Trading Metrics calculated at close of trading on 27-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,031.00 |
4,065.00 |
34.00 |
0.8% |
3,987.00 |
High |
4,077.00 |
4,109.25 |
32.25 |
0.8% |
4,109.25 |
Low |
4,027.25 |
4,057.25 |
30.00 |
0.7% |
3,963.25 |
Close |
4,075.50 |
4,084.25 |
8.75 |
0.2% |
4,084.25 |
Range |
49.75 |
52.00 |
2.25 |
4.5% |
146.00 |
ATR |
68.71 |
67.52 |
-1.19 |
-1.7% |
0.00 |
Volume |
1,613,804 |
1,587,936 |
-25,868 |
-1.6% |
8,029,847 |
|
Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,239.50 |
4,214.00 |
4,112.75 |
|
R3 |
4,187.50 |
4,162.00 |
4,098.50 |
|
R2 |
4,135.50 |
4,135.50 |
4,093.75 |
|
R1 |
4,110.00 |
4,110.00 |
4,089.00 |
4,122.75 |
PP |
4,083.50 |
4,083.50 |
4,083.50 |
4,090.00 |
S1 |
4,058.00 |
4,058.00 |
4,079.50 |
4,070.75 |
S2 |
4,031.50 |
4,031.50 |
4,074.75 |
|
S3 |
3,979.50 |
4,006.00 |
4,070.00 |
|
S4 |
3,927.50 |
3,954.00 |
4,055.75 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,490.25 |
4,433.25 |
4,164.50 |
|
R3 |
4,344.25 |
4,287.25 |
4,124.50 |
|
R2 |
4,198.25 |
4,198.25 |
4,111.00 |
|
R1 |
4,141.25 |
4,141.25 |
4,097.75 |
4,169.75 |
PP |
4,052.25 |
4,052.25 |
4,052.25 |
4,066.50 |
S1 |
3,995.25 |
3,995.25 |
4,070.75 |
4,023.75 |
S2 |
3,906.25 |
3,906.25 |
4,057.50 |
|
S3 |
3,760.25 |
3,849.25 |
4,044.00 |
|
S4 |
3,614.25 |
3,703.25 |
4,004.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,109.25 |
3,963.25 |
146.00 |
3.6% |
59.50 |
1.5% |
83% |
True |
False |
1,605,969 |
10 |
4,109.25 |
3,901.75 |
207.50 |
5.1% |
61.50 |
1.5% |
88% |
True |
False |
1,633,035 |
20 |
4,109.25 |
3,806.25 |
303.00 |
7.4% |
65.25 |
1.6% |
92% |
True |
False |
1,650,005 |
40 |
4,180.00 |
3,788.50 |
391.50 |
9.6% |
75.00 |
1.8% |
76% |
False |
False |
1,402,204 |
60 |
4,180.00 |
3,735.00 |
445.00 |
10.9% |
76.00 |
1.9% |
78% |
False |
False |
936,938 |
80 |
4,180.00 |
3,530.25 |
649.75 |
15.9% |
82.00 |
2.0% |
85% |
False |
False |
703,658 |
100 |
4,194.25 |
3,530.25 |
664.00 |
16.3% |
84.75 |
2.1% |
83% |
False |
False |
563,426 |
120 |
4,373.50 |
3,530.25 |
843.25 |
20.6% |
82.00 |
2.0% |
66% |
False |
False |
469,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,330.25 |
2.618 |
4,245.50 |
1.618 |
4,193.50 |
1.000 |
4,161.25 |
0.618 |
4,141.50 |
HIGH |
4,109.25 |
0.618 |
4,089.50 |
0.500 |
4,083.25 |
0.382 |
4,077.00 |
LOW |
4,057.25 |
0.618 |
4,025.00 |
1.000 |
4,005.25 |
1.618 |
3,973.00 |
2.618 |
3,921.00 |
4.250 |
3,836.25 |
|
|
Fisher Pivots for day following 27-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,084.00 |
4,068.25 |
PP |
4,083.50 |
4,052.25 |
S1 |
4,083.25 |
4,036.25 |
|