| Trading Metrics calculated at close of trading on 15-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2023 |
15-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
4,149.75 |
4,141.25 |
-8.50 |
-0.2% |
4,134.25 |
| High |
4,186.50 |
4,161.75 |
-24.75 |
-0.6% |
4,188.25 |
| Low |
4,103.75 |
4,113.00 |
9.25 |
0.2% |
4,060.75 |
| Close |
4,145.50 |
4,158.25 |
12.75 |
0.3% |
4,099.75 |
| Range |
82.75 |
48.75 |
-34.00 |
-41.1% |
127.50 |
| ATR |
70.36 |
68.82 |
-1.54 |
-2.2% |
0.00 |
| Volume |
2,379,034 |
1,611,550 |
-767,484 |
-32.3% |
9,118,888 |
|
| Daily Pivots for day following 15-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,290.50 |
4,273.25 |
4,185.00 |
|
| R3 |
4,241.75 |
4,224.50 |
4,171.75 |
|
| R2 |
4,193.00 |
4,193.00 |
4,167.25 |
|
| R1 |
4,175.75 |
4,175.75 |
4,162.75 |
4,184.50 |
| PP |
4,144.25 |
4,144.25 |
4,144.25 |
4,148.75 |
| S1 |
4,127.00 |
4,127.00 |
4,153.75 |
4,135.50 |
| S2 |
4,095.50 |
4,095.50 |
4,149.25 |
|
| S3 |
4,046.75 |
4,078.25 |
4,144.75 |
|
| S4 |
3,998.00 |
4,029.50 |
4,131.50 |
|
|
| 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% |
67.75 |
1.6% |
78% |
False |
False |
1,788,087 |
| 10 |
4,208.50 |
4,060.75 |
147.75 |
3.6% |
66.00 |
1.6% |
66% |
False |
False |
1,913,152 |
| 20 |
4,208.50 |
3,901.75 |
306.75 |
7.4% |
67.00 |
1.6% |
84% |
False |
False |
1,812,793 |
| 40 |
4,208.50 |
3,788.50 |
420.00 |
10.1% |
68.25 |
1.6% |
88% |
False |
False |
1,692,126 |
| 60 |
4,208.50 |
3,788.50 |
420.00 |
10.1% |
71.25 |
1.7% |
88% |
False |
False |
1,347,333 |
| 80 |
4,208.50 |
3,670.00 |
538.50 |
13.0% |
77.00 |
1.9% |
91% |
False |
False |
1,011,931 |
| 100 |
4,208.50 |
3,530.25 |
678.25 |
16.3% |
82.50 |
2.0% |
93% |
False |
False |
810,323 |
| 120 |
4,262.25 |
3,530.25 |
732.00 |
17.6% |
83.50 |
2.0% |
86% |
False |
False |
675,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,369.00 |
|
2.618 |
4,289.50 |
|
1.618 |
4,240.75 |
|
1.000 |
4,210.50 |
|
0.618 |
4,192.00 |
|
HIGH |
4,161.75 |
|
0.618 |
4,143.25 |
|
0.500 |
4,137.50 |
|
0.382 |
4,131.50 |
|
LOW |
4,113.00 |
|
0.618 |
4,082.75 |
|
1.000 |
4,064.25 |
|
1.618 |
4,034.00 |
|
2.618 |
3,985.25 |
|
4.250 |
3,905.75 |
|
|
| Fisher Pivots for day following 15-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,151.25 |
4,149.75 |
| PP |
4,144.25 |
4,141.25 |
| S1 |
4,137.50 |
4,132.50 |
|