| 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 |
12,241.75 |
12,676.75 |
435.00 |
3.6% |
11,789.50 |
| High |
12,650.00 |
13,078.00 |
428.00 |
3.4% |
12,436.25 |
| Low |
12,185.75 |
12,631.75 |
446.00 |
3.7% |
11,728.75 |
| Close |
12,543.25 |
12,980.25 |
437.00 |
3.5% |
12,350.50 |
| Range |
464.25 |
446.25 |
-18.00 |
-3.9% |
707.50 |
| ATR |
283.85 |
301.77 |
17.92 |
6.3% |
0.00 |
| Volume |
1,125 |
2,458 |
1,333 |
118.5% |
4,414 |
|
| Daily Pivots for day following 02-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,235.50 |
14,054.00 |
13,225.75 |
|
| R3 |
13,789.25 |
13,607.75 |
13,103.00 |
|
| R2 |
13,343.00 |
13,343.00 |
13,062.00 |
|
| R1 |
13,161.50 |
13,161.50 |
13,021.25 |
13,252.25 |
| PP |
12,896.75 |
12,896.75 |
12,896.75 |
12,942.00 |
| S1 |
12,715.25 |
12,715.25 |
12,939.25 |
12,806.00 |
| S2 |
12,450.50 |
12,450.50 |
12,898.50 |
|
| S3 |
12,004.25 |
12,269.00 |
12,857.50 |
|
| S4 |
11,558.00 |
11,822.75 |
12,734.75 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,294.25 |
14,030.00 |
12,739.50 |
|
| R3 |
13,586.75 |
13,322.50 |
12,545.00 |
|
| R2 |
12,879.25 |
12,879.25 |
12,480.25 |
|
| R1 |
12,615.00 |
12,615.00 |
12,415.25 |
12,747.00 |
| PP |
12,171.75 |
12,171.75 |
12,171.75 |
12,238.00 |
| S1 |
11,907.50 |
11,907.50 |
12,285.75 |
12,039.50 |
| S2 |
11,464.25 |
11,464.25 |
12,220.75 |
|
| S3 |
10,756.75 |
11,200.00 |
12,156.00 |
|
| S4 |
10,049.25 |
10,492.50 |
11,961.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,078.00 |
11,999.25 |
1,078.75 |
8.3% |
354.50 |
2.7% |
91% |
True |
False |
1,231 |
| 10 |
13,078.00 |
11,488.00 |
1,590.00 |
12.2% |
320.00 |
2.5% |
94% |
True |
False |
1,041 |
| 20 |
13,078.00 |
10,870.00 |
2,208.00 |
17.0% |
283.25 |
2.2% |
96% |
True |
False |
945 |
| 40 |
13,078.00 |
10,870.00 |
2,208.00 |
17.0% |
279.50 |
2.2% |
96% |
True |
False |
699 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
17.0% |
268.00 |
2.1% |
96% |
True |
False |
468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,974.50 |
|
2.618 |
14,246.25 |
|
1.618 |
13,800.00 |
|
1.000 |
13,524.25 |
|
0.618 |
13,353.75 |
|
HIGH |
13,078.00 |
|
0.618 |
12,907.50 |
|
0.500 |
12,855.00 |
|
0.382 |
12,802.25 |
|
LOW |
12,631.75 |
|
0.618 |
12,356.00 |
|
1.000 |
12,185.50 |
|
1.618 |
11,909.75 |
|
2.618 |
11,463.50 |
|
4.250 |
10,735.25 |
|
|
| Fisher Pivots for day following 02-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,938.50 |
12,833.00 |
| PP |
12,896.75 |
12,685.75 |
| S1 |
12,855.00 |
12,538.50 |
|