Trading Metrics calculated at close of trading on 01-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2023 |
01-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
4,028.00 |
4,002.00 |
-26.00 |
-0.6% |
4,118.75 |
High |
4,040.00 |
4,026.75 |
-13.25 |
-0.3% |
4,125.75 |
Low |
4,001.25 |
3,979.25 |
-22.00 |
-0.5% |
3,984.00 |
Close |
4,011.75 |
3,992.75 |
-19.00 |
-0.5% |
4,012.25 |
Range |
38.75 |
47.50 |
8.75 |
22.6% |
141.75 |
ATR |
63.72 |
62.56 |
-1.16 |
-1.8% |
0.00 |
Volume |
14,122 |
17,076 |
2,954 |
20.9% |
27,641 |
|
Daily Pivots for day following 01-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,142.00 |
4,115.00 |
4,019.00 |
|
R3 |
4,094.50 |
4,067.50 |
4,005.75 |
|
R2 |
4,047.00 |
4,047.00 |
4,001.50 |
|
R1 |
4,020.00 |
4,020.00 |
3,997.00 |
4,009.75 |
PP |
3,999.50 |
3,999.50 |
3,999.50 |
3,994.50 |
S1 |
3,972.50 |
3,972.50 |
3,988.50 |
3,962.25 |
S2 |
3,952.00 |
3,952.00 |
3,984.00 |
|
S3 |
3,904.50 |
3,925.00 |
3,979.75 |
|
S4 |
3,857.00 |
3,877.50 |
3,966.50 |
|
|
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 |
4,070.75 |
3,979.25 |
91.50 |
2.3% |
54.75 |
1.4% |
15% |
False |
True |
10,644 |
10 |
4,205.75 |
3,979.25 |
226.50 |
5.7% |
56.25 |
1.4% |
6% |
False |
True |
7,710 |
20 |
4,244.75 |
3,979.25 |
265.50 |
6.6% |
64.25 |
1.6% |
5% |
False |
True |
6,341 |
40 |
4,244.75 |
3,848.25 |
396.50 |
9.9% |
64.75 |
1.6% |
36% |
False |
False |
4,308 |
60 |
4,244.75 |
3,821.50 |
423.25 |
10.6% |
69.25 |
1.7% |
40% |
False |
False |
3,189 |
80 |
4,244.75 |
3,770.50 |
474.25 |
11.9% |
70.50 |
1.8% |
47% |
False |
False |
2,446 |
100 |
4,244.75 |
3,562.00 |
682.75 |
17.1% |
75.75 |
1.9% |
63% |
False |
False |
1,988 |
120 |
4,244.75 |
3,562.00 |
682.75 |
17.1% |
77.75 |
1.9% |
63% |
False |
False |
1,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,228.50 |
2.618 |
4,151.00 |
1.618 |
4,103.50 |
1.000 |
4,074.25 |
0.618 |
4,056.00 |
HIGH |
4,026.75 |
0.618 |
4,008.50 |
0.500 |
4,003.00 |
0.382 |
3,997.50 |
LOW |
3,979.25 |
0.618 |
3,950.00 |
1.000 |
3,931.75 |
1.618 |
3,902.50 |
2.618 |
3,855.00 |
4.250 |
3,777.50 |
|
|
Fisher Pivots for day following 01-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
4,003.00 |
4,020.00 |
PP |
3,999.50 |
4,011.00 |
S1 |
3,996.25 |
4,002.00 |
|