| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,319.00 |
12,137.00 |
-182.00 |
-1.5% |
12,515.50 |
| High |
12,344.50 |
12,322.00 |
-22.50 |
-0.2% |
12,550.75 |
| Low |
12,058.00 |
12,125.00 |
67.00 |
0.6% |
12,058.00 |
| Close |
12,129.75 |
12,216.50 |
86.75 |
0.7% |
12,129.75 |
| Range |
286.50 |
197.00 |
-89.50 |
-31.2% |
492.75 |
| ATR |
278.08 |
272.29 |
-5.79 |
-2.1% |
0.00 |
| Volume |
1,691 |
1,300 |
-391 |
-23.1% |
6,980 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,812.25 |
12,711.25 |
12,324.75 |
|
| R3 |
12,615.25 |
12,514.25 |
12,270.75 |
|
| R2 |
12,418.25 |
12,418.25 |
12,252.50 |
|
| R1 |
12,317.25 |
12,317.25 |
12,234.50 |
12,367.75 |
| PP |
12,221.25 |
12,221.25 |
12,221.25 |
12,246.50 |
| S1 |
12,120.25 |
12,120.25 |
12,198.50 |
12,170.75 |
| S2 |
12,024.25 |
12,024.25 |
12,180.50 |
|
| S3 |
11,827.25 |
11,923.25 |
12,162.25 |
|
| S4 |
11,630.25 |
11,726.25 |
12,108.25 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,724.50 |
13,419.75 |
12,400.75 |
|
| R3 |
13,231.75 |
12,927.00 |
12,265.25 |
|
| R2 |
12,739.00 |
12,739.00 |
12,220.00 |
|
| R1 |
12,434.25 |
12,434.25 |
12,175.00 |
12,340.25 |
| PP |
12,246.25 |
12,246.25 |
12,246.25 |
12,199.00 |
| S1 |
11,941.50 |
11,941.50 |
12,084.50 |
11,847.50 |
| S2 |
11,753.50 |
11,753.50 |
12,039.50 |
|
| S3 |
11,260.75 |
11,448.75 |
11,994.25 |
|
| S4 |
10,768.00 |
10,956.00 |
11,858.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,550.75 |
12,058.00 |
492.75 |
4.0% |
238.50 |
2.0% |
32% |
False |
False |
1,656 |
| 10 |
12,926.25 |
12,058.00 |
868.25 |
7.1% |
253.50 |
2.1% |
18% |
False |
False |
1,452 |
| 20 |
13,078.00 |
11,999.25 |
1,078.75 |
8.8% |
285.00 |
2.3% |
20% |
False |
False |
1,279 |
| 40 |
13,078.00 |
10,870.00 |
2,208.00 |
18.1% |
272.75 |
2.2% |
61% |
False |
False |
1,073 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
18.1% |
276.25 |
2.3% |
61% |
False |
False |
810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,159.25 |
|
2.618 |
12,837.75 |
|
1.618 |
12,640.75 |
|
1.000 |
12,519.00 |
|
0.618 |
12,443.75 |
|
HIGH |
12,322.00 |
|
0.618 |
12,246.75 |
|
0.500 |
12,223.50 |
|
0.382 |
12,200.25 |
|
LOW |
12,125.00 |
|
0.618 |
12,003.25 |
|
1.000 |
11,928.00 |
|
1.618 |
11,806.25 |
|
2.618 |
11,609.25 |
|
4.250 |
11,287.75 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,223.50 |
12,226.50 |
| PP |
12,221.25 |
12,223.00 |
| S1 |
12,218.75 |
12,219.75 |
|