| Trading Metrics calculated at close of trading on 06-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2023 |
06-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
4,243.0 |
4,233.0 |
-10.0 |
-0.2% |
4,181.0 |
| High |
4,265.0 |
4,238.0 |
-27.0 |
-0.6% |
4,265.0 |
| Low |
4,211.0 |
4,191.0 |
-20.0 |
-0.5% |
4,127.0 |
| Close |
4,256.0 |
4,211.0 |
-45.0 |
-1.1% |
4,256.0 |
| Range |
54.0 |
47.0 |
-7.0 |
-13.0% |
138.0 |
| ATR |
58.3 |
58.8 |
0.5 |
0.8% |
0.0 |
| Volume |
1,006,574 |
898,868 |
-107,706 |
-10.7% |
4,672,967 |
|
| Daily Pivots for day following 06-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,354.3 |
4,329.7 |
4,236.9 |
|
| R3 |
4,307.3 |
4,282.7 |
4,223.9 |
|
| R2 |
4,260.3 |
4,260.3 |
4,219.6 |
|
| R1 |
4,235.7 |
4,235.7 |
4,215.3 |
4,224.5 |
| PP |
4,213.3 |
4,213.3 |
4,213.3 |
4,207.8 |
| S1 |
4,188.7 |
4,188.7 |
4,206.7 |
4,177.5 |
| S2 |
4,166.3 |
4,166.3 |
4,202.4 |
|
| S3 |
4,119.3 |
4,141.7 |
4,198.1 |
|
| S4 |
4,072.3 |
4,094.7 |
4,185.2 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,630.0 |
4,581.0 |
4,331.9 |
|
| R3 |
4,492.0 |
4,443.0 |
4,294.0 |
|
| R2 |
4,354.0 |
4,354.0 |
4,281.3 |
|
| R1 |
4,305.0 |
4,305.0 |
4,268.7 |
4,329.5 |
| PP |
4,216.0 |
4,216.0 |
4,216.0 |
4,228.3 |
| S1 |
4,167.0 |
4,167.0 |
4,243.4 |
4,191.5 |
| S2 |
4,078.0 |
4,078.0 |
4,230.7 |
|
| S3 |
3,940.0 |
4,029.0 |
4,218.1 |
|
| S4 |
3,802.0 |
3,891.0 |
4,180.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,265.0 |
4,130.0 |
135.0 |
3.2% |
56.4 |
1.3% |
60% |
False |
False |
958,025 |
| 10 |
4,265.0 |
4,123.0 |
142.0 |
3.4% |
49.6 |
1.2% |
62% |
False |
False |
855,002 |
| 20 |
4,265.0 |
4,030.0 |
235.0 |
5.6% |
50.5 |
1.2% |
77% |
False |
False |
864,826 |
| 40 |
4,265.0 |
3,753.0 |
512.0 |
12.2% |
59.4 |
1.4% |
89% |
False |
False |
852,810 |
| 60 |
4,265.0 |
3,720.0 |
545.0 |
12.9% |
54.7 |
1.3% |
90% |
False |
False |
577,223 |
| 80 |
4,265.0 |
3,268.0 |
997.0 |
23.7% |
56.0 |
1.3% |
95% |
False |
False |
433,331 |
| 100 |
4,265.0 |
3,250.0 |
1,015.0 |
24.1% |
56.6 |
1.3% |
95% |
False |
False |
346,805 |
| 120 |
4,265.0 |
3,250.0 |
1,015.0 |
24.1% |
50.0 |
1.2% |
95% |
False |
False |
289,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,437.8 |
|
2.618 |
4,361.0 |
|
1.618 |
4,314.0 |
|
1.000 |
4,285.0 |
|
0.618 |
4,267.0 |
|
HIGH |
4,238.0 |
|
0.618 |
4,220.0 |
|
0.500 |
4,214.5 |
|
0.382 |
4,209.0 |
|
LOW |
4,191.0 |
|
0.618 |
4,162.0 |
|
1.000 |
4,144.0 |
|
1.618 |
4,115.0 |
|
2.618 |
4,068.0 |
|
4.250 |
3,991.3 |
|
|
| Fisher Pivots for day following 06-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,214.5 |
4,228.0 |
| PP |
4,213.3 |
4,222.3 |
| S1 |
4,212.2 |
4,216.7 |
|