Trading Metrics calculated at close of trading on 24-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
3,987.00 |
4,036.50 |
49.50 |
1.2% |
4,020.00 |
High |
4,056.75 |
4,047.50 |
-9.25 |
-0.2% |
4,035.25 |
Low |
3,980.25 |
4,005.25 |
25.00 |
0.6% |
3,901.75 |
Close |
4,036.50 |
4,032.75 |
-3.75 |
-0.1% |
3,988.50 |
Range |
76.50 |
42.25 |
-34.25 |
-44.8% |
133.50 |
ATR |
71.73 |
69.62 |
-2.11 |
-2.9% |
0.00 |
Volume |
1,594,736 |
1,472,856 |
-121,880 |
-7.6% |
6,843,727 |
|
Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,155.25 |
4,136.25 |
4,056.00 |
|
R3 |
4,113.00 |
4,094.00 |
4,044.25 |
|
R2 |
4,070.75 |
4,070.75 |
4,040.50 |
|
R1 |
4,051.75 |
4,051.75 |
4,036.50 |
4,040.00 |
PP |
4,028.50 |
4,028.50 |
4,028.50 |
4,022.75 |
S1 |
4,009.50 |
4,009.50 |
4,029.00 |
3,998.00 |
S2 |
3,986.25 |
3,986.25 |
4,025.00 |
|
S3 |
3,944.00 |
3,967.25 |
4,021.25 |
|
S4 |
3,901.75 |
3,925.00 |
4,009.50 |
|
|
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 |
4,056.75 |
3,901.75 |
155.00 |
3.8% |
66.75 |
1.7% |
85% |
False |
False |
1,697,477 |
10 |
4,056.75 |
3,891.50 |
165.25 |
4.1% |
61.25 |
1.5% |
85% |
False |
False |
1,639,041 |
20 |
4,056.75 |
3,804.50 |
252.25 |
6.3% |
65.50 |
1.6% |
90% |
False |
False |
1,585,099 |
40 |
4,180.00 |
3,788.50 |
391.50 |
9.7% |
74.50 |
1.8% |
62% |
False |
False |
1,278,638 |
60 |
4,180.00 |
3,735.00 |
445.00 |
11.0% |
78.00 |
1.9% |
67% |
False |
False |
854,419 |
80 |
4,180.00 |
3,530.25 |
649.75 |
16.1% |
84.00 |
2.1% |
77% |
False |
False |
641,755 |
100 |
4,194.25 |
3,530.25 |
664.00 |
16.5% |
85.25 |
2.1% |
76% |
False |
False |
513,818 |
120 |
4,373.50 |
3,530.25 |
843.25 |
20.9% |
82.00 |
2.0% |
60% |
False |
False |
428,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,227.00 |
2.618 |
4,158.00 |
1.618 |
4,115.75 |
1.000 |
4,089.75 |
0.618 |
4,073.50 |
HIGH |
4,047.50 |
0.618 |
4,031.25 |
0.500 |
4,026.50 |
0.382 |
4,021.50 |
LOW |
4,005.25 |
0.618 |
3,979.25 |
1.000 |
3,963.00 |
1.618 |
3,937.00 |
2.618 |
3,894.75 |
4.250 |
3,825.75 |
|
|
Fisher Pivots for day following 24-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,030.50 |
4,016.50 |
PP |
4,028.50 |
4,000.50 |
S1 |
4,026.50 |
3,984.25 |
|