| Trading Metrics calculated at close of trading on 14-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2023 |
14-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
4,105.00 |
4,149.75 |
44.75 |
1.1% |
4,134.25 |
| High |
4,150.75 |
4,186.50 |
35.75 |
0.9% |
4,188.25 |
| Low |
4,078.75 |
4,103.75 |
25.00 |
0.6% |
4,060.75 |
| Close |
4,147.25 |
4,145.50 |
-1.75 |
0.0% |
4,099.75 |
| Range |
72.00 |
82.75 |
10.75 |
14.9% |
127.50 |
| ATR |
69.41 |
70.36 |
0.95 |
1.4% |
0.00 |
| Volume |
1,376,325 |
2,379,034 |
1,002,709 |
72.9% |
9,118,888 |
|
| Daily Pivots for day following 14-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,393.50 |
4,352.25 |
4,191.00 |
|
| R3 |
4,310.75 |
4,269.50 |
4,168.25 |
|
| R2 |
4,228.00 |
4,228.00 |
4,160.75 |
|
| R1 |
4,186.75 |
4,186.75 |
4,153.00 |
4,166.00 |
| PP |
4,145.25 |
4,145.25 |
4,145.25 |
4,135.00 |
| S1 |
4,104.00 |
4,104.00 |
4,138.00 |
4,083.25 |
| S2 |
4,062.50 |
4,062.50 |
4,130.25 |
|
| S3 |
3,979.75 |
4,021.25 |
4,122.75 |
|
| S4 |
3,897.00 |
3,938.50 |
4,100.00 |
|
|
| Weekly Pivots for week ending 10-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,498.75 |
4,426.75 |
4,170.00 |
|
| R3 |
4,371.25 |
4,299.25 |
4,134.75 |
|
| R2 |
4,243.75 |
4,243.75 |
4,123.00 |
|
| R1 |
4,171.75 |
4,171.75 |
4,111.50 |
4,144.00 |
| PP |
4,116.25 |
4,116.25 |
4,116.25 |
4,102.50 |
| S1 |
4,044.25 |
4,044.25 |
4,088.00 |
4,016.50 |
| S2 |
3,988.75 |
3,988.75 |
4,076.50 |
|
| S3 |
3,861.25 |
3,916.75 |
4,064.75 |
|
| S4 |
3,733.75 |
3,789.25 |
4,029.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,186.50 |
4,060.75 |
125.75 |
3.0% |
69.75 |
1.7% |
67% |
True |
False |
1,826,597 |
| 10 |
4,208.50 |
4,048.50 |
160.00 |
3.9% |
72.50 |
1.7% |
61% |
False |
False |
1,952,037 |
| 20 |
4,208.50 |
3,901.75 |
306.75 |
7.4% |
69.00 |
1.7% |
79% |
False |
False |
1,827,343 |
| 40 |
4,208.50 |
3,788.50 |
420.00 |
10.1% |
69.25 |
1.7% |
85% |
False |
False |
1,700,980 |
| 60 |
4,208.50 |
3,788.50 |
420.00 |
10.1% |
71.75 |
1.7% |
85% |
False |
False |
1,320,648 |
| 80 |
4,208.50 |
3,670.00 |
538.50 |
13.0% |
77.25 |
1.9% |
88% |
False |
False |
991,825 |
| 100 |
4,208.50 |
3,530.25 |
678.25 |
16.4% |
82.75 |
2.0% |
91% |
False |
False |
794,230 |
| 120 |
4,262.25 |
3,530.25 |
732.00 |
17.7% |
83.50 |
2.0% |
84% |
False |
False |
662,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,538.25 |
|
2.618 |
4,403.25 |
|
1.618 |
4,320.50 |
|
1.000 |
4,269.25 |
|
0.618 |
4,237.75 |
|
HIGH |
4,186.50 |
|
0.618 |
4,155.00 |
|
0.500 |
4,145.00 |
|
0.382 |
4,135.25 |
|
LOW |
4,103.75 |
|
0.618 |
4,052.50 |
|
1.000 |
4,021.00 |
|
1.618 |
3,969.75 |
|
2.618 |
3,887.00 |
|
4.250 |
3,752.00 |
|
|
| Fisher Pivots for day following 14-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,145.50 |
4,138.25 |
| PP |
4,145.25 |
4,131.00 |
| S1 |
4,145.00 |
4,123.50 |
|