| Trading Metrics calculated at close of trading on 22-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2023 |
22-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
4,273.0 |
4,247.0 |
-26.0 |
-0.6% |
4,202.0 |
| High |
4,277.0 |
4,263.0 |
-14.0 |
-0.3% |
4,323.0 |
| Low |
4,215.0 |
4,211.0 |
-4.0 |
-0.1% |
4,191.0 |
| Close |
4,254.0 |
4,246.0 |
-8.0 |
-0.2% |
4,280.0 |
| Range |
62.0 |
52.0 |
-10.0 |
-16.1% |
132.0 |
| ATR |
60.7 |
60.1 |
-0.6 |
-1.0% |
0.0 |
| Volume |
918,597 |
993,068 |
74,471 |
8.1% |
4,701,371 |
|
| Daily Pivots for day following 22-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,396.0 |
4,373.0 |
4,274.6 |
|
| R3 |
4,344.0 |
4,321.0 |
4,260.3 |
|
| R2 |
4,292.0 |
4,292.0 |
4,255.5 |
|
| R1 |
4,269.0 |
4,269.0 |
4,250.8 |
4,254.5 |
| PP |
4,240.0 |
4,240.0 |
4,240.0 |
4,232.8 |
| S1 |
4,217.0 |
4,217.0 |
4,241.2 |
4,202.5 |
| S2 |
4,188.0 |
4,188.0 |
4,236.5 |
|
| S3 |
4,136.0 |
4,165.0 |
4,231.7 |
|
| S4 |
4,084.0 |
4,113.0 |
4,217.4 |
|
|
| Weekly Pivots for week ending 17-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,660.7 |
4,602.3 |
4,352.6 |
|
| R3 |
4,528.7 |
4,470.3 |
4,316.3 |
|
| R2 |
4,396.7 |
4,396.7 |
4,304.2 |
|
| R1 |
4,338.3 |
4,338.3 |
4,292.1 |
4,367.5 |
| PP |
4,264.7 |
4,264.7 |
4,264.7 |
4,279.3 |
| S1 |
4,206.3 |
4,206.3 |
4,267.9 |
4,235.5 |
| S2 |
4,132.7 |
4,132.7 |
4,255.8 |
|
| S3 |
4,000.7 |
4,074.3 |
4,243.7 |
|
| S4 |
3,868.7 |
3,942.3 |
4,207.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,323.0 |
4,211.0 |
112.0 |
2.6% |
58.4 |
1.4% |
31% |
False |
True |
1,001,361 |
| 10 |
4,323.0 |
4,179.0 |
144.0 |
3.4% |
58.6 |
1.4% |
47% |
False |
False |
961,195 |
| 20 |
4,323.0 |
4,123.0 |
200.0 |
4.7% |
55.1 |
1.3% |
62% |
False |
False |
920,453 |
| 40 |
4,323.0 |
3,782.0 |
541.0 |
12.7% |
56.3 |
1.3% |
86% |
False |
False |
838,899 |
| 60 |
4,323.0 |
3,753.0 |
570.0 |
13.4% |
56.5 |
1.3% |
86% |
False |
False |
748,950 |
| 80 |
4,323.0 |
3,570.0 |
753.0 |
17.7% |
54.9 |
1.3% |
90% |
False |
False |
563,780 |
| 100 |
4,323.0 |
3,257.0 |
1,066.0 |
25.1% |
56.0 |
1.3% |
93% |
False |
False |
451,306 |
| 120 |
4,323.0 |
3,250.0 |
1,073.0 |
25.3% |
54.5 |
1.3% |
93% |
False |
False |
376,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,484.0 |
|
2.618 |
4,399.1 |
|
1.618 |
4,347.1 |
|
1.000 |
4,315.0 |
|
0.618 |
4,295.1 |
|
HIGH |
4,263.0 |
|
0.618 |
4,243.1 |
|
0.500 |
4,237.0 |
|
0.382 |
4,230.9 |
|
LOW |
4,211.0 |
|
0.618 |
4,178.9 |
|
1.000 |
4,159.0 |
|
1.618 |
4,126.9 |
|
2.618 |
4,074.9 |
|
4.250 |
3,990.0 |
|
|
| Fisher Pivots for day following 22-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,243.0 |
4,254.0 |
| PP |
4,240.0 |
4,251.3 |
| S1 |
4,237.0 |
4,248.7 |
|