| 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 |
1,890.5 |
1,900.7 |
10.2 |
0.5% |
1,949.3 |
| High |
1,919.0 |
1,916.7 |
-2.3 |
-0.1% |
1,951.7 |
| Low |
1,889.3 |
1,889.1 |
-0.2 |
0.0% |
1,874.3 |
| Close |
1,898.9 |
1,899.1 |
0.2 |
0.0% |
1,891.6 |
| Range |
29.7 |
27.6 |
-2.1 |
-7.1% |
77.4 |
| ATR |
38.5 |
37.7 |
-0.8 |
-2.0% |
0.0 |
| Volume |
151,368 |
162,464 |
11,096 |
7.3% |
778,778 |
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,984.4 |
1,969.4 |
1,914.3 |
|
| R3 |
1,956.8 |
1,941.8 |
1,906.7 |
|
| R2 |
1,929.2 |
1,929.2 |
1,904.2 |
|
| R1 |
1,914.2 |
1,914.2 |
1,901.6 |
1,907.9 |
| PP |
1,901.6 |
1,901.6 |
1,901.6 |
1,898.5 |
| S1 |
1,886.6 |
1,886.6 |
1,896.6 |
1,880.3 |
| S2 |
1,874.0 |
1,874.0 |
1,894.0 |
|
| S3 |
1,846.4 |
1,859.0 |
1,891.5 |
|
| S4 |
1,818.8 |
1,831.4 |
1,883.9 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.1 |
2,092.2 |
1,934.2 |
|
| R3 |
2,060.7 |
2,014.8 |
1,912.9 |
|
| R2 |
1,983.3 |
1,983.3 |
1,905.8 |
|
| R1 |
1,937.4 |
1,937.4 |
1,898.7 |
1,921.7 |
| PP |
1,905.9 |
1,905.9 |
1,905.9 |
1,898.0 |
| S1 |
1,860.0 |
1,860.0 |
1,884.5 |
1,844.3 |
| S2 |
1,828.5 |
1,828.5 |
1,877.4 |
|
| S3 |
1,751.1 |
1,782.6 |
1,870.3 |
|
| S4 |
1,673.7 |
1,705.2 |
1,849.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,921.0 |
1,874.3 |
46.7 |
2.5% |
31.7 |
1.7% |
53% |
False |
False |
178,592 |
| 10 |
1,970.3 |
1,874.3 |
96.0 |
5.1% |
37.1 |
2.0% |
26% |
False |
False |
188,781 |
| 20 |
2,016.9 |
1,874.3 |
142.6 |
7.5% |
40.3 |
2.1% |
17% |
False |
False |
199,736 |
| 40 |
2,016.9 |
1,745.4 |
271.5 |
14.3% |
37.8 |
2.0% |
57% |
False |
False |
192,232 |
| 60 |
2,016.9 |
1,730.8 |
286.1 |
15.1% |
39.6 |
2.1% |
59% |
False |
False |
176,043 |
| 80 |
2,016.9 |
1,730.8 |
286.1 |
15.1% |
40.5 |
2.1% |
59% |
False |
False |
132,154 |
| 100 |
2,016.9 |
1,658.9 |
358.0 |
18.9% |
42.3 |
2.2% |
67% |
False |
False |
105,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,034.0 |
|
2.618 |
1,989.0 |
|
1.618 |
1,961.4 |
|
1.000 |
1,944.3 |
|
0.618 |
1,933.8 |
|
HIGH |
1,916.7 |
|
0.618 |
1,906.2 |
|
0.500 |
1,902.9 |
|
0.382 |
1,899.6 |
|
LOW |
1,889.1 |
|
0.618 |
1,872.0 |
|
1.000 |
1,861.5 |
|
1.618 |
1,844.4 |
|
2.618 |
1,816.8 |
|
4.250 |
1,771.8 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,902.9 |
1,898.3 |
| PP |
1,901.6 |
1,897.5 |
| S1 |
1,900.4 |
1,896.7 |
|