| 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 |
12,111.42 |
12,041.84 |
-69.58 |
-0.6% |
12,204.69 |
| High |
12,159.64 |
12,146.52 |
-13.12 |
-0.1% |
12,257.06 |
| Low |
12,034.61 |
12,024.35 |
-10.26 |
-0.1% |
11,900.84 |
| Close |
12,057.79 |
12,042.12 |
-15.67 |
-0.1% |
11,969.65 |
| Range |
125.03 |
122.17 |
-2.86 |
-2.3% |
356.22 |
| ATR |
247.68 |
238.72 |
-8.97 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,437.51 |
12,361.98 |
12,109.31 |
|
| R3 |
12,315.34 |
12,239.81 |
12,075.72 |
|
| R2 |
12,193.17 |
12,193.17 |
12,064.52 |
|
| R1 |
12,117.64 |
12,117.64 |
12,053.32 |
12,155.41 |
| PP |
12,071.00 |
12,071.00 |
12,071.00 |
12,089.88 |
| S1 |
11,995.47 |
11,995.47 |
12,030.92 |
12,033.24 |
| S2 |
11,948.83 |
11,948.83 |
12,019.72 |
|
| S3 |
11,826.66 |
11,873.30 |
12,008.52 |
|
| S4 |
11,704.49 |
11,751.13 |
11,974.93 |
|
|
| Weekly Pivots for week ending 24-Feb-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,111.18 |
12,896.63 |
12,165.57 |
|
| R3 |
12,754.96 |
12,540.41 |
12,067.61 |
|
| R2 |
12,398.74 |
12,398.74 |
12,034.96 |
|
| R1 |
12,184.19 |
12,184.19 |
12,002.30 |
12,113.36 |
| PP |
12,042.52 |
12,042.52 |
12,042.52 |
12,007.10 |
| S1 |
11,827.97 |
11,827.97 |
11,937.00 |
11,757.14 |
| S2 |
11,686.30 |
11,686.30 |
11,904.34 |
|
| S3 |
11,330.08 |
11,471.75 |
11,871.69 |
|
| S4 |
10,973.86 |
11,115.53 |
11,773.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,226.90 |
11,900.84 |
326.06 |
2.7% |
145.70 |
1.2% |
43% |
False |
False |
|
| 10 |
12,689.34 |
11,900.84 |
788.50 |
6.5% |
176.64 |
1.5% |
18% |
False |
False |
|
| 20 |
12,880.98 |
11,900.84 |
980.14 |
8.1% |
222.06 |
1.8% |
14% |
False |
False |
|
| 40 |
12,880.98 |
10,696.42 |
2,184.56 |
18.1% |
220.13 |
1.8% |
62% |
False |
False |
|
| 60 |
12,880.98 |
10,671.19 |
2,209.79 |
18.4% |
221.91 |
1.8% |
62% |
False |
False |
|
| 80 |
12,880.98 |
10,632.39 |
2,248.59 |
18.7% |
227.25 |
1.9% |
63% |
False |
False |
|
| 100 |
12,880.98 |
10,444.78 |
2,436.20 |
20.2% |
239.12 |
2.0% |
66% |
False |
False |
|
| 120 |
12,880.98 |
10,444.78 |
2,436.20 |
20.2% |
241.23 |
2.0% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,665.74 |
|
2.618 |
12,466.36 |
|
1.618 |
12,344.19 |
|
1.000 |
12,268.69 |
|
0.618 |
12,222.02 |
|
HIGH |
12,146.52 |
|
0.618 |
12,099.85 |
|
0.500 |
12,085.44 |
|
0.382 |
12,071.02 |
|
LOW |
12,024.35 |
|
0.618 |
11,948.85 |
|
1.000 |
11,902.18 |
|
1.618 |
11,826.68 |
|
2.618 |
11,704.51 |
|
4.250 |
11,505.13 |
|
|
| Fisher Pivots for day following 28-Feb-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,085.44 |
12,038.16 |
| PP |
12,071.00 |
12,034.20 |
| S1 |
12,056.56 |
12,030.24 |
|