Trading Metrics calculated at close of trading on 20-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
3,945.25 |
3,925.00 |
-20.25 |
-0.5% |
4,020.00 |
High |
3,948.75 |
3,990.50 |
41.75 |
1.1% |
4,035.25 |
Low |
3,901.75 |
3,911.75 |
10.00 |
0.3% |
3,901.75 |
Close |
3,915.50 |
3,988.50 |
73.00 |
1.9% |
3,988.50 |
Range |
47.00 |
78.75 |
31.75 |
67.6% |
133.50 |
ATR |
70.80 |
71.36 |
0.57 |
0.8% |
0.00 |
Volume |
1,896,890 |
1,620,355 |
-276,535 |
-14.6% |
6,843,727 |
|
Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,199.75 |
4,173.00 |
4,031.75 |
|
R3 |
4,121.00 |
4,094.25 |
4,010.25 |
|
R2 |
4,042.25 |
4,042.25 |
4,003.00 |
|
R1 |
4,015.50 |
4,015.50 |
3,995.75 |
4,029.00 |
PP |
3,963.50 |
3,963.50 |
3,963.50 |
3,970.25 |
S1 |
3,936.75 |
3,936.75 |
3,981.25 |
3,950.00 |
S2 |
3,884.75 |
3,884.75 |
3,974.00 |
|
S3 |
3,806.00 |
3,858.00 |
3,966.75 |
|
S4 |
3,727.25 |
3,779.25 |
3,945.25 |
|
|
Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,375.75 |
4,315.50 |
4,062.00 |
|
R3 |
4,242.25 |
4,182.00 |
4,025.25 |
|
R2 |
4,108.75 |
4,108.75 |
4,013.00 |
|
R1 |
4,048.50 |
4,048.50 |
4,000.75 |
4,012.00 |
PP |
3,975.25 |
3,975.25 |
3,975.25 |
3,956.75 |
S1 |
3,915.00 |
3,915.00 |
3,976.25 |
3,878.50 |
S2 |
3,841.75 |
3,841.75 |
3,964.00 |
|
S3 |
3,708.25 |
3,781.50 |
3,951.75 |
|
S4 |
3,574.75 |
3,648.00 |
3,915.00 |
|
|
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 |
3.3% |
63.25 |
1.6% |
65% |
False |
False |
1,660,102 |
10 |
4,035.25 |
3,819.00 |
216.25 |
5.4% |
66.75 |
1.7% |
78% |
False |
False |
1,704,686 |
20 |
4,035.25 |
3,788.50 |
246.75 |
6.2% |
69.50 |
1.7% |
81% |
False |
False |
1,599,939 |
40 |
4,180.00 |
3,788.50 |
391.50 |
9.8% |
74.00 |
1.9% |
51% |
False |
False |
1,202,338 |
60 |
4,180.00 |
3,735.00 |
445.00 |
11.2% |
78.75 |
2.0% |
57% |
False |
False |
803,372 |
80 |
4,180.00 |
3,530.25 |
649.75 |
16.3% |
85.50 |
2.1% |
71% |
False |
False |
603,490 |
100 |
4,194.25 |
3,530.25 |
664.00 |
16.6% |
85.75 |
2.2% |
69% |
False |
False |
483,158 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
82.00 |
2.1% |
54% |
False |
False |
402,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,325.25 |
2.618 |
4,196.75 |
1.618 |
4,118.00 |
1.000 |
4,069.25 |
0.618 |
4,039.25 |
HIGH |
3,990.50 |
0.618 |
3,960.50 |
0.500 |
3,951.00 |
0.382 |
3,941.75 |
LOW |
3,911.75 |
0.618 |
3,863.00 |
1.000 |
3,833.00 |
1.618 |
3,784.25 |
2.618 |
3,705.50 |
4.250 |
3,577.00 |
|
|
Fisher Pivots for day following 20-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,976.00 |
3,981.50 |
PP |
3,963.50 |
3,974.50 |
S1 |
3,951.00 |
3,967.50 |
|