Trading Metrics calculated at close of trading on 20-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,153.0 |
4,119.0 |
-34.0 |
-0.8% |
4,165.0 |
High |
4,166.0 |
4,148.0 |
-18.0 |
-0.4% |
4,206.0 |
Low |
4,097.0 |
4,104.0 |
7.0 |
0.2% |
4,097.0 |
Close |
4,103.0 |
4,124.0 |
21.0 |
0.5% |
4,124.0 |
Range |
69.0 |
44.0 |
-25.0 |
-36.2% |
109.0 |
ATR |
63.4 |
62.1 |
-1.3 |
-2.1% |
0.0 |
Volume |
1,230,328 |
897,263 |
-333,065 |
-27.1% |
3,791,170 |
|
Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,257.3 |
4,234.7 |
4,148.2 |
|
R3 |
4,213.3 |
4,190.7 |
4,136.1 |
|
R2 |
4,169.3 |
4,169.3 |
4,132.1 |
|
R1 |
4,146.7 |
4,146.7 |
4,128.0 |
4,158.0 |
PP |
4,125.3 |
4,125.3 |
4,125.3 |
4,131.0 |
S1 |
4,102.7 |
4,102.7 |
4,120.0 |
4,114.0 |
S2 |
4,081.3 |
4,081.3 |
4,115.9 |
|
S3 |
4,037.3 |
4,058.7 |
4,111.9 |
|
S4 |
3,993.3 |
4,014.7 |
4,099.8 |
|
|
Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,469.3 |
4,405.7 |
4,184.0 |
|
R3 |
4,360.3 |
4,296.7 |
4,154.0 |
|
R2 |
4,251.3 |
4,251.3 |
4,144.0 |
|
R1 |
4,187.7 |
4,187.7 |
4,134.0 |
4,165.0 |
PP |
4,142.3 |
4,142.3 |
4,142.3 |
4,131.0 |
S1 |
4,078.7 |
4,078.7 |
4,114.0 |
4,056.0 |
S2 |
4,033.3 |
4,033.3 |
4,104.0 |
|
S3 |
3,924.3 |
3,969.7 |
4,094.0 |
|
S4 |
3,815.3 |
3,860.7 |
4,064.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,206.0 |
4,097.0 |
109.0 |
2.6% |
52.6 |
1.3% |
25% |
False |
False |
930,609 |
10 |
4,206.0 |
3,958.0 |
248.0 |
6.0% |
55.8 |
1.4% |
67% |
False |
False |
900,857 |
20 |
4,206.0 |
3,782.0 |
424.0 |
10.3% |
61.7 |
1.5% |
81% |
False |
False |
752,882 |
40 |
4,206.0 |
3,753.0 |
453.0 |
11.0% |
56.3 |
1.4% |
82% |
False |
False |
635,649 |
60 |
4,206.0 |
3,569.0 |
637.0 |
15.4% |
55.0 |
1.3% |
87% |
False |
False |
425,817 |
80 |
4,206.0 |
3,250.0 |
956.0 |
23.2% |
57.4 |
1.4% |
91% |
False |
False |
319,719 |
100 |
4,206.0 |
3,250.0 |
956.0 |
23.2% |
53.9 |
1.3% |
91% |
False |
False |
255,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,335.0 |
2.618 |
4,263.2 |
1.618 |
4,219.2 |
1.000 |
4,192.0 |
0.618 |
4,175.2 |
HIGH |
4,148.0 |
0.618 |
4,131.2 |
0.500 |
4,126.0 |
0.382 |
4,120.8 |
LOW |
4,104.0 |
0.618 |
4,076.8 |
1.000 |
4,060.0 |
1.618 |
4,032.8 |
2.618 |
3,988.8 |
4.250 |
3,917.0 |
|
|
Fisher Pivots for day following 20-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,126.0 |
4,151.5 |
PP |
4,125.3 |
4,142.3 |
S1 |
4,124.7 |
4,133.2 |
|