Trading Metrics calculated at close of trading on 13-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
3,991.75 |
4,003.00 |
11.25 |
0.3% |
3,918.50 |
High |
4,021.50 |
4,024.25 |
2.75 |
0.1% |
4,024.25 |
Low |
3,954.00 |
3,961.75 |
7.75 |
0.2% |
3,891.50 |
Close |
4,003.50 |
4,018.25 |
14.75 |
0.4% |
4,018.25 |
Range |
67.50 |
62.50 |
-5.00 |
-7.4% |
132.75 |
ATR |
74.70 |
73.83 |
-0.87 |
-1.2% |
0.00 |
Volume |
2,102,587 |
1,456,784 |
-645,803 |
-30.7% |
8,176,982 |
|
Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,189.00 |
4,166.00 |
4,052.50 |
|
R3 |
4,126.50 |
4,103.50 |
4,035.50 |
|
R2 |
4,064.00 |
4,064.00 |
4,029.75 |
|
R1 |
4,041.00 |
4,041.00 |
4,024.00 |
4,052.50 |
PP |
4,001.50 |
4,001.50 |
4,001.50 |
4,007.00 |
S1 |
3,978.50 |
3,978.50 |
4,012.50 |
3,990.00 |
S2 |
3,939.00 |
3,939.00 |
4,006.75 |
|
S3 |
3,876.50 |
3,916.00 |
4,001.00 |
|
S4 |
3,814.00 |
3,853.50 |
3,984.00 |
|
|
Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,376.25 |
4,330.00 |
4,091.25 |
|
R3 |
4,243.50 |
4,197.25 |
4,054.75 |
|
R2 |
4,110.75 |
4,110.75 |
4,042.50 |
|
R1 |
4,064.50 |
4,064.50 |
4,030.50 |
4,087.50 |
PP |
3,978.00 |
3,978.00 |
3,978.00 |
3,989.50 |
S1 |
3,931.75 |
3,931.75 |
4,006.00 |
3,955.00 |
S2 |
3,845.25 |
3,845.25 |
3,994.00 |
|
S3 |
3,712.50 |
3,799.00 |
3,981.75 |
|
S4 |
3,579.75 |
3,666.25 |
3,945.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,024.25 |
3,891.50 |
132.75 |
3.3% |
60.75 |
1.5% |
95% |
True |
False |
1,635,396 |
10 |
4,024.25 |
3,814.50 |
209.75 |
5.2% |
67.75 |
1.7% |
97% |
True |
False |
1,697,954 |
20 |
4,043.00 |
3,788.50 |
254.50 |
6.3% |
74.25 |
1.8% |
90% |
False |
False |
1,614,251 |
40 |
4,180.00 |
3,788.50 |
391.50 |
9.7% |
73.25 |
1.8% |
59% |
False |
False |
1,031,937 |
60 |
4,180.00 |
3,670.00 |
510.00 |
12.7% |
81.00 |
2.0% |
68% |
False |
False |
689,618 |
80 |
4,180.00 |
3,530.25 |
649.75 |
16.2% |
87.25 |
2.2% |
75% |
False |
False |
518,198 |
100 |
4,262.25 |
3,530.25 |
732.00 |
18.2% |
86.50 |
2.2% |
67% |
False |
False |
414,735 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.0% |
82.50 |
2.1% |
58% |
False |
False |
345,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,290.00 |
2.618 |
4,188.00 |
1.618 |
4,125.50 |
1.000 |
4,086.75 |
0.618 |
4,063.00 |
HIGH |
4,024.25 |
0.618 |
4,000.50 |
0.500 |
3,993.00 |
0.382 |
3,985.50 |
LOW |
3,961.75 |
0.618 |
3,923.00 |
1.000 |
3,899.25 |
1.618 |
3,860.50 |
2.618 |
3,798.00 |
4.250 |
3,696.00 |
|
|
Fisher Pivots for day following 13-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,009.75 |
4,005.25 |
PP |
4,001.50 |
3,992.25 |
S1 |
3,993.00 |
3,979.50 |
|