Trading Metrics calculated at close of trading on 27-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,180.0 |
4,184.0 |
4.0 |
0.1% |
4,140.0 |
High |
4,197.0 |
4,196.0 |
-1.0 |
0.0% |
4,197.0 |
Low |
4,167.0 |
4,159.0 |
-8.0 |
-0.2% |
4,123.0 |
Close |
4,179.0 |
4,182.0 |
3.0 |
0.1% |
4,182.0 |
Range |
30.0 |
37.0 |
7.0 |
23.3% |
74.0 |
ATR |
57.8 |
56.3 |
-1.5 |
-2.6% |
0.0 |
Volume |
760,981 |
793,799 |
32,818 |
4.3% |
3,529,132 |
|
Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,290.0 |
4,273.0 |
4,202.4 |
|
R3 |
4,253.0 |
4,236.0 |
4,192.2 |
|
R2 |
4,216.0 |
4,216.0 |
4,188.8 |
|
R1 |
4,199.0 |
4,199.0 |
4,185.4 |
4,189.0 |
PP |
4,179.0 |
4,179.0 |
4,179.0 |
4,174.0 |
S1 |
4,162.0 |
4,162.0 |
4,178.6 |
4,152.0 |
S2 |
4,142.0 |
4,142.0 |
4,175.2 |
|
S3 |
4,105.0 |
4,125.0 |
4,171.8 |
|
S4 |
4,068.0 |
4,088.0 |
4,161.7 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,389.3 |
4,359.7 |
4,222.7 |
|
R3 |
4,315.3 |
4,285.7 |
4,202.4 |
|
R2 |
4,241.3 |
4,241.3 |
4,195.6 |
|
R1 |
4,211.7 |
4,211.7 |
4,188.8 |
4,226.5 |
PP |
4,167.3 |
4,167.3 |
4,167.3 |
4,174.8 |
S1 |
4,137.7 |
4,137.7 |
4,175.2 |
4,152.5 |
S2 |
4,093.3 |
4,093.3 |
4,168.4 |
|
S3 |
4,019.3 |
4,063.7 |
4,161.7 |
|
S4 |
3,945.3 |
3,989.7 |
4,141.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,197.0 |
4,123.0 |
74.0 |
1.8% |
40.2 |
1.0% |
80% |
False |
False |
705,826 |
10 |
4,206.0 |
4,097.0 |
109.0 |
2.6% |
46.4 |
1.1% |
78% |
False |
False |
818,218 |
20 |
4,206.0 |
3,782.0 |
424.0 |
10.1% |
57.1 |
1.4% |
94% |
False |
False |
825,856 |
40 |
4,206.0 |
3,753.0 |
453.0 |
10.8% |
58.4 |
1.4% |
95% |
False |
False |
721,287 |
60 |
4,206.0 |
3,580.0 |
626.0 |
15.0% |
55.0 |
1.3% |
96% |
False |
False |
484,631 |
80 |
4,206.0 |
3,268.0 |
938.0 |
22.4% |
54.9 |
1.3% |
97% |
False |
False |
363,820 |
100 |
4,206.0 |
3,250.0 |
956.0 |
22.9% |
55.6 |
1.3% |
97% |
False |
False |
291,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,353.3 |
2.618 |
4,292.9 |
1.618 |
4,255.9 |
1.000 |
4,233.0 |
0.618 |
4,218.9 |
HIGH |
4,196.0 |
0.618 |
4,181.9 |
0.500 |
4,177.5 |
0.382 |
4,173.1 |
LOW |
4,159.0 |
0.618 |
4,136.1 |
1.000 |
4,122.0 |
1.618 |
4,099.1 |
2.618 |
4,062.1 |
4.250 |
4,001.8 |
|
|
Fisher Pivots for day following 27-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,180.5 |
4,174.7 |
PP |
4,179.0 |
4,167.3 |
S1 |
4,177.5 |
4,160.0 |
|