| Trading Metrics calculated at close of trading on 17-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1,886.0 |
1,899.5 |
13.5 |
0.7% |
1,802.9 |
| High |
1,900.8 |
1,905.6 |
4.8 |
0.3% |
1,900.8 |
| Low |
1,867.3 |
1,887.9 |
20.6 |
1.1% |
1,795.7 |
| Close |
1,898.1 |
1,894.9 |
-3.2 |
-0.2% |
1,898.1 |
| Range |
33.5 |
17.7 |
-15.8 |
-47.2% |
105.1 |
| ATR |
39.8 |
38.2 |
-1.6 |
-4.0% |
0.0 |
| Volume |
166,921 |
173,419 |
6,498 |
3.9% |
899,772 |
|
| Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,949.2 |
1,939.8 |
1,904.6 |
|
| R3 |
1,931.5 |
1,922.1 |
1,899.8 |
|
| R2 |
1,913.8 |
1,913.8 |
1,898.1 |
|
| R1 |
1,904.4 |
1,904.4 |
1,896.5 |
1,900.3 |
| PP |
1,896.1 |
1,896.1 |
1,896.1 |
1,894.1 |
| S1 |
1,886.7 |
1,886.7 |
1,893.3 |
1,882.6 |
| S2 |
1,878.4 |
1,878.4 |
1,891.7 |
|
| S3 |
1,860.7 |
1,869.0 |
1,890.0 |
|
| S4 |
1,843.0 |
1,851.3 |
1,885.2 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.2 |
2,144.2 |
1,955.9 |
|
| R3 |
2,075.1 |
2,039.1 |
1,927.0 |
|
| R2 |
1,970.0 |
1,970.0 |
1,917.4 |
|
| R1 |
1,934.0 |
1,934.0 |
1,907.7 |
1,952.0 |
| PP |
1,864.9 |
1,864.9 |
1,864.9 |
1,873.9 |
| S1 |
1,828.9 |
1,828.9 |
1,888.5 |
1,846.9 |
| S2 |
1,759.8 |
1,759.8 |
1,878.8 |
|
| S3 |
1,654.7 |
1,723.8 |
1,869.2 |
|
| S4 |
1,549.6 |
1,618.7 |
1,840.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,905.6 |
1,795.7 |
109.9 |
5.8% |
31.9 |
1.7% |
90% |
True |
False |
182,728 |
| 10 |
1,905.6 |
1,745.4 |
160.2 |
8.5% |
36.6 |
1.9% |
93% |
True |
False |
191,409 |
| 20 |
1,905.6 |
1,730.8 |
174.8 |
9.2% |
37.7 |
2.0% |
94% |
True |
False |
173,874 |
| 40 |
1,921.3 |
1,730.8 |
190.5 |
10.1% |
38.8 |
2.0% |
86% |
False |
False |
123,382 |
| 60 |
1,927.6 |
1,711.7 |
215.9 |
11.4% |
42.1 |
2.2% |
85% |
False |
False |
82,318 |
| 80 |
1,927.6 |
1,658.9 |
268.7 |
14.2% |
45.7 |
2.4% |
88% |
False |
False |
61,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,980.8 |
|
2.618 |
1,951.9 |
|
1.618 |
1,934.2 |
|
1.000 |
1,923.3 |
|
0.618 |
1,916.5 |
|
HIGH |
1,905.6 |
|
0.618 |
1,898.8 |
|
0.500 |
1,896.8 |
|
0.382 |
1,894.7 |
|
LOW |
1,887.9 |
|
0.618 |
1,877.0 |
|
1.000 |
1,870.2 |
|
1.618 |
1,859.3 |
|
2.618 |
1,841.6 |
|
4.250 |
1,812.7 |
|
|
| Fisher Pivots for day following 17-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,896.8 |
1,888.1 |
| PP |
1,896.1 |
1,881.2 |
| S1 |
1,895.5 |
1,874.4 |
|