Trading Metrics calculated at close of trading on 19-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,008.50 |
3,945.25 |
-63.25 |
-1.6% |
3,918.50 |
High |
4,033.50 |
3,948.75 |
-84.75 |
-2.1% |
4,024.25 |
Low |
3,943.75 |
3,901.75 |
-42.00 |
-1.1% |
3,891.50 |
Close |
3,945.75 |
3,915.50 |
-30.25 |
-0.8% |
4,018.25 |
Range |
89.75 |
47.00 |
-42.75 |
-47.6% |
132.75 |
ATR |
72.63 |
70.80 |
-1.83 |
-2.5% |
0.00 |
Volume |
1,902,551 |
1,896,890 |
-5,661 |
-0.3% |
8,176,982 |
|
Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,063.00 |
4,036.25 |
3,941.25 |
|
R3 |
4,016.00 |
3,989.25 |
3,928.50 |
|
R2 |
3,969.00 |
3,969.00 |
3,924.00 |
|
R1 |
3,942.25 |
3,942.25 |
3,919.75 |
3,932.00 |
PP |
3,922.00 |
3,922.00 |
3,922.00 |
3,917.00 |
S1 |
3,895.25 |
3,895.25 |
3,911.25 |
3,885.00 |
S2 |
3,875.00 |
3,875.00 |
3,907.00 |
|
S3 |
3,828.00 |
3,848.25 |
3,902.50 |
|
S4 |
3,781.00 |
3,801.25 |
3,889.75 |
|
|
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 |
3,901.75 |
133.50 |
3.4% |
61.00 |
1.6% |
10% |
False |
True |
1,756,548 |
10 |
4,035.25 |
3,819.00 |
216.25 |
5.5% |
65.25 |
1.7% |
45% |
False |
False |
1,710,648 |
20 |
4,035.25 |
3,788.50 |
246.75 |
6.3% |
68.50 |
1.8% |
51% |
False |
False |
1,596,015 |
40 |
4,180.00 |
3,788.50 |
391.50 |
10.0% |
73.25 |
1.9% |
32% |
False |
False |
1,161,892 |
60 |
4,180.00 |
3,735.00 |
445.00 |
11.4% |
78.75 |
2.0% |
41% |
False |
False |
776,462 |
80 |
4,180.00 |
3,530.25 |
649.75 |
16.6% |
85.50 |
2.2% |
59% |
False |
False |
583,275 |
100 |
4,262.25 |
3,530.25 |
732.00 |
18.7% |
86.75 |
2.2% |
53% |
False |
False |
466,962 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.5% |
81.75 |
2.1% |
46% |
False |
False |
389,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,148.50 |
2.618 |
4,071.75 |
1.618 |
4,024.75 |
1.000 |
3,995.75 |
0.618 |
3,977.75 |
HIGH |
3,948.75 |
0.618 |
3,930.75 |
0.500 |
3,925.25 |
0.382 |
3,919.75 |
LOW |
3,901.75 |
0.618 |
3,872.75 |
1.000 |
3,854.75 |
1.618 |
3,825.75 |
2.618 |
3,778.75 |
4.250 |
3,702.00 |
|
|
Fisher Pivots for day following 19-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,925.25 |
3,968.50 |
PP |
3,922.00 |
3,950.75 |
S1 |
3,918.75 |
3,933.25 |
|