Trading Metrics calculated at close of trading on 13-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,025.00 |
4,035.75 |
10.75 |
0.3% |
3,949.75 |
High |
4,056.00 |
4,058.75 |
2.75 |
0.1% |
4,058.75 |
Low |
3,991.00 |
3,996.75 |
5.75 |
0.1% |
3,925.75 |
Close |
4,038.25 |
4,053.00 |
14.75 |
0.4% |
4,053.00 |
Range |
65.00 |
62.00 |
-3.00 |
-4.6% |
133.00 |
ATR |
73.14 |
72.34 |
-0.80 |
-1.1% |
0.00 |
Volume |
3,008 |
1,695 |
-1,313 |
-43.7% |
7,823 |
|
Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,222.25 |
4,199.50 |
4,087.00 |
|
R3 |
4,160.25 |
4,137.50 |
4,070.00 |
|
R2 |
4,098.25 |
4,098.25 |
4,064.25 |
|
R1 |
4,075.50 |
4,075.50 |
4,058.75 |
4,087.00 |
PP |
4,036.25 |
4,036.25 |
4,036.25 |
4,041.75 |
S1 |
4,013.50 |
4,013.50 |
4,047.25 |
4,025.00 |
S2 |
3,974.25 |
3,974.25 |
4,041.75 |
|
S3 |
3,912.25 |
3,951.50 |
4,036.00 |
|
S4 |
3,850.25 |
3,889.50 |
4,019.00 |
|
|
Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,411.50 |
4,365.25 |
4,126.25 |
|
R3 |
4,278.50 |
4,232.25 |
4,089.50 |
|
R2 |
4,145.50 |
4,145.50 |
4,077.50 |
|
R1 |
4,099.25 |
4,099.25 |
4,065.25 |
4,122.50 |
PP |
4,012.50 |
4,012.50 |
4,012.50 |
4,024.00 |
S1 |
3,966.25 |
3,966.25 |
4,040.75 |
3,989.50 |
S2 |
3,879.50 |
3,879.50 |
4,028.50 |
|
S3 |
3,746.50 |
3,833.25 |
4,016.50 |
|
S4 |
3,613.50 |
3,700.25 |
3,979.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,058.75 |
3,925.75 |
133.00 |
3.3% |
60.00 |
1.5% |
96% |
True |
False |
1,564 |
10 |
4,058.75 |
3,848.25 |
210.50 |
5.2% |
67.00 |
1.7% |
97% |
True |
False |
1,726 |
20 |
4,077.00 |
3,821.50 |
255.50 |
6.3% |
73.50 |
1.8% |
91% |
False |
False |
1,464 |
40 |
4,202.00 |
3,821.50 |
380.50 |
9.4% |
70.75 |
1.7% |
61% |
False |
False |
908 |
60 |
4,202.00 |
3,705.50 |
496.50 |
12.3% |
78.25 |
1.9% |
70% |
False |
False |
648 |
80 |
4,202.00 |
3,562.00 |
640.00 |
15.8% |
84.75 |
2.1% |
77% |
False |
False |
530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,322.25 |
2.618 |
4,221.00 |
1.618 |
4,159.00 |
1.000 |
4,120.75 |
0.618 |
4,097.00 |
HIGH |
4,058.75 |
0.618 |
4,035.00 |
0.500 |
4,027.75 |
0.382 |
4,020.50 |
LOW |
3,996.75 |
0.618 |
3,958.50 |
1.000 |
3,934.75 |
1.618 |
3,896.50 |
2.618 |
3,834.50 |
4.250 |
3,733.25 |
|
|
Fisher Pivots for day following 13-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,044.50 |
4,040.00 |
PP |
4,036.25 |
4,026.75 |
S1 |
4,027.75 |
4,013.75 |
|