| Trading Metrics calculated at close of trading on 27-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2023 |
27-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
4,281.0 |
4,201.0 |
-80.0 |
-1.9% |
4,273.0 |
| High |
4,290.0 |
4,272.0 |
-18.0 |
-0.4% |
4,290.0 |
| Low |
4,175.0 |
4,198.0 |
23.0 |
0.6% |
4,175.0 |
| Close |
4,201.0 |
4,255.0 |
54.0 |
1.3% |
4,201.0 |
| Range |
115.0 |
74.0 |
-41.0 |
-35.7% |
115.0 |
| ATR |
62.9 |
63.7 |
0.8 |
1.3% |
0.0 |
| Volume |
1,258,757 |
970,238 |
-288,519 |
-22.9% |
3,978,146 |
|
| Daily Pivots for day following 27-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,463.7 |
4,433.3 |
4,295.7 |
|
| R3 |
4,389.7 |
4,359.3 |
4,275.4 |
|
| R2 |
4,315.7 |
4,315.7 |
4,268.6 |
|
| R1 |
4,285.3 |
4,285.3 |
4,261.8 |
4,300.5 |
| PP |
4,241.7 |
4,241.7 |
4,241.7 |
4,249.3 |
| S1 |
4,211.3 |
4,211.3 |
4,248.2 |
4,226.5 |
| S2 |
4,167.7 |
4,167.7 |
4,241.4 |
|
| S3 |
4,093.7 |
4,137.3 |
4,234.7 |
|
| S4 |
4,019.7 |
4,063.3 |
4,214.3 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,567.0 |
4,499.0 |
4,264.3 |
|
| R3 |
4,452.0 |
4,384.0 |
4,232.6 |
|
| R2 |
4,337.0 |
4,337.0 |
4,222.1 |
|
| R1 |
4,269.0 |
4,269.0 |
4,211.5 |
4,245.5 |
| PP |
4,222.0 |
4,222.0 |
4,222.0 |
4,210.3 |
| S1 |
4,154.0 |
4,154.0 |
4,190.5 |
4,130.5 |
| S2 |
4,107.0 |
4,107.0 |
4,179.9 |
|
| S3 |
3,992.0 |
4,039.0 |
4,169.4 |
|
| S4 |
3,877.0 |
3,924.0 |
4,137.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,290.0 |
4,175.0 |
115.0 |
2.7% |
68.0 |
1.6% |
70% |
False |
False |
989,676 |
| 10 |
4,323.0 |
4,175.0 |
148.0 |
3.5% |
63.9 |
1.5% |
54% |
False |
False |
964,975 |
| 20 |
4,323.0 |
4,127.0 |
196.0 |
4.6% |
60.3 |
1.4% |
65% |
False |
False |
953,056 |
| 40 |
4,323.0 |
3,782.0 |
541.0 |
12.7% |
58.7 |
1.4% |
87% |
False |
False |
889,456 |
| 60 |
4,323.0 |
3,753.0 |
570.0 |
13.4% |
59.0 |
1.4% |
88% |
False |
False |
798,543 |
| 80 |
4,323.0 |
3,580.0 |
743.0 |
17.5% |
56.3 |
1.3% |
91% |
False |
False |
601,737 |
| 100 |
4,323.0 |
3,268.0 |
1,055.0 |
24.8% |
55.9 |
1.3% |
94% |
False |
False |
481,667 |
| 120 |
4,323.0 |
3,250.0 |
1,073.0 |
25.2% |
56.4 |
1.3% |
94% |
False |
False |
401,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,586.5 |
|
2.618 |
4,465.7 |
|
1.618 |
4,391.7 |
|
1.000 |
4,346.0 |
|
0.618 |
4,317.7 |
|
HIGH |
4,272.0 |
|
0.618 |
4,243.7 |
|
0.500 |
4,235.0 |
|
0.382 |
4,226.3 |
|
LOW |
4,198.0 |
|
0.618 |
4,152.3 |
|
1.000 |
4,124.0 |
|
1.618 |
4,078.3 |
|
2.618 |
4,004.3 |
|
4.250 |
3,883.5 |
|
|
| Fisher Pivots for day following 27-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,248.3 |
4,247.5 |
| PP |
4,241.7 |
4,240.0 |
| S1 |
4,235.0 |
4,232.5 |
|