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 |
4,050.25 |
4,010.50 |
-39.75 |
-1.0% |
4,118.75 |
High |
4,059.25 |
4,061.00 |
1.75 |
0.0% |
4,125.75 |
Low |
3,984.00 |
4,009.00 |
25.00 |
0.6% |
3,984.00 |
Close |
4,012.25 |
4,024.50 |
12.25 |
0.3% |
4,012.25 |
Range |
75.25 |
52.00 |
-23.25 |
-30.9% |
141.75 |
ATR |
66.69 |
65.64 |
-1.05 |
-1.6% |
0.00 |
Volume |
8,248 |
6,451 |
-1,797 |
-21.8% |
27,641 |
|
Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,187.50 |
4,158.00 |
4,053.00 |
|
R3 |
4,135.50 |
4,106.00 |
4,038.75 |
|
R2 |
4,083.50 |
4,083.50 |
4,034.00 |
|
R1 |
4,054.00 |
4,054.00 |
4,029.25 |
4,068.75 |
PP |
4,031.50 |
4,031.50 |
4,031.50 |
4,039.00 |
S1 |
4,002.00 |
4,002.00 |
4,019.75 |
4,016.75 |
S2 |
3,979.50 |
3,979.50 |
4,015.00 |
|
S3 |
3,927.50 |
3,950.00 |
4,010.25 |
|
S4 |
3,875.50 |
3,898.00 |
3,996.00 |
|
|
Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,466.00 |
4,380.75 |
4,090.25 |
|
R3 |
4,324.25 |
4,239.00 |
4,051.25 |
|
R2 |
4,182.50 |
4,182.50 |
4,038.25 |
|
R1 |
4,097.25 |
4,097.25 |
4,025.25 |
4,069.00 |
PP |
4,040.75 |
4,040.75 |
4,040.75 |
4,026.50 |
S1 |
3,955.50 |
3,955.50 |
3,999.25 |
3,927.25 |
S2 |
3,899.00 |
3,899.00 |
3,986.25 |
|
S3 |
3,757.25 |
3,813.75 |
3,973.25 |
|
S4 |
3,615.50 |
3,672.00 |
3,934.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,125.75 |
3,984.00 |
141.75 |
3.5% |
63.25 |
1.6% |
29% |
False |
False |
6,818 |
10 |
4,223.75 |
3,984.00 |
239.75 |
6.0% |
63.00 |
1.6% |
17% |
False |
False |
5,931 |
20 |
4,244.75 |
3,984.00 |
260.75 |
6.5% |
66.75 |
1.7% |
16% |
False |
False |
5,105 |
40 |
4,244.75 |
3,839.75 |
405.00 |
10.1% |
65.75 |
1.6% |
46% |
False |
False |
3,624 |
60 |
4,244.75 |
3,821.50 |
423.25 |
10.5% |
71.00 |
1.8% |
48% |
False |
False |
2,679 |
80 |
4,244.75 |
3,770.50 |
474.25 |
11.8% |
72.00 |
1.8% |
54% |
False |
False |
2,059 |
100 |
4,244.75 |
3,562.00 |
682.75 |
17.0% |
77.00 |
1.9% |
68% |
False |
False |
1,679 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.0% |
78.25 |
1.9% |
68% |
False |
False |
1,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,282.00 |
2.618 |
4,197.25 |
1.618 |
4,145.25 |
1.000 |
4,113.00 |
0.618 |
4,093.25 |
HIGH |
4,061.00 |
0.618 |
4,041.25 |
0.500 |
4,035.00 |
0.382 |
4,028.75 |
LOW |
4,009.00 |
0.618 |
3,976.75 |
1.000 |
3,957.00 |
1.618 |
3,924.75 |
2.618 |
3,872.75 |
4.250 |
3,788.00 |
|
|
Fisher Pivots for day following 27-Feb-2023 |
Pivot |
1 day |
3 day |
R1 |
4,035.00 |
4,027.50 |
PP |
4,031.50 |
4,026.50 |
S1 |
4,028.00 |
4,025.50 |
|