| Trading Metrics calculated at close of trading on 09-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2023 |
09-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,747.00 |
12,555.00 |
-192.00 |
-1.5% |
12,212.50 |
| High |
12,808.50 |
12,728.50 |
-80.00 |
-0.6% |
12,949.75 |
| Low |
12,512.75 |
12,366.50 |
-146.25 |
-1.2% |
11,871.00 |
| Close |
12,545.25 |
12,425.50 |
-119.75 |
-1.0% |
12,624.00 |
| Range |
295.75 |
362.00 |
66.25 |
22.4% |
1,078.75 |
| ATR |
303.10 |
307.31 |
4.21 |
1.4% |
0.00 |
| Volume |
590,355 |
612,404 |
22,049 |
3.7% |
3,530,415 |
|
| Daily Pivots for day following 09-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,592.75 |
13,371.25 |
12,624.50 |
|
| R3 |
13,230.75 |
13,009.25 |
12,525.00 |
|
| R2 |
12,868.75 |
12,868.75 |
12,491.75 |
|
| R1 |
12,647.25 |
12,647.25 |
12,458.75 |
12,577.00 |
| PP |
12,506.75 |
12,506.75 |
12,506.75 |
12,471.75 |
| S1 |
12,285.25 |
12,285.25 |
12,392.25 |
12,215.00 |
| S2 |
12,144.75 |
12,144.75 |
12,359.25 |
|
| S3 |
11,782.75 |
11,923.25 |
12,326.00 |
|
| S4 |
11,420.75 |
11,561.25 |
12,226.50 |
|
|
| Weekly Pivots for week ending 03-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,717.75 |
15,249.75 |
13,217.25 |
|
| R3 |
14,639.00 |
14,171.00 |
12,920.75 |
|
| R2 |
13,560.25 |
13,560.25 |
12,821.75 |
|
| R1 |
13,092.25 |
13,092.25 |
12,723.00 |
13,326.25 |
| PP |
12,481.50 |
12,481.50 |
12,481.50 |
12,598.50 |
| S1 |
12,013.50 |
12,013.50 |
12,525.00 |
12,247.50 |
| S2 |
11,402.75 |
11,402.75 |
12,426.25 |
|
| S3 |
10,324.00 |
10,934.75 |
12,327.25 |
|
| S4 |
9,245.25 |
9,856.00 |
12,030.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,878.00 |
12,366.50 |
511.50 |
4.1% |
299.25 |
2.4% |
12% |
False |
True |
661,422 |
| 10 |
12,949.75 |
11,871.00 |
1,078.75 |
8.7% |
328.25 |
2.6% |
51% |
False |
False |
660,138 |
| 20 |
12,949.75 |
11,291.00 |
1,658.75 |
13.3% |
294.75 |
2.4% |
68% |
False |
False |
628,325 |
| 40 |
12,949.75 |
10,751.00 |
2,198.75 |
17.7% |
296.25 |
2.4% |
76% |
False |
False |
624,079 |
| 60 |
12,949.75 |
10,751.00 |
2,198.75 |
17.7% |
282.75 |
2.3% |
76% |
False |
False |
429,187 |
| 80 |
12,949.75 |
10,746.75 |
2,203.00 |
17.7% |
308.25 |
2.5% |
76% |
False |
False |
322,149 |
| 100 |
12,949.75 |
10,595.25 |
2,354.50 |
18.9% |
320.25 |
2.6% |
78% |
False |
False |
257,891 |
| 120 |
13,498.00 |
10,595.25 |
2,902.75 |
23.4% |
313.00 |
2.5% |
63% |
False |
False |
214,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,267.00 |
|
2.618 |
13,676.25 |
|
1.618 |
13,314.25 |
|
1.000 |
13,090.50 |
|
0.618 |
12,952.25 |
|
HIGH |
12,728.50 |
|
0.618 |
12,590.25 |
|
0.500 |
12,547.50 |
|
0.382 |
12,504.75 |
|
LOW |
12,366.50 |
|
0.618 |
12,142.75 |
|
1.000 |
12,004.50 |
|
1.618 |
11,780.75 |
|
2.618 |
11,418.75 |
|
4.250 |
10,828.00 |
|
|
| Fisher Pivots for day following 09-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,547.50 |
12,592.50 |
| PP |
12,506.75 |
12,536.75 |
| S1 |
12,466.25 |
12,481.25 |
|