| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
21,314.36 |
20,777.30 |
-537.06 |
-2.5% |
16,928.00 |
| High |
21,582.47 |
21,170.03 |
-412.44 |
-1.9% |
19,859.04 |
| Low |
20,482.03 |
20,657.35 |
175.32 |
0.9% |
16,907.23 |
| Close |
20,778.37 |
20,936.87 |
158.50 |
0.8% |
19,816.79 |
| Range |
1,100.44 |
512.68 |
-587.76 |
-53.4% |
2,951.81 |
| ATR |
642.67 |
633.39 |
-9.29 |
-1.4% |
0.00 |
| Volume |
71,020 |
428 |
-70,592 |
-99.4% |
279,219 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,459.46 |
22,210.84 |
21,218.84 |
|
| R3 |
21,946.78 |
21,698.16 |
21,077.86 |
|
| R2 |
21,434.10 |
21,434.10 |
21,030.86 |
|
| R1 |
21,185.48 |
21,185.48 |
20,983.87 |
21,309.79 |
| PP |
20,921.42 |
20,921.42 |
20,921.42 |
20,983.57 |
| S1 |
20,672.80 |
20,672.80 |
20,889.87 |
20,797.11 |
| S2 |
20,408.74 |
20,408.74 |
20,842.88 |
|
| S3 |
19,896.06 |
20,160.12 |
20,795.88 |
|
| S4 |
19,383.38 |
19,647.44 |
20,654.90 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
27,716.45 |
26,718.43 |
21,440.29 |
|
| R3 |
24,764.64 |
23,766.62 |
20,628.54 |
|
| R2 |
21,812.83 |
21,812.83 |
20,357.96 |
|
| R1 |
20,814.81 |
20,814.81 |
20,087.37 |
21,313.82 |
| PP |
18,861.02 |
18,861.02 |
18,861.02 |
19,110.53 |
| S1 |
17,863.00 |
17,863.00 |
19,546.21 |
18,362.01 |
| S2 |
15,909.21 |
15,909.21 |
19,275.62 |
|
| S3 |
12,957.40 |
14,911.19 |
19,005.04 |
|
| S4 |
10,005.59 |
11,959.38 |
18,193.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,582.47 |
17,520.70 |
4,061.77 |
19.4% |
959.75 |
4.6% |
84% |
False |
False |
66,922 |
| 10 |
21,582.47 |
16,702.84 |
4,879.63 |
23.3% |
628.70 |
3.0% |
87% |
False |
False |
44,834 |
| 20 |
21,582.47 |
16,331.29 |
5,251.18 |
25.1% |
457.69 |
2.2% |
88% |
False |
False |
40,852 |
| 40 |
21,582.47 |
15,516.53 |
6,065.94 |
29.0% |
489.71 |
2.3% |
89% |
False |
False |
43,209 |
| 60 |
21,582.47 |
15,516.53 |
6,065.94 |
29.0% |
684.80 |
3.3% |
89% |
False |
False |
53,600 |
| 80 |
21,582.47 |
15,516.53 |
6,065.94 |
29.0% |
690.58 |
3.3% |
89% |
False |
False |
54,738 |
| 100 |
22,718.84 |
15,516.53 |
7,202.31 |
34.4% |
774.54 |
3.7% |
75% |
False |
False |
55,093 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
46.2% |
816.02 |
3.9% |
56% |
False |
False |
53,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,348.92 |
|
2.618 |
22,512.23 |
|
1.618 |
21,999.55 |
|
1.000 |
21,682.71 |
|
0.618 |
21,486.87 |
|
HIGH |
21,170.03 |
|
0.618 |
20,974.19 |
|
0.500 |
20,913.69 |
|
0.382 |
20,853.19 |
|
LOW |
20,657.35 |
|
0.618 |
20,340.51 |
|
1.000 |
20,144.67 |
|
1.618 |
19,827.83 |
|
2.618 |
19,315.15 |
|
4.250 |
18,478.46 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
20,929.14 |
21,032.25 |
| PP |
20,921.42 |
21,000.46 |
| S1 |
20,913.69 |
20,968.66 |
|