| Trading Metrics calculated at close of trading on 24-Feb-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2023 |
24-Feb-2023 |
Change |
Change % |
Previous Week |
| Open |
12,300.25 |
12,319.00 |
18.75 |
0.2% |
12,515.50 |
| High |
12,394.75 |
12,344.50 |
-50.25 |
-0.4% |
12,550.75 |
| Low |
12,164.75 |
12,058.00 |
-106.75 |
-0.9% |
12,058.00 |
| Close |
12,343.00 |
12,129.75 |
-213.25 |
-1.7% |
12,129.75 |
| Range |
230.00 |
286.50 |
56.50 |
24.6% |
492.75 |
| ATR |
277.43 |
278.08 |
0.65 |
0.2% |
0.00 |
| Volume |
2,259 |
1,691 |
-568 |
-25.1% |
6,980 |
|
| Daily Pivots for day following 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,037.00 |
12,869.75 |
12,287.25 |
|
| R3 |
12,750.50 |
12,583.25 |
12,208.50 |
|
| R2 |
12,464.00 |
12,464.00 |
12,182.25 |
|
| R1 |
12,296.75 |
12,296.75 |
12,156.00 |
12,237.00 |
| PP |
12,177.50 |
12,177.50 |
12,177.50 |
12,147.50 |
| S1 |
12,010.25 |
12,010.25 |
12,103.50 |
11,950.50 |
| S2 |
11,891.00 |
11,891.00 |
12,077.25 |
|
| S3 |
11,604.50 |
11,723.75 |
12,051.00 |
|
| S4 |
11,318.00 |
11,437.25 |
11,972.25 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,724.50 |
13,419.75 |
12,400.75 |
|
| R3 |
13,231.75 |
12,927.00 |
12,265.25 |
|
| R2 |
12,739.00 |
12,739.00 |
12,220.00 |
|
| R1 |
12,434.25 |
12,434.25 |
12,175.00 |
12,340.25 |
| PP |
12,246.25 |
12,246.25 |
12,246.25 |
12,199.00 |
| S1 |
11,941.50 |
11,941.50 |
12,084.50 |
11,847.50 |
| S2 |
11,753.50 |
11,753.50 |
12,039.50 |
|
| S3 |
11,260.75 |
11,448.75 |
11,994.25 |
|
| S4 |
10,768.00 |
10,956.00 |
11,858.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,588.00 |
12,058.00 |
530.00 |
4.4% |
236.75 |
2.0% |
14% |
False |
True |
1,686 |
| 10 |
12,926.25 |
12,058.00 |
868.25 |
7.2% |
254.00 |
2.1% |
8% |
False |
True |
1,387 |
| 20 |
13,078.00 |
11,999.25 |
1,078.75 |
8.9% |
289.75 |
2.4% |
12% |
False |
False |
1,272 |
| 40 |
13,078.00 |
10,870.00 |
2,208.00 |
18.2% |
273.50 |
2.3% |
57% |
False |
False |
1,079 |
| 60 |
13,078.00 |
10,870.00 |
2,208.00 |
18.2% |
276.25 |
2.3% |
57% |
False |
False |
788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,562.00 |
|
2.618 |
13,094.50 |
|
1.618 |
12,808.00 |
|
1.000 |
12,631.00 |
|
0.618 |
12,521.50 |
|
HIGH |
12,344.50 |
|
0.618 |
12,235.00 |
|
0.500 |
12,201.25 |
|
0.382 |
12,167.50 |
|
LOW |
12,058.00 |
|
0.618 |
11,881.00 |
|
1.000 |
11,771.50 |
|
1.618 |
11,594.50 |
|
2.618 |
11,308.00 |
|
4.250 |
10,840.50 |
|
|
| Fisher Pivots for day following 24-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,201.25 |
12,226.50 |
| PP |
12,177.50 |
12,194.25 |
| S1 |
12,153.50 |
12,162.00 |
|