Trading Metrics calculated at close of trading on 30-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,065.00 |
4,077.00 |
12.00 |
0.3% |
3,987.00 |
High |
4,109.25 |
4,086.00 |
-23.25 |
-0.6% |
4,109.25 |
Low |
4,057.25 |
4,029.50 |
-27.75 |
-0.7% |
3,963.25 |
Close |
4,084.25 |
4,032.50 |
-51.75 |
-1.3% |
4,084.25 |
Range |
52.00 |
56.50 |
4.50 |
8.7% |
146.00 |
ATR |
67.52 |
66.73 |
-0.79 |
-1.2% |
0.00 |
Volume |
1,587,936 |
1,786,112 |
198,176 |
12.5% |
8,029,847 |
|
Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,218.75 |
4,182.25 |
4,063.50 |
|
R3 |
4,162.25 |
4,125.75 |
4,048.00 |
|
R2 |
4,105.75 |
4,105.75 |
4,042.75 |
|
R1 |
4,069.25 |
4,069.25 |
4,037.75 |
4,059.25 |
PP |
4,049.25 |
4,049.25 |
4,049.25 |
4,044.50 |
S1 |
4,012.75 |
4,012.75 |
4,027.25 |
4,002.75 |
S2 |
3,992.75 |
3,992.75 |
4,022.25 |
|
S3 |
3,936.25 |
3,956.25 |
4,017.00 |
|
S4 |
3,879.75 |
3,899.75 |
4,001.50 |
|
|
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% |
55.50 |
1.4% |
47% |
False |
False |
1,644,244 |
10 |
4,109.25 |
3,901.75 |
207.50 |
5.1% |
60.75 |
1.5% |
63% |
False |
False |
1,665,968 |
20 |
4,109.25 |
3,814.50 |
294.75 |
7.3% |
64.25 |
1.6% |
74% |
False |
False |
1,681,961 |
40 |
4,180.00 |
3,788.50 |
391.50 |
9.7% |
72.75 |
1.8% |
62% |
False |
False |
1,446,264 |
60 |
4,180.00 |
3,735.00 |
445.00 |
11.0% |
75.75 |
1.9% |
67% |
False |
False |
966,661 |
80 |
4,180.00 |
3,530.25 |
649.75 |
16.1% |
81.00 |
2.0% |
77% |
False |
False |
725,951 |
100 |
4,194.25 |
3,530.25 |
664.00 |
16.5% |
84.50 |
2.1% |
76% |
False |
False |
581,276 |
120 |
4,373.50 |
3,530.25 |
843.25 |
20.9% |
82.00 |
2.0% |
60% |
False |
False |
484,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,326.00 |
2.618 |
4,234.00 |
1.618 |
4,177.50 |
1.000 |
4,142.50 |
0.618 |
4,121.00 |
HIGH |
4,086.00 |
0.618 |
4,064.50 |
0.500 |
4,057.75 |
0.382 |
4,051.00 |
LOW |
4,029.50 |
0.618 |
3,994.50 |
1.000 |
3,973.00 |
1.618 |
3,938.00 |
2.618 |
3,881.50 |
4.250 |
3,789.50 |
|
|
Fisher Pivots for day following 30-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,057.75 |
4,068.25 |
PP |
4,049.25 |
4,056.25 |
S1 |
4,041.00 |
4,044.50 |
|