Trading Metrics calculated at close of trading on 31-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,077.00 |
4,039.25 |
-37.75 |
-0.9% |
3,987.00 |
High |
4,086.00 |
4,091.25 |
5.25 |
0.1% |
4,109.25 |
Low |
4,029.50 |
4,007.50 |
-22.00 |
-0.5% |
3,963.25 |
Close |
4,032.50 |
4,090.00 |
57.50 |
1.4% |
4,084.25 |
Range |
56.50 |
83.75 |
27.25 |
48.2% |
146.00 |
ATR |
66.73 |
67.95 |
1.22 |
1.8% |
0.00 |
Volume |
1,786,112 |
1,790,751 |
4,639 |
0.3% |
8,029,847 |
|
Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,314.25 |
4,285.75 |
4,136.00 |
|
R3 |
4,230.50 |
4,202.00 |
4,113.00 |
|
R2 |
4,146.75 |
4,146.75 |
4,105.25 |
|
R1 |
4,118.25 |
4,118.25 |
4,097.75 |
4,132.50 |
PP |
4,063.00 |
4,063.00 |
4,063.00 |
4,070.00 |
S1 |
4,034.50 |
4,034.50 |
4,082.25 |
4,048.75 |
S2 |
3,979.25 |
3,979.25 |
4,074.75 |
|
S3 |
3,895.50 |
3,950.75 |
4,067.00 |
|
S4 |
3,811.75 |
3,867.00 |
4,044.00 |
|
|
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% |
63.75 |
1.6% |
87% |
False |
False |
1,707,823 |
10 |
4,109.25 |
3,901.75 |
207.50 |
5.1% |
65.25 |
1.6% |
91% |
False |
False |
1,702,650 |
20 |
4,109.25 |
3,814.50 |
294.75 |
7.2% |
66.00 |
1.6% |
93% |
False |
False |
1,701,408 |
40 |
4,180.00 |
3,788.50 |
391.50 |
9.6% |
73.50 |
1.8% |
77% |
False |
False |
1,490,294 |
60 |
4,180.00 |
3,735.00 |
445.00 |
10.9% |
74.75 |
1.8% |
80% |
False |
False |
996,389 |
80 |
4,180.00 |
3,530.25 |
649.75 |
15.9% |
81.00 |
2.0% |
86% |
False |
False |
748,278 |
100 |
4,194.25 |
3,530.25 |
664.00 |
16.2% |
84.25 |
2.1% |
84% |
False |
False |
599,178 |
120 |
4,373.50 |
3,530.25 |
843.25 |
20.6% |
82.50 |
2.0% |
66% |
False |
False |
499,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,447.25 |
2.618 |
4,310.50 |
1.618 |
4,226.75 |
1.000 |
4,175.00 |
0.618 |
4,143.00 |
HIGH |
4,091.25 |
0.618 |
4,059.25 |
0.500 |
4,049.50 |
0.382 |
4,039.50 |
LOW |
4,007.50 |
0.618 |
3,955.75 |
1.000 |
3,923.75 |
1.618 |
3,872.00 |
2.618 |
3,788.25 |
4.250 |
3,651.50 |
|
|
Fisher Pivots for day following 31-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,076.50 |
4,079.50 |
PP |
4,063.00 |
4,069.00 |
S1 |
4,049.50 |
4,058.50 |
|