Trading Metrics calculated at close of trading on 01-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2023 |
01-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
1,938.6 |
1,944.0 |
5.4 |
0.3% |
1,948.0 |
High |
1,946.9 |
1,970.8 |
23.9 |
1.2% |
1,966.5 |
Low |
1,915.5 |
1,936.1 |
20.6 |
1.1% |
1,929.2 |
Close |
1,945.3 |
1,942.8 |
-2.5 |
-0.1% |
1,945.6 |
Range |
31.4 |
34.7 |
3.3 |
10.5% |
37.3 |
ATR |
25.3 |
26.0 |
0.7 |
2.7% |
0.0 |
Volume |
194,077 |
210,613 |
16,536 |
8.5% |
502,404 |
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,054.0 |
2,033.1 |
1,961.9 |
|
R3 |
2,019.3 |
1,998.4 |
1,952.3 |
|
R2 |
1,984.6 |
1,984.6 |
1,949.2 |
|
R1 |
1,963.7 |
1,963.7 |
1,946.0 |
1,956.8 |
PP |
1,949.9 |
1,949.9 |
1,949.9 |
1,946.5 |
S1 |
1,929.0 |
1,929.0 |
1,939.6 |
1,922.1 |
S2 |
1,915.2 |
1,915.2 |
1,936.4 |
|
S3 |
1,880.5 |
1,894.3 |
1,933.3 |
|
S4 |
1,845.8 |
1,859.6 |
1,923.7 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,059.0 |
2,039.6 |
1,966.1 |
|
R3 |
2,021.7 |
2,002.3 |
1,955.9 |
|
R2 |
1,984.4 |
1,984.4 |
1,952.4 |
|
R1 |
1,965.0 |
1,965.0 |
1,949.0 |
1,956.1 |
PP |
1,947.1 |
1,947.1 |
1,947.1 |
1,942.6 |
S1 |
1,927.7 |
1,927.7 |
1,942.2 |
1,918.8 |
S2 |
1,909.8 |
1,909.8 |
1,938.8 |
|
S3 |
1,872.5 |
1,890.4 |
1,935.3 |
|
S4 |
1,835.2 |
1,853.1 |
1,925.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,970.8 |
1,915.5 |
55.3 |
2.8% |
26.1 |
1.3% |
49% |
True |
False |
163,442 |
10 |
1,970.8 |
1,915.5 |
55.3 |
2.8% |
26.1 |
1.3% |
49% |
True |
False |
114,011 |
20 |
1,970.8 |
1,846.1 |
124.7 |
6.4% |
26.4 |
1.4% |
78% |
True |
False |
76,906 |
40 |
1,970.8 |
1,793.5 |
177.3 |
9.1% |
24.9 |
1.3% |
84% |
True |
False |
40,757 |
60 |
1,970.8 |
1,661.0 |
309.8 |
15.9% |
25.3 |
1.3% |
91% |
True |
False |
28,251 |
80 |
1,970.8 |
1,647.7 |
323.1 |
16.6% |
25.1 |
1.3% |
91% |
True |
False |
21,738 |
100 |
1,970.8 |
1,647.7 |
323.1 |
16.6% |
25.3 |
1.3% |
91% |
True |
False |
17,644 |
120 |
1,970.8 |
1,647.7 |
323.1 |
16.6% |
24.0 |
1.2% |
91% |
True |
False |
14,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,118.3 |
2.618 |
2,061.6 |
1.618 |
2,026.9 |
1.000 |
2,005.5 |
0.618 |
1,992.2 |
HIGH |
1,970.8 |
0.618 |
1,957.5 |
0.500 |
1,953.5 |
0.382 |
1,949.4 |
LOW |
1,936.1 |
0.618 |
1,914.7 |
1.000 |
1,901.4 |
1.618 |
1,880.0 |
2.618 |
1,845.3 |
4.250 |
1,788.6 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
1,953.5 |
1,943.2 |
PP |
1,949.9 |
1,943.0 |
S1 |
1,946.4 |
1,942.9 |
|