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 |
1,892.3 |
1,899.1 |
6.8 |
0.4% |
1,899.5 |
High |
1,902.4 |
1,923.3 |
20.9 |
1.1% |
1,916.5 |
Low |
1,862.8 |
1,886.6 |
23.8 |
1.3% |
1,832.2 |
Close |
1,899.5 |
1,910.5 |
11.0 |
0.6% |
1,876.0 |
Range |
39.6 |
36.7 |
-2.9 |
-7.3% |
84.3 |
ATR |
37.7 |
37.6 |
-0.1 |
-0.2% |
0.0 |
Volume |
176,900 |
174,525 |
-2,375 |
-1.3% |
799,105 |
|
Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,016.9 |
2,000.4 |
1,930.7 |
|
R3 |
1,980.2 |
1,963.7 |
1,920.6 |
|
R2 |
1,943.5 |
1,943.5 |
1,917.2 |
|
R1 |
1,927.0 |
1,927.0 |
1,913.9 |
1,935.3 |
PP |
1,906.8 |
1,906.8 |
1,906.8 |
1,910.9 |
S1 |
1,890.3 |
1,890.3 |
1,907.1 |
1,898.6 |
S2 |
1,870.1 |
1,870.1 |
1,903.8 |
|
S3 |
1,833.4 |
1,853.6 |
1,900.4 |
|
S4 |
1,796.7 |
1,816.9 |
1,890.3 |
|
|
Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,127.8 |
2,086.2 |
1,922.4 |
|
R3 |
2,043.5 |
2,001.9 |
1,899.2 |
|
R2 |
1,959.2 |
1,959.2 |
1,891.5 |
|
R1 |
1,917.6 |
1,917.6 |
1,883.7 |
1,896.3 |
PP |
1,874.9 |
1,874.9 |
1,874.9 |
1,864.2 |
S1 |
1,833.3 |
1,833.3 |
1,868.3 |
1,812.0 |
S2 |
1,790.6 |
1,790.6 |
1,860.5 |
|
S3 |
1,706.3 |
1,749.0 |
1,852.8 |
|
S4 |
1,622.0 |
1,664.7 |
1,829.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,923.3 |
1,836.2 |
87.1 |
4.6% |
34.7 |
1.8% |
85% |
True |
False |
174,290 |
10 |
1,923.3 |
1,832.2 |
91.1 |
4.8% |
35.7 |
1.9% |
86% |
True |
False |
188,997 |
20 |
1,923.3 |
1,731.2 |
192.1 |
10.1% |
37.0 |
1.9% |
93% |
True |
False |
182,163 |
40 |
1,923.3 |
1,730.8 |
192.5 |
10.1% |
40.2 |
2.1% |
93% |
True |
False |
155,954 |
60 |
1,927.6 |
1,730.8 |
196.8 |
10.3% |
40.6 |
2.1% |
91% |
False |
False |
104,087 |
80 |
1,927.6 |
1,658.9 |
268.7 |
14.1% |
43.8 |
2.3% |
94% |
False |
False |
78,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,079.3 |
2.618 |
2,019.4 |
1.618 |
1,982.7 |
1.000 |
1,960.0 |
0.618 |
1,946.0 |
HIGH |
1,923.3 |
0.618 |
1,909.3 |
0.500 |
1,905.0 |
0.382 |
1,900.6 |
LOW |
1,886.6 |
0.618 |
1,863.9 |
1.000 |
1,849.9 |
1.618 |
1,827.2 |
2.618 |
1,790.5 |
4.250 |
1,730.6 |
|
|
Fisher Pivots for day following 26-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,908.7 |
1,904.7 |
PP |
1,906.8 |
1,898.9 |
S1 |
1,905.0 |
1,893.1 |
|