| 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 |
1,555.9950 |
1,576.7270 |
20.7320 |
1.3% |
1,637.9160 |
| High |
1,602.7090 |
1,645.9380 |
43.2290 |
2.7% |
1,677.7350 |
| Low |
1,551.7660 |
1,558.8070 |
7.0410 |
0.5% |
1,524.5860 |
| Close |
1,576.6440 |
1,637.2920 |
60.6480 |
3.8% |
1,599.5340 |
| Range |
50.9430 |
87.1310 |
36.1880 |
71.0% |
153.1490 |
| ATR |
67.3335 |
68.7476 |
1.4141 |
2.1% |
0.0000 |
| Volume |
376,705 |
403,959 |
27,254 |
7.2% |
1,217,504 |
|
| Daily Pivots for day following 01-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,875.4053 |
1,843.4797 |
1,685.2141 |
|
| R3 |
1,788.2743 |
1,756.3487 |
1,661.2530 |
|
| R2 |
1,701.1433 |
1,701.1433 |
1,653.2660 |
|
| R1 |
1,669.2177 |
1,669.2177 |
1,645.2790 |
1,685.1805 |
| PP |
1,614.0123 |
1,614.0123 |
1,614.0123 |
1,621.9938 |
| S1 |
1,582.0867 |
1,582.0867 |
1,629.3050 |
1,598.0495 |
| S2 |
1,526.8813 |
1,526.8813 |
1,621.3180 |
|
| S3 |
1,439.7503 |
1,494.9557 |
1,613.3310 |
|
| S4 |
1,352.6193 |
1,407.8247 |
1,589.3700 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,060.0653 |
1,982.9487 |
1,683.7660 |
|
| R3 |
1,906.9163 |
1,829.7997 |
1,641.6500 |
|
| R2 |
1,753.7673 |
1,753.7673 |
1,627.6113 |
|
| R1 |
1,676.6507 |
1,676.6507 |
1,613.5727 |
1,638.6345 |
| PP |
1,600.6183 |
1,600.6183 |
1,600.6183 |
1,581.6103 |
| S1 |
1,523.5017 |
1,523.5017 |
1,585.4953 |
1,485.4855 |
| S2 |
1,447.4693 |
1,447.4693 |
1,571.4567 |
|
| S3 |
1,294.3203 |
1,370.3527 |
1,557.4180 |
|
| S4 |
1,141.1713 |
1,217.2037 |
1,515.3021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,658.0140 |
1,542.3570 |
115.6570 |
7.1% |
74.6234 |
4.6% |
82% |
False |
False |
270,609 |
| 10 |
1,677.7350 |
1,508.5390 |
169.1960 |
10.3% |
75.6800 |
4.6% |
76% |
False |
False |
252,600 |
| 20 |
1,677.7350 |
1,209.9860 |
467.7490 |
28.6% |
65.9858 |
4.0% |
91% |
False |
False |
376,767 |
| 40 |
1,677.7350 |
1,152.4650 |
525.2700 |
32.1% |
54.8594 |
3.4% |
92% |
False |
False |
399,305 |
| 60 |
1,677.7350 |
1,077.4100 |
600.3250 |
36.7% |
72.6515 |
4.4% |
93% |
False |
False |
526,704 |
| 80 |
1,677.7350 |
1,077.4100 |
600.3250 |
36.7% |
72.5196 |
4.4% |
93% |
False |
False |
557,069 |
| 100 |
1,787.3340 |
1,077.4100 |
709.9240 |
43.4% |
76.4900 |
4.7% |
79% |
False |
False |
579,412 |
| 120 |
2,028.6500 |
1,077.4100 |
951.2400 |
58.1% |
82.5235 |
5.0% |
59% |
False |
False |
592,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,016.2448 |
|
2.618 |
1,874.0470 |
|
1.618 |
1,786.9160 |
|
1.000 |
1,733.0690 |
|
0.618 |
1,699.7850 |
|
HIGH |
1,645.9380 |
|
0.618 |
1,612.6540 |
|
0.500 |
1,602.3725 |
|
0.382 |
1,592.0910 |
|
LOW |
1,558.8070 |
|
0.618 |
1,504.9600 |
|
1.000 |
1,471.6760 |
|
1.618 |
1,417.8290 |
|
2.618 |
1,330.6980 |
|
4.250 |
1,188.5003 |
|
|
| Fisher Pivots for day following 01-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,625.6522 |
1,624.9232 |
| PP |
1,614.0123 |
1,612.5543 |
| S1 |
1,602.3725 |
1,600.1855 |
|