| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
1,619.6210 |
1,645.4630 |
25.8420 |
1.6% |
1,700.9280 |
| High |
1,678.4060 |
1,664.2890 |
-14.1170 |
-0.8% |
1,716.3700 |
| Low |
1,618.3970 |
1,579.5160 |
-38.8810 |
-2.4% |
1,579.5160 |
| Close |
1,645.1540 |
1,603.7370 |
-41.4170 |
-2.5% |
1,603.7370 |
| Range |
60.0090 |
84.7730 |
24.7640 |
41.3% |
136.8540 |
| ATR |
75.3954 |
76.0653 |
0.6698 |
0.9% |
0.0000 |
| Volume |
327,903 |
357,888 |
29,985 |
9.1% |
1,307,587 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,870.1663 |
1,821.7247 |
1,650.3622 |
|
| R3 |
1,785.3933 |
1,736.9517 |
1,627.0496 |
|
| R2 |
1,700.6203 |
1,700.6203 |
1,619.2787 |
|
| R1 |
1,652.1787 |
1,652.1787 |
1,611.5079 |
1,634.0130 |
| PP |
1,615.8473 |
1,615.8473 |
1,615.8473 |
1,606.7645 |
| S1 |
1,567.4057 |
1,567.4057 |
1,595.9661 |
1,549.2400 |
| S2 |
1,531.0743 |
1,531.0743 |
1,588.1953 |
|
| S3 |
1,446.3013 |
1,482.6327 |
1,580.4244 |
|
| S4 |
1,361.5283 |
1,397.8597 |
1,557.1119 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.7697 |
1,960.6073 |
1,679.0067 |
|
| R3 |
1,906.9157 |
1,823.7533 |
1,641.3719 |
|
| R2 |
1,770.0617 |
1,770.0617 |
1,628.8269 |
|
| R1 |
1,686.8993 |
1,686.8993 |
1,616.2820 |
1,660.0535 |
| PP |
1,633.2077 |
1,633.2077 |
1,633.2077 |
1,619.7848 |
| S1 |
1,550.0453 |
1,550.0453 |
1,591.1921 |
1,523.1995 |
| S2 |
1,496.3537 |
1,496.3537 |
1,578.6471 |
|
| S3 |
1,359.4997 |
1,413.1913 |
1,566.1022 |
|
| S4 |
1,222.6457 |
1,276.3373 |
1,528.4673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,720.3330 |
1,579.5160 |
140.8170 |
8.8% |
75.3522 |
4.7% |
17% |
False |
True |
334,866 |
| 10 |
1,741.0600 |
1,466.1750 |
274.8850 |
17.1% |
80.1761 |
5.0% |
50% |
False |
False |
324,165 |
| 20 |
1,741.0600 |
1,466.1750 |
274.8850 |
17.1% |
78.7720 |
4.9% |
50% |
False |
False |
290,757 |
| 40 |
1,741.0600 |
1,183.8930 |
557.1670 |
34.7% |
66.5962 |
4.2% |
75% |
False |
False |
344,659 |
| 60 |
1,741.0600 |
1,152.4650 |
588.5950 |
36.7% |
61.2664 |
3.8% |
77% |
False |
False |
390,548 |
| 80 |
1,741.0600 |
1,077.4100 |
663.6500 |
41.4% |
74.4616 |
4.6% |
79% |
False |
False |
487,579 |
| 100 |
1,741.0600 |
1,077.4100 |
663.6500 |
41.4% |
72.6773 |
4.5% |
79% |
False |
False |
513,523 |
| 120 |
1,787.3340 |
1,077.4100 |
709.9240 |
44.3% |
77.9697 |
4.9% |
74% |
False |
False |
544,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,024.5743 |
|
2.618 |
1,886.2247 |
|
1.618 |
1,801.4517 |
|
1.000 |
1,749.0620 |
|
0.618 |
1,716.6787 |
|
HIGH |
1,664.2890 |
|
0.618 |
1,631.9057 |
|
0.500 |
1,621.9025 |
|
0.382 |
1,611.8993 |
|
LOW |
1,579.5160 |
|
0.618 |
1,527.1263 |
|
1.000 |
1,494.7430 |
|
1.618 |
1,442.3533 |
|
2.618 |
1,357.5803 |
|
4.250 |
1,219.2308 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,621.9025 |
1,628.9610 |
| PP |
1,615.8473 |
1,620.5530 |
| S1 |
1,609.7922 |
1,612.1450 |
|