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 |
4,076.00 |
4,118.00 |
42.00 |
1.0% |
4,020.75 |
High |
4,126.25 |
4,199.00 |
72.75 |
1.8% |
4,145.00 |
Low |
4,043.75 |
4,084.25 |
40.50 |
1.0% |
3,998.25 |
Close |
4,125.50 |
4,168.25 |
42.75 |
1.0% |
4,120.00 |
Range |
82.50 |
114.75 |
32.25 |
39.1% |
146.75 |
ATR |
66.95 |
70.37 |
3.41 |
5.1% |
0.00 |
Volume |
4,359 |
5,798 |
1,439 |
33.0% |
14,885 |
|
Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,494.75 |
4,446.25 |
4,231.25 |
|
R3 |
4,380.00 |
4,331.50 |
4,199.75 |
|
R2 |
4,265.25 |
4,265.25 |
4,189.25 |
|
R1 |
4,216.75 |
4,216.75 |
4,178.75 |
4,241.00 |
PP |
4,150.50 |
4,150.50 |
4,150.50 |
4,162.50 |
S1 |
4,102.00 |
4,102.00 |
4,157.75 |
4,126.25 |
S2 |
4,035.75 |
4,035.75 |
4,147.25 |
|
S3 |
3,921.00 |
3,987.25 |
4,136.75 |
|
S4 |
3,806.25 |
3,872.50 |
4,105.25 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,528.00 |
4,470.75 |
4,200.75 |
|
R3 |
4,381.25 |
4,324.00 |
4,160.25 |
|
R2 |
4,234.50 |
4,234.50 |
4,147.00 |
|
R1 |
4,177.25 |
4,177.25 |
4,133.50 |
4,206.00 |
PP |
4,087.75 |
4,087.75 |
4,087.75 |
4,102.00 |
S1 |
4,030.50 |
4,030.50 |
4,106.50 |
4,059.00 |
S2 |
3,941.00 |
3,941.00 |
4,093.00 |
|
S3 |
3,794.25 |
3,883.75 |
4,079.75 |
|
S4 |
3,647.50 |
3,737.00 |
4,039.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,199.00 |
4,043.75 |
155.25 |
3.7% |
70.75 |
1.7% |
80% |
True |
False |
3,747 |
10 |
4,199.00 |
3,935.75 |
263.25 |
6.3% |
67.25 |
1.6% |
88% |
True |
False |
3,213 |
20 |
4,199.00 |
3,853.00 |
346.00 |
8.3% |
66.50 |
1.6% |
91% |
True |
False |
2,489 |
40 |
4,202.00 |
3,821.50 |
380.50 |
9.1% |
72.50 |
1.7% |
91% |
False |
False |
1,756 |
60 |
4,202.00 |
3,781.25 |
420.75 |
10.1% |
73.00 |
1.8% |
92% |
False |
False |
1,244 |
80 |
4,202.00 |
3,562.00 |
640.00 |
15.4% |
79.25 |
1.9% |
95% |
False |
False |
969 |
100 |
4,210.25 |
3,562.00 |
648.25 |
15.6% |
81.00 |
1.9% |
94% |
False |
False |
802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,686.75 |
2.618 |
4,499.50 |
1.618 |
4,384.75 |
1.000 |
4,313.75 |
0.618 |
4,270.00 |
HIGH |
4,199.00 |
0.618 |
4,155.25 |
0.500 |
4,141.50 |
0.382 |
4,128.00 |
LOW |
4,084.25 |
0.618 |
4,013.25 |
1.000 |
3,969.50 |
1.618 |
3,898.50 |
2.618 |
3,783.75 |
4.250 |
3,596.50 |
|
|
Fisher Pivots for day following 01-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
4,159.50 |
4,152.50 |
PP |
4,150.50 |
4,137.00 |
S1 |
4,141.50 |
4,121.50 |
|