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 |
1,955.3 |
1,959.7 |
4.4 |
0.2% |
1,961.7 |
High |
1,963.6 |
1,987.7 |
24.1 |
1.2% |
1,983.1 |
Low |
1,932.5 |
1,953.2 |
20.7 |
1.1% |
1,946.7 |
Close |
1,962.2 |
1,959.7 |
-2.5 |
-0.1% |
1,962.3 |
Range |
31.1 |
34.5 |
3.4 |
10.9% |
36.4 |
ATR |
24.6 |
25.3 |
0.7 |
2.9% |
0.0 |
Volume |
5,958 |
4,115 |
-1,843 |
-30.9% |
21,757 |
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,070.4 |
2,049.5 |
1,978.7 |
|
R3 |
2,035.9 |
2,015.0 |
1,969.2 |
|
R2 |
2,001.4 |
2,001.4 |
1,966.0 |
|
R1 |
1,980.5 |
1,980.5 |
1,962.9 |
1,977.0 |
PP |
1,966.9 |
1,966.9 |
1,966.9 |
1,965.1 |
S1 |
1,946.0 |
1,946.0 |
1,956.5 |
1,942.5 |
S2 |
1,932.4 |
1,932.4 |
1,953.4 |
|
S3 |
1,897.9 |
1,911.5 |
1,950.2 |
|
S4 |
1,863.4 |
1,877.0 |
1,940.7 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,073.2 |
2,054.2 |
1,982.3 |
|
R3 |
2,036.8 |
2,017.8 |
1,972.3 |
|
R2 |
2,000.4 |
2,000.4 |
1,969.0 |
|
R1 |
1,981.4 |
1,981.4 |
1,965.6 |
1,990.9 |
PP |
1,964.0 |
1,964.0 |
1,964.0 |
1,968.8 |
S1 |
1,945.0 |
1,945.0 |
1,959.0 |
1,954.5 |
S2 |
1,927.6 |
1,927.6 |
1,955.6 |
|
S3 |
1,891.2 |
1,908.6 |
1,952.3 |
|
S4 |
1,854.8 |
1,872.2 |
1,942.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,987.7 |
1,932.5 |
55.2 |
2.8% |
25.7 |
1.3% |
49% |
True |
False |
4,523 |
10 |
1,987.7 |
1,932.5 |
55.2 |
2.8% |
25.4 |
1.3% |
49% |
True |
False |
4,313 |
20 |
1,987.7 |
1,862.3 |
125.4 |
6.4% |
25.8 |
1.3% |
78% |
True |
False |
4,480 |
40 |
1,987.7 |
1,809.2 |
178.5 |
9.1% |
24.3 |
1.2% |
84% |
True |
False |
2,950 |
60 |
1,987.7 |
1,676.2 |
311.5 |
15.9% |
24.7 |
1.3% |
91% |
True |
False |
2,553 |
80 |
1,987.7 |
1,663.2 |
324.5 |
16.6% |
24.5 |
1.2% |
91% |
True |
False |
2,136 |
100 |
1,987.7 |
1,662.5 |
325.2 |
16.6% |
24.5 |
1.2% |
91% |
True |
False |
1,804 |
120 |
1,987.7 |
1,662.5 |
325.2 |
16.6% |
23.1 |
1.2% |
91% |
True |
False |
1,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,134.3 |
2.618 |
2,078.0 |
1.618 |
2,043.5 |
1.000 |
2,022.2 |
0.618 |
2,009.0 |
HIGH |
1,987.7 |
0.618 |
1,974.5 |
0.500 |
1,970.5 |
0.382 |
1,966.4 |
LOW |
1,953.2 |
0.618 |
1,931.9 |
1.000 |
1,918.7 |
1.618 |
1,897.4 |
2.618 |
1,862.9 |
4.250 |
1,806.6 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
1,970.5 |
1,960.1 |
PP |
1,966.9 |
1,960.0 |
S1 |
1,963.3 |
1,959.8 |
|