| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
4,039.00 |
3,978.00 |
-61.00 |
-1.5% |
3,949.75 |
| High |
4,069.25 |
3,983.00 |
-86.25 |
-2.1% |
4,058.75 |
| Low |
3,978.50 |
3,935.75 |
-42.75 |
-1.1% |
3,925.75 |
| Close |
3,979.75 |
3,949.25 |
-30.50 |
-0.8% |
4,053.00 |
| Range |
90.75 |
47.25 |
-43.50 |
-47.9% |
133.00 |
| ATR |
71.38 |
69.66 |
-1.72 |
-2.4% |
0.00 |
| Volume |
2,564 |
1,980 |
-584 |
-22.8% |
7,823 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,097.75 |
4,070.75 |
3,975.25 |
|
| R3 |
4,050.50 |
4,023.50 |
3,962.25 |
|
| R2 |
4,003.25 |
4,003.25 |
3,958.00 |
|
| R1 |
3,976.25 |
3,976.25 |
3,953.50 |
3,966.00 |
| PP |
3,956.00 |
3,956.00 |
3,956.00 |
3,951.00 |
| S1 |
3,929.00 |
3,929.00 |
3,945.00 |
3,919.00 |
| S2 |
3,908.75 |
3,908.75 |
3,940.50 |
|
| S3 |
3,861.50 |
3,881.75 |
3,936.25 |
|
| S4 |
3,814.25 |
3,834.50 |
3,923.25 |
|
|
| 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 |
4,070.00 |
3,935.75 |
134.25 |
3.4% |
60.50 |
1.5% |
10% |
False |
True |
2,240 |
| 10 |
4,070.00 |
3,853.00 |
217.00 |
5.5% |
64.75 |
1.6% |
44% |
False |
False |
1,839 |
| 20 |
4,070.00 |
3,821.50 |
248.50 |
6.3% |
68.00 |
1.7% |
51% |
False |
False |
1,611 |
| 40 |
4,202.00 |
3,821.50 |
380.50 |
9.6% |
70.50 |
1.8% |
34% |
False |
False |
1,039 |
| 60 |
4,202.00 |
3,770.50 |
431.50 |
10.9% |
76.00 |
1.9% |
41% |
False |
False |
752 |
| 80 |
4,202.00 |
3,562.00 |
640.00 |
16.2% |
83.00 |
2.1% |
61% |
False |
False |
609 |
| 100 |
4,210.25 |
3,562.00 |
648.25 |
16.4% |
80.50 |
2.0% |
60% |
False |
False |
513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,183.75 |
|
2.618 |
4,106.75 |
|
1.618 |
4,059.50 |
|
1.000 |
4,030.25 |
|
0.618 |
4,012.25 |
|
HIGH |
3,983.00 |
|
0.618 |
3,965.00 |
|
0.500 |
3,959.50 |
|
0.382 |
3,953.75 |
|
LOW |
3,935.75 |
|
0.618 |
3,906.50 |
|
1.000 |
3,888.50 |
|
1.618 |
3,859.25 |
|
2.618 |
3,812.00 |
|
4.250 |
3,735.00 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3,959.50 |
4,003.00 |
| PP |
3,956.00 |
3,985.00 |
| S1 |
3,952.50 |
3,967.00 |
|