| Trading Metrics calculated at close of trading on 21-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2023 |
21-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
7,981.0 |
7,971.0 |
-10.0 |
-0.1% |
7,839.0 |
| High |
7,998.5 |
7,981.5 |
-17.0 |
-0.2% |
8,020.5 |
| Low |
7,963.0 |
7,919.0 |
-44.0 |
-0.6% |
7,831.0 |
| Close |
7,981.5 |
7,944.5 |
-37.0 |
-0.5% |
7,964.0 |
| Range |
35.5 |
62.5 |
27.0 |
76.1% |
189.5 |
| ATR |
72.5 |
71.8 |
-0.7 |
-1.0% |
0.0 |
| Volume |
57,435 |
106,189 |
48,754 |
84.9% |
530,769 |
|
| Daily Pivots for day following 21-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,136.0 |
8,102.5 |
7,979.0 |
|
| R3 |
8,073.5 |
8,040.0 |
7,961.5 |
|
| R2 |
8,011.0 |
8,011.0 |
7,956.0 |
|
| R1 |
7,977.5 |
7,977.5 |
7,950.0 |
7,963.0 |
| PP |
7,948.5 |
7,948.5 |
7,948.5 |
7,941.0 |
| S1 |
7,915.0 |
7,915.0 |
7,939.0 |
7,900.5 |
| S2 |
7,886.0 |
7,886.0 |
7,933.0 |
|
| S3 |
7,823.5 |
7,852.5 |
7,927.5 |
|
| S4 |
7,761.0 |
7,790.0 |
7,910.0 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,507.0 |
8,425.0 |
8,068.0 |
|
| R3 |
8,317.5 |
8,235.5 |
8,016.0 |
|
| R2 |
8,128.0 |
8,128.0 |
7,998.5 |
|
| R1 |
8,046.0 |
8,046.0 |
7,981.5 |
8,087.0 |
| PP |
7,938.5 |
7,938.5 |
7,938.5 |
7,959.0 |
| S1 |
7,856.5 |
7,856.5 |
7,946.5 |
7,897.5 |
| S2 |
7,749.0 |
7,749.0 |
7,929.5 |
|
| S3 |
7,559.5 |
7,667.0 |
7,912.0 |
|
| S4 |
7,370.0 |
7,477.5 |
7,860.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,020.5 |
7,883.5 |
137.0 |
1.7% |
69.0 |
0.9% |
45% |
False |
False |
97,187 |
| 10 |
8,020.5 |
7,813.5 |
207.0 |
2.6% |
69.0 |
0.9% |
63% |
False |
False |
99,940 |
| 20 |
8,020.5 |
7,682.0 |
338.5 |
4.3% |
70.0 |
0.9% |
78% |
False |
False |
99,029 |
| 40 |
8,020.5 |
7,405.0 |
615.5 |
7.7% |
71.5 |
0.9% |
88% |
False |
False |
93,810 |
| 60 |
8,020.5 |
7,292.5 |
728.0 |
9.2% |
73.0 |
0.9% |
90% |
False |
False |
87,422 |
| 80 |
8,020.5 |
7,043.0 |
977.5 |
12.3% |
66.5 |
0.8% |
92% |
False |
False |
65,604 |
| 100 |
8,020.5 |
6,738.0 |
1,282.5 |
16.1% |
58.5 |
0.7% |
94% |
False |
False |
52,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,247.0 |
|
2.618 |
8,145.0 |
|
1.618 |
8,082.5 |
|
1.000 |
8,044.0 |
|
0.618 |
8,020.0 |
|
HIGH |
7,981.5 |
|
0.618 |
7,957.5 |
|
0.500 |
7,950.0 |
|
0.382 |
7,943.0 |
|
LOW |
7,919.0 |
|
0.618 |
7,880.5 |
|
1.000 |
7,856.5 |
|
1.618 |
7,818.0 |
|
2.618 |
7,755.5 |
|
4.250 |
7,653.5 |
|
|
| Fisher Pivots for day following 21-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,950.0 |
7,959.0 |
| PP |
7,948.5 |
7,954.0 |
| S1 |
7,946.5 |
7,949.0 |
|