Trading Metrics calculated at close of trading on 02-Feb-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2023 |
02-Feb-2023 |
Change |
Change % |
Previous Week |
Open |
1,944.0 |
1,967.1 |
23.1 |
1.2% |
1,948.0 |
High |
1,970.8 |
1,975.2 |
4.4 |
0.2% |
1,966.5 |
Low |
1,936.1 |
1,925.6 |
-10.5 |
-0.5% |
1,929.2 |
Close |
1,942.8 |
1,930.8 |
-12.0 |
-0.6% |
1,945.6 |
Range |
34.7 |
49.6 |
14.9 |
42.9% |
37.3 |
ATR |
26.0 |
27.6 |
1.7 |
6.5% |
0.0 |
Volume |
210,613 |
259,844 |
49,231 |
23.4% |
502,404 |
|
Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,092.7 |
2,061.3 |
1,958.1 |
|
R3 |
2,043.1 |
2,011.7 |
1,944.4 |
|
R2 |
1,993.5 |
1,993.5 |
1,939.9 |
|
R1 |
1,962.1 |
1,962.1 |
1,935.3 |
1,953.0 |
PP |
1,943.9 |
1,943.9 |
1,943.9 |
1,939.3 |
S1 |
1,912.5 |
1,912.5 |
1,926.3 |
1,903.4 |
S2 |
1,894.3 |
1,894.3 |
1,921.7 |
|
S3 |
1,844.7 |
1,862.9 |
1,917.2 |
|
S4 |
1,795.1 |
1,813.3 |
1,903.5 |
|
|
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 |
1,975.2 |
1,915.5 |
59.7 |
3.1% |
29.7 |
1.5% |
26% |
True |
False |
189,420 |
10 |
1,975.2 |
1,915.5 |
59.7 |
3.1% |
27.5 |
1.4% |
26% |
True |
False |
135,079 |
20 |
1,975.2 |
1,846.1 |
129.1 |
6.7% |
27.5 |
1.4% |
66% |
True |
False |
89,315 |
40 |
1,975.2 |
1,794.5 |
180.7 |
9.4% |
25.0 |
1.3% |
75% |
True |
False |
47,130 |
60 |
1,975.2 |
1,696.2 |
279.0 |
14.4% |
25.3 |
1.3% |
84% |
True |
False |
32,528 |
80 |
1,975.2 |
1,647.7 |
327.5 |
17.0% |
25.4 |
1.3% |
86% |
True |
False |
24,952 |
100 |
1,975.2 |
1,647.7 |
327.5 |
17.0% |
25.6 |
1.3% |
86% |
True |
False |
20,235 |
120 |
1,975.2 |
1,647.7 |
327.5 |
17.0% |
24.3 |
1.3% |
86% |
True |
False |
16,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,186.0 |
2.618 |
2,105.1 |
1.618 |
2,055.5 |
1.000 |
2,024.8 |
0.618 |
2,005.9 |
HIGH |
1,975.2 |
0.618 |
1,956.3 |
0.500 |
1,950.4 |
0.382 |
1,944.5 |
LOW |
1,925.6 |
0.618 |
1,894.9 |
1.000 |
1,876.0 |
1.618 |
1,845.3 |
2.618 |
1,795.7 |
4.250 |
1,714.8 |
|
|
Fisher Pivots for day following 02-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
1,950.4 |
1,945.4 |
PP |
1,943.9 |
1,940.5 |
S1 |
1,937.3 |
1,935.7 |
|