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 |
4,003.00 |
4,020.00 |
17.00 |
0.4% |
3,918.50 |
High |
4,024.25 |
4,035.25 |
11.00 |
0.3% |
4,024.25 |
Low |
3,961.75 |
3,996.75 |
35.00 |
0.9% |
3,891.50 |
Close |
4,018.25 |
4,009.50 |
-8.75 |
-0.2% |
4,018.25 |
Range |
62.50 |
38.50 |
-24.00 |
-38.4% |
132.75 |
ATR |
73.83 |
71.31 |
-2.52 |
-3.4% |
0.00 |
Volume |
1,456,784 |
1,423,931 |
-32,853 |
-2.3% |
8,176,982 |
|
Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,129.25 |
4,108.00 |
4,030.75 |
|
R3 |
4,090.75 |
4,069.50 |
4,020.00 |
|
R2 |
4,052.25 |
4,052.25 |
4,016.50 |
|
R1 |
4,031.00 |
4,031.00 |
4,013.00 |
4,022.50 |
PP |
4,013.75 |
4,013.75 |
4,013.75 |
4,009.50 |
S1 |
3,992.50 |
3,992.50 |
4,006.00 |
3,984.00 |
S2 |
3,975.25 |
3,975.25 |
4,002.50 |
|
S3 |
3,936.75 |
3,954.00 |
3,999.00 |
|
S4 |
3,898.25 |
3,915.50 |
3,988.25 |
|
|
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 |
4,035.25 |
3,891.50 |
143.75 |
3.6% |
55.75 |
1.4% |
82% |
True |
False |
1,580,605 |
10 |
4,035.25 |
3,814.50 |
220.75 |
5.5% |
66.75 |
1.7% |
88% |
True |
False |
1,700,166 |
20 |
4,035.25 |
3,788.50 |
246.75 |
6.2% |
69.25 |
1.7% |
90% |
True |
False |
1,574,616 |
40 |
4,180.00 |
3,788.50 |
391.50 |
9.8% |
73.00 |
1.8% |
56% |
False |
False |
1,067,301 |
60 |
4,180.00 |
3,670.00 |
510.00 |
12.7% |
80.25 |
2.0% |
67% |
False |
False |
713,319 |
80 |
4,180.00 |
3,530.25 |
649.75 |
16.2% |
86.00 |
2.1% |
74% |
False |
False |
535,951 |
100 |
4,262.25 |
3,530.25 |
732.00 |
18.3% |
86.50 |
2.2% |
65% |
False |
False |
428,969 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.0% |
82.50 |
2.1% |
57% |
False |
False |
357,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,199.00 |
2.618 |
4,136.00 |
1.618 |
4,097.50 |
1.000 |
4,073.75 |
0.618 |
4,059.00 |
HIGH |
4,035.25 |
0.618 |
4,020.50 |
0.500 |
4,016.00 |
0.382 |
4,011.50 |
LOW |
3,996.75 |
0.618 |
3,973.00 |
1.000 |
3,958.25 |
1.618 |
3,934.50 |
2.618 |
3,896.00 |
4.250 |
3,833.00 |
|
|
Fisher Pivots for day following 17-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,016.00 |
4,004.50 |
PP |
4,013.75 |
3,999.50 |
S1 |
4,011.75 |
3,994.50 |
|