| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,137.00 |
12,234.25 |
97.25 |
0.8% |
12,515.50 |
| High |
12,322.00 |
12,304.75 |
-17.25 |
-0.1% |
12,550.75 |
| Low |
12,125.00 |
12,160.25 |
35.25 |
0.3% |
12,058.00 |
| Close |
12,216.50 |
12,206.00 |
-10.50 |
-0.1% |
12,129.75 |
| Range |
197.00 |
144.50 |
-52.50 |
-26.6% |
492.75 |
| ATR |
272.29 |
263.16 |
-9.13 |
-3.4% |
0.00 |
| Volume |
1,300 |
2,068 |
768 |
59.1% |
6,980 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,657.25 |
12,576.00 |
12,285.50 |
|
| R3 |
12,512.75 |
12,431.50 |
12,245.75 |
|
| R2 |
12,368.25 |
12,368.25 |
12,232.50 |
|
| R1 |
12,287.00 |
12,287.00 |
12,219.25 |
12,255.50 |
| PP |
12,223.75 |
12,223.75 |
12,223.75 |
12,207.75 |
| S1 |
12,142.50 |
12,142.50 |
12,192.75 |
12,111.00 |
| S2 |
12,079.25 |
12,079.25 |
12,179.50 |
|
| S3 |
11,934.75 |
11,998.00 |
12,166.25 |
|
| S4 |
11,790.25 |
11,853.50 |
12,126.50 |
|
|
| 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 |
12,394.75 |
12,058.00 |
336.75 |
2.8% |
203.00 |
1.7% |
44% |
False |
False |
1,842 |
| 10 |
12,926.25 |
12,058.00 |
868.25 |
7.1% |
238.00 |
2.0% |
17% |
False |
False |
1,600 |
| 20 |
13,078.00 |
11,999.25 |
1,078.75 |
8.8% |
277.75 |
2.3% |
19% |
False |
False |
1,342 |
| 40 |
13,078.00 |
10,870.00 |
2,208.00 |
18.1% |
269.00 |
2.2% |
61% |
False |
False |
1,114 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
18.1% |
269.50 |
2.2% |
61% |
False |
False |
844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,919.00 |
|
2.618 |
12,683.00 |
|
1.618 |
12,538.50 |
|
1.000 |
12,449.25 |
|
0.618 |
12,394.00 |
|
HIGH |
12,304.75 |
|
0.618 |
12,249.50 |
|
0.500 |
12,232.50 |
|
0.382 |
12,215.50 |
|
LOW |
12,160.25 |
|
0.618 |
12,071.00 |
|
1.000 |
12,015.75 |
|
1.618 |
11,926.50 |
|
2.618 |
11,782.00 |
|
4.250 |
11,546.00 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,232.50 |
12,204.50 |
| PP |
12,223.75 |
12,202.75 |
| S1 |
12,214.75 |
12,201.25 |
|