Trading Metrics calculated at close of trading on 30-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,184.0 |
4,181.0 |
-3.0 |
-0.1% |
4,140.0 |
High |
4,196.0 |
4,182.0 |
-14.0 |
-0.3% |
4,197.0 |
Low |
4,159.0 |
4,127.0 |
-32.0 |
-0.8% |
4,123.0 |
Close |
4,182.0 |
4,166.0 |
-16.0 |
-0.4% |
4,182.0 |
Range |
37.0 |
55.0 |
18.0 |
48.6% |
74.0 |
ATR |
56.3 |
56.2 |
-0.1 |
-0.2% |
0.0 |
Volume |
793,799 |
781,707 |
-12,092 |
-1.5% |
3,529,132 |
|
Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,323.3 |
4,299.7 |
4,196.3 |
|
R3 |
4,268.3 |
4,244.7 |
4,181.1 |
|
R2 |
4,213.3 |
4,213.3 |
4,176.1 |
|
R1 |
4,189.7 |
4,189.7 |
4,171.0 |
4,174.0 |
PP |
4,158.3 |
4,158.3 |
4,158.3 |
4,150.5 |
S1 |
4,134.7 |
4,134.7 |
4,161.0 |
4,119.0 |
S2 |
4,103.3 |
4,103.3 |
4,155.9 |
|
S3 |
4,048.3 |
4,079.7 |
4,150.9 |
|
S4 |
3,993.3 |
4,024.7 |
4,135.8 |
|
|
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% |
42.8 |
1.0% |
58% |
False |
False |
751,979 |
10 |
4,206.0 |
4,097.0 |
109.0 |
2.6% |
47.2 |
1.1% |
63% |
False |
False |
810,200 |
20 |
4,206.0 |
3,782.0 |
424.0 |
10.2% |
56.5 |
1.4% |
91% |
False |
False |
828,954 |
40 |
4,206.0 |
3,753.0 |
453.0 |
10.9% |
57.9 |
1.4% |
91% |
False |
False |
740,127 |
60 |
4,206.0 |
3,580.0 |
626.0 |
15.0% |
54.6 |
1.3% |
94% |
False |
False |
497,658 |
80 |
4,206.0 |
3,268.0 |
938.0 |
22.5% |
55.1 |
1.3% |
96% |
False |
False |
373,591 |
100 |
4,206.0 |
3,250.0 |
956.0 |
22.9% |
55.7 |
1.3% |
96% |
False |
False |
298,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,415.8 |
2.618 |
4,326.0 |
1.618 |
4,271.0 |
1.000 |
4,237.0 |
0.618 |
4,216.0 |
HIGH |
4,182.0 |
0.618 |
4,161.0 |
0.500 |
4,154.5 |
0.382 |
4,148.0 |
LOW |
4,127.0 |
0.618 |
4,093.0 |
1.000 |
4,072.0 |
1.618 |
4,038.0 |
2.618 |
3,983.0 |
4.250 |
3,893.3 |
|
|
Fisher Pivots for day following 30-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,162.2 |
4,164.7 |
PP |
4,158.3 |
4,163.3 |
S1 |
4,154.5 |
4,162.0 |
|