Trading Metrics calculated at close of trading on 21-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
1,944.1 |
1,949.3 |
5.2 |
0.3% |
1,925.5 |
High |
1,953.2 |
1,951.7 |
-1.5 |
-0.1% |
1,970.3 |
Low |
1,926.1 |
1,890.4 |
-35.7 |
-1.9% |
1,913.7 |
Close |
1,950.7 |
1,892.7 |
-58.0 |
-3.0% |
1,950.7 |
Range |
27.1 |
61.3 |
34.2 |
126.2% |
56.6 |
ATR |
38.8 |
40.4 |
1.6 |
4.1% |
0.0 |
Volume |
195,189 |
199,646 |
4,457 |
2.3% |
951,267 |
|
Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,095.5 |
2,055.4 |
1,926.4 |
|
R3 |
2,034.2 |
1,994.1 |
1,909.6 |
|
R2 |
1,972.9 |
1,972.9 |
1,903.9 |
|
R1 |
1,932.8 |
1,932.8 |
1,898.3 |
1,922.2 |
PP |
1,911.6 |
1,911.6 |
1,911.6 |
1,906.3 |
S1 |
1,871.5 |
1,871.5 |
1,887.1 |
1,860.9 |
S2 |
1,850.3 |
1,850.3 |
1,881.5 |
|
S3 |
1,789.0 |
1,810.2 |
1,875.8 |
|
S4 |
1,727.7 |
1,748.9 |
1,859.0 |
|
|
Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,114.7 |
2,089.3 |
1,981.8 |
|
R3 |
2,058.1 |
2,032.7 |
1,966.3 |
|
R2 |
2,001.5 |
2,001.5 |
1,961.1 |
|
R1 |
1,976.1 |
1,976.1 |
1,955.9 |
1,988.8 |
PP |
1,944.9 |
1,944.9 |
1,944.9 |
1,951.3 |
S1 |
1,919.5 |
1,919.5 |
1,945.5 |
1,932.2 |
S2 |
1,888.3 |
1,888.3 |
1,940.3 |
|
S3 |
1,831.7 |
1,862.9 |
1,935.1 |
|
S4 |
1,775.1 |
1,806.3 |
1,919.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,970.3 |
1,890.4 |
79.9 |
4.2% |
42.5 |
2.2% |
3% |
False |
True |
198,970 |
10 |
1,984.2 |
1,890.4 |
93.8 |
5.0% |
40.8 |
2.2% |
2% |
False |
True |
193,805 |
20 |
2,016.9 |
1,862.8 |
154.1 |
8.1% |
39.8 |
2.1% |
19% |
False |
False |
196,677 |
40 |
2,016.9 |
1,731.2 |
285.7 |
15.1% |
39.1 |
2.1% |
57% |
False |
False |
187,656 |
60 |
2,016.9 |
1,730.8 |
286.1 |
15.1% |
39.7 |
2.1% |
57% |
False |
False |
161,234 |
80 |
2,016.9 |
1,730.8 |
286.1 |
15.1% |
41.1 |
2.2% |
57% |
False |
False |
120,995 |
100 |
2,016.9 |
1,658.9 |
358.0 |
18.9% |
44.0 |
2.3% |
65% |
False |
False |
96,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,212.2 |
2.618 |
2,112.2 |
1.618 |
2,050.9 |
1.000 |
2,013.0 |
0.618 |
1,989.6 |
HIGH |
1,951.7 |
0.618 |
1,928.3 |
0.500 |
1,921.1 |
0.382 |
1,913.8 |
LOW |
1,890.4 |
0.618 |
1,852.5 |
1.000 |
1,829.1 |
1.618 |
1,791.2 |
2.618 |
1,729.9 |
4.250 |
1,629.9 |
|
|
Fisher Pivots for day following 21-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
1,921.1 |
1,930.4 |
PP |
1,911.6 |
1,917.8 |
S1 |
1,902.2 |
1,905.3 |
|