| Trading Metrics calculated at close of trading on 28-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2023 |
28-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
4,201.0 |
4,258.0 |
57.0 |
1.4% |
4,273.0 |
| High |
4,272.0 |
4,274.0 |
2.0 |
0.0% |
4,290.0 |
| Low |
4,198.0 |
4,225.0 |
27.0 |
0.6% |
4,175.0 |
| Close |
4,255.0 |
4,247.0 |
-8.0 |
-0.2% |
4,201.0 |
| Range |
74.0 |
49.0 |
-25.0 |
-33.8% |
115.0 |
| ATR |
63.7 |
62.7 |
-1.1 |
-1.6% |
0.0 |
| Volume |
970,238 |
981,147 |
10,909 |
1.1% |
3,978,146 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,395.7 |
4,370.3 |
4,274.0 |
|
| R3 |
4,346.7 |
4,321.3 |
4,260.5 |
|
| R2 |
4,297.7 |
4,297.7 |
4,256.0 |
|
| R1 |
4,272.3 |
4,272.3 |
4,251.5 |
4,260.5 |
| PP |
4,248.7 |
4,248.7 |
4,248.7 |
4,242.8 |
| S1 |
4,223.3 |
4,223.3 |
4,242.5 |
4,211.5 |
| S2 |
4,199.7 |
4,199.7 |
4,238.0 |
|
| S3 |
4,150.7 |
4,174.3 |
4,233.5 |
|
| S4 |
4,101.7 |
4,125.3 |
4,220.1 |
|
|
| 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% |
65.4 |
1.5% |
63% |
False |
False |
1,002,186 |
| 10 |
4,323.0 |
4,175.0 |
148.0 |
3.5% |
61.6 |
1.5% |
49% |
False |
False |
997,470 |
| 20 |
4,323.0 |
4,130.0 |
193.0 |
4.5% |
60.0 |
1.4% |
61% |
False |
False |
963,028 |
| 40 |
4,323.0 |
3,782.0 |
541.0 |
12.7% |
58.2 |
1.4% |
86% |
False |
False |
895,991 |
| 60 |
4,323.0 |
3,753.0 |
570.0 |
13.4% |
58.6 |
1.4% |
87% |
False |
False |
814,427 |
| 80 |
4,323.0 |
3,580.0 |
743.0 |
17.5% |
55.9 |
1.3% |
90% |
False |
False |
614,001 |
| 100 |
4,323.0 |
3,268.0 |
1,055.0 |
24.8% |
56.0 |
1.3% |
93% |
False |
False |
491,478 |
| 120 |
4,323.0 |
3,250.0 |
1,073.0 |
25.3% |
56.4 |
1.3% |
93% |
False |
False |
409,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,482.3 |
|
2.618 |
4,402.3 |
|
1.618 |
4,353.3 |
|
1.000 |
4,323.0 |
|
0.618 |
4,304.3 |
|
HIGH |
4,274.0 |
|
0.618 |
4,255.3 |
|
0.500 |
4,249.5 |
|
0.382 |
4,243.7 |
|
LOW |
4,225.0 |
|
0.618 |
4,194.7 |
|
1.000 |
4,176.0 |
|
1.618 |
4,145.7 |
|
2.618 |
4,096.7 |
|
4.250 |
4,016.8 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,249.5 |
4,242.2 |
| PP |
4,248.7 |
4,237.3 |
| S1 |
4,247.8 |
4,232.5 |
|