Trading Metrics calculated at close of trading on 17-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,148.0 |
4,165.0 |
17.0 |
0.4% |
4,043.0 |
High |
4,179.0 |
4,201.0 |
22.0 |
0.5% |
4,179.0 |
Low |
4,132.0 |
4,148.0 |
16.0 |
0.4% |
4,030.0 |
Close |
4,157.0 |
4,177.0 |
20.0 |
0.5% |
4,157.0 |
Range |
47.0 |
53.0 |
6.0 |
12.8% |
149.0 |
ATR |
63.5 |
62.8 |
-0.8 |
-1.2% |
0.0 |
Volume |
861,879 |
790,296 |
-71,583 |
-8.3% |
4,404,394 |
|
Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,334.3 |
4,308.7 |
4,206.2 |
|
R3 |
4,281.3 |
4,255.7 |
4,191.6 |
|
R2 |
4,228.3 |
4,228.3 |
4,186.7 |
|
R1 |
4,202.7 |
4,202.7 |
4,181.9 |
4,215.5 |
PP |
4,175.3 |
4,175.3 |
4,175.3 |
4,181.8 |
S1 |
4,149.7 |
4,149.7 |
4,172.1 |
4,162.5 |
S2 |
4,122.3 |
4,122.3 |
4,167.3 |
|
S3 |
4,069.3 |
4,096.7 |
4,162.4 |
|
S4 |
4,016.3 |
4,043.7 |
4,147.9 |
|
|
Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,569.0 |
4,512.0 |
4,239.0 |
|
R3 |
4,420.0 |
4,363.0 |
4,198.0 |
|
R2 |
4,271.0 |
4,271.0 |
4,184.3 |
|
R1 |
4,214.0 |
4,214.0 |
4,170.7 |
4,242.5 |
PP |
4,122.0 |
4,122.0 |
4,122.0 |
4,136.3 |
S1 |
4,065.0 |
4,065.0 |
4,143.3 |
4,093.5 |
S2 |
3,973.0 |
3,973.0 |
4,129.7 |
|
S3 |
3,824.0 |
3,916.0 |
4,116.0 |
|
S4 |
3,675.0 |
3,767.0 |
4,075.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,201.0 |
4,039.0 |
162.0 |
3.9% |
50.0 |
1.2% |
85% |
True |
False |
852,159 |
10 |
4,201.0 |
3,812.0 |
389.0 |
9.3% |
64.3 |
1.5% |
94% |
True |
False |
879,786 |
20 |
4,201.0 |
3,753.0 |
448.0 |
10.7% |
62.9 |
1.5% |
95% |
True |
False |
723,522 |
40 |
4,201.0 |
3,753.0 |
448.0 |
10.7% |
54.9 |
1.3% |
95% |
True |
False |
561,963 |
60 |
4,201.0 |
3,430.0 |
771.0 |
18.5% |
55.9 |
1.3% |
97% |
True |
False |
375,840 |
80 |
4,201.0 |
3,250.0 |
951.0 |
22.8% |
58.2 |
1.4% |
97% |
True |
False |
282,211 |
100 |
4,201.0 |
3,250.0 |
951.0 |
22.8% |
53.0 |
1.3% |
97% |
True |
False |
225,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,426.3 |
2.618 |
4,339.8 |
1.618 |
4,286.8 |
1.000 |
4,254.0 |
0.618 |
4,233.8 |
HIGH |
4,201.0 |
0.618 |
4,180.8 |
0.500 |
4,174.5 |
0.382 |
4,168.2 |
LOW |
4,148.0 |
0.618 |
4,115.2 |
1.000 |
4,095.0 |
1.618 |
4,062.2 |
2.618 |
4,009.2 |
4.250 |
3,922.8 |
|
|
Fisher Pivots for day following 17-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,176.2 |
4,169.2 |
PP |
4,175.3 |
4,161.3 |
S1 |
4,174.5 |
4,153.5 |
|