Trading Metrics calculated at close of trading on 26-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,039.00 |
4,031.00 |
-8.00 |
-0.2% |
4,020.00 |
High |
4,040.50 |
4,077.00 |
36.50 |
0.9% |
4,035.25 |
Low |
3,963.25 |
4,027.25 |
64.00 |
1.6% |
3,901.75 |
Close |
4,032.00 |
4,075.50 |
43.50 |
1.1% |
3,988.50 |
Range |
77.25 |
49.75 |
-27.50 |
-35.6% |
133.50 |
ATR |
70.17 |
68.71 |
-1.46 |
-2.1% |
0.00 |
Volume |
1,760,515 |
1,613,804 |
-146,711 |
-8.3% |
6,843,727 |
|
Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,209.25 |
4,192.00 |
4,102.75 |
|
R3 |
4,159.50 |
4,142.25 |
4,089.25 |
|
R2 |
4,109.75 |
4,109.75 |
4,084.50 |
|
R1 |
4,092.50 |
4,092.50 |
4,080.00 |
4,101.00 |
PP |
4,060.00 |
4,060.00 |
4,060.00 |
4,064.25 |
S1 |
4,042.75 |
4,042.75 |
4,071.00 |
4,051.50 |
S2 |
4,010.25 |
4,010.25 |
4,066.50 |
|
S3 |
3,960.50 |
3,993.00 |
4,061.75 |
|
S4 |
3,910.75 |
3,943.25 |
4,048.25 |
|
|
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 |
4,077.00 |
3,911.75 |
165.25 |
4.1% |
65.00 |
1.6% |
99% |
True |
False |
1,612,453 |
10 |
4,077.00 |
3,901.75 |
175.25 |
4.3% |
63.00 |
1.5% |
99% |
True |
False |
1,684,500 |
20 |
4,077.00 |
3,804.50 |
272.50 |
6.7% |
66.25 |
1.6% |
99% |
True |
False |
1,634,748 |
40 |
4,180.00 |
3,788.50 |
391.50 |
9.6% |
75.00 |
1.8% |
73% |
False |
False |
1,362,747 |
60 |
4,180.00 |
3,735.00 |
445.00 |
10.9% |
76.00 |
1.9% |
77% |
False |
False |
910,506 |
80 |
4,180.00 |
3,530.25 |
649.75 |
15.9% |
83.00 |
2.0% |
84% |
False |
False |
683,845 |
100 |
4,194.25 |
3,530.25 |
664.00 |
16.3% |
85.25 |
2.1% |
82% |
False |
False |
547,554 |
120 |
4,373.50 |
3,530.25 |
843.25 |
20.7% |
82.25 |
2.0% |
65% |
False |
False |
456,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,288.50 |
2.618 |
4,207.25 |
1.618 |
4,157.50 |
1.000 |
4,126.75 |
0.618 |
4,107.75 |
HIGH |
4,077.00 |
0.618 |
4,058.00 |
0.500 |
4,052.00 |
0.382 |
4,046.25 |
LOW |
4,027.25 |
0.618 |
3,996.50 |
1.000 |
3,977.50 |
1.618 |
3,946.75 |
2.618 |
3,897.00 |
4.250 |
3,815.75 |
|
|
Fisher Pivots for day following 26-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,067.75 |
4,057.00 |
PP |
4,060.00 |
4,038.50 |
S1 |
4,052.00 |
4,020.00 |
|