0.618 |
2,012.3 |
|
HIGH |
1,984.2 |
|
0.618 |
1,966.9 |
|
0.500 |
1,961.5 |
|
0.382 |
1,956.1 |
|
LOW |
1,938.8 |
|
0.618 |
1,910.7 |
|
1.000 |
1,893.4 |
|
1.618 |
1,865.3 |
|
2.618 |
1,819.9 |
|
4.250 |
1,745.9 |
|
|
| Fisher Pivots for day following 07-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,973.4 |
1,978.6 |
| PP |
1,967.4 |
1,977.9 |
| S1 |
1,961.5 |
1,977.2 |
|