Trading Metrics calculated at close of trading on 23-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2023 |
23-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
1,892.3 |
1,901.4 |
9.1 |
0.5% |
1,925.5 |
High |
1,909.8 |
1,921.0 |
11.2 |
0.6% |
1,970.3 |
Low |
1,885.4 |
1,884.4 |
-1.0 |
-0.1% |
1,913.7 |
Close |
1,898.3 |
1,910.9 |
12.6 |
0.7% |
1,950.7 |
Range |
24.4 |
36.6 |
12.2 |
50.0% |
56.6 |
ATR |
39.3 |
39.1 |
-0.2 |
-0.5% |
0.0 |
Volume |
193,101 |
189,818 |
-3,283 |
-1.7% |
951,267 |
|
Daily Pivots for day following 23-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,015.2 |
1,999.7 |
1,931.0 |
|
R3 |
1,978.6 |
1,963.1 |
1,921.0 |
|
R2 |
1,942.0 |
1,942.0 |
1,917.6 |
|
R1 |
1,926.5 |
1,926.5 |
1,914.3 |
1,934.3 |
PP |
1,905.4 |
1,905.4 |
1,905.4 |
1,909.3 |
S1 |
1,889.9 |
1,889.9 |
1,907.5 |
1,897.7 |
S2 |
1,868.8 |
1,868.8 |
1,904.2 |
|
S3 |
1,832.2 |
1,853.3 |
1,900.8 |
|
S4 |
1,795.6 |
1,816.7 |
1,890.8 |
|
|
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 |
1,884.4 |
85.9 |
4.5% |
37.7 |
2.0% |
31% |
False |
True |
197,786 |
10 |
1,973.1 |
1,884.4 |
88.7 |
4.6% |
38.9 |
2.0% |
30% |
False |
True |
191,025 |
20 |
2,016.9 |
1,883.1 |
133.8 |
7.0% |
39.9 |
2.1% |
21% |
False |
False |
199,580 |
40 |
2,016.9 |
1,731.2 |
285.7 |
15.0% |
38.4 |
2.0% |
63% |
False |
False |
189,399 |
60 |
2,016.9 |
1,730.8 |
286.1 |
15.0% |
40.1 |
2.1% |
63% |
False |
False |
167,606 |
80 |
2,016.9 |
1,730.8 |
286.1 |
15.0% |
40.7 |
2.1% |
63% |
False |
False |
125,780 |
100 |
2,016.9 |
1,658.9 |
358.0 |
18.7% |
43.1 |
2.3% |
70% |
False |
False |
100,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,076.6 |
2.618 |
2,016.8 |
1.618 |
1,980.2 |
1.000 |
1,957.6 |
0.618 |
1,943.6 |
HIGH |
1,921.0 |
0.618 |
1,907.0 |
0.500 |
1,902.7 |
0.382 |
1,898.4 |
LOW |
1,884.4 |
0.618 |
1,861.8 |
1.000 |
1,847.8 |
1.618 |
1,825.2 |
2.618 |
1,788.6 |
4.250 |
1,728.9 |
|
|
Fisher Pivots for day following 23-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
1,908.2 |
1,918.1 |
PP |
1,905.4 |
1,915.7 |
S1 |
1,902.7 |
1,913.3 |
|