Trading Metrics calculated at close of trading on 18-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,020.00 |
4,008.50 |
-11.50 |
-0.3% |
3,918.50 |
High |
4,035.25 |
4,033.50 |
-1.75 |
0.0% |
4,024.25 |
Low |
3,996.75 |
3,943.75 |
-53.00 |
-1.3% |
3,891.50 |
Close |
4,009.50 |
3,945.75 |
-63.75 |
-1.6% |
4,018.25 |
Range |
38.50 |
89.75 |
51.25 |
133.1% |
132.75 |
ATR |
71.31 |
72.63 |
1.32 |
1.8% |
0.00 |
Volume |
1,423,931 |
1,902,551 |
478,620 |
33.6% |
8,176,982 |
|
Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,243.50 |
4,184.50 |
3,995.00 |
|
R3 |
4,153.75 |
4,094.75 |
3,970.50 |
|
R2 |
4,064.00 |
4,064.00 |
3,962.25 |
|
R1 |
4,005.00 |
4,005.00 |
3,954.00 |
3,989.50 |
PP |
3,974.25 |
3,974.25 |
3,974.25 |
3,966.75 |
S1 |
3,915.25 |
3,915.25 |
3,937.50 |
3,900.00 |
S2 |
3,884.50 |
3,884.50 |
3,929.25 |
|
S3 |
3,794.75 |
3,825.50 |
3,921.00 |
|
S4 |
3,705.00 |
3,735.75 |
3,896.50 |
|
|
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 |
3,934.50 |
100.75 |
2.6% |
63.25 |
1.6% |
11% |
False |
False |
1,656,924 |
10 |
4,035.25 |
3,819.00 |
216.25 |
5.5% |
66.50 |
1.7% |
59% |
False |
False |
1,712,174 |
20 |
4,035.25 |
3,788.50 |
246.75 |
6.3% |
69.75 |
1.8% |
64% |
False |
False |
1,571,459 |
40 |
4,180.00 |
3,788.50 |
391.50 |
9.9% |
73.25 |
1.9% |
40% |
False |
False |
1,114,603 |
60 |
4,180.00 |
3,670.00 |
510.00 |
12.9% |
80.25 |
2.0% |
54% |
False |
False |
744,976 |
80 |
4,180.00 |
3,530.25 |
649.75 |
16.5% |
86.25 |
2.2% |
64% |
False |
False |
559,706 |
100 |
4,262.25 |
3,530.25 |
732.00 |
18.6% |
86.75 |
2.2% |
57% |
False |
False |
447,993 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.4% |
82.50 |
2.1% |
49% |
False |
False |
373,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,415.00 |
2.618 |
4,268.50 |
1.618 |
4,178.75 |
1.000 |
4,123.25 |
0.618 |
4,089.00 |
HIGH |
4,033.50 |
0.618 |
3,999.25 |
0.500 |
3,988.50 |
0.382 |
3,978.00 |
LOW |
3,943.75 |
0.618 |
3,888.25 |
1.000 |
3,854.00 |
1.618 |
3,798.50 |
2.618 |
3,708.75 |
4.250 |
3,562.25 |
|
|
Fisher Pivots for day following 18-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,988.50 |
3,989.50 |
PP |
3,974.25 |
3,975.00 |
S1 |
3,960.00 |
3,960.25 |
|