Trading Metrics calculated at close of trading on 20-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
3,978.00 |
3,966.25 |
-11.75 |
-0.3% |
4,056.00 |
High |
3,983.00 |
4,024.25 |
41.25 |
1.0% |
4,070.00 |
Low |
3,935.75 |
3,946.25 |
10.50 |
0.3% |
3,935.75 |
Close |
3,949.25 |
4,023.00 |
73.75 |
1.9% |
4,023.00 |
Range |
47.25 |
78.00 |
30.75 |
65.1% |
134.25 |
ATR |
69.66 |
70.25 |
0.60 |
0.9% |
0.00 |
Volume |
1,980 |
2,988 |
1,008 |
50.9% |
9,489 |
|
Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,231.75 |
4,205.50 |
4,066.00 |
|
R3 |
4,153.75 |
4,127.50 |
4,044.50 |
|
R2 |
4,075.75 |
4,075.75 |
4,037.25 |
|
R1 |
4,049.50 |
4,049.50 |
4,030.25 |
4,062.50 |
PP |
3,997.75 |
3,997.75 |
3,997.75 |
4,004.50 |
S1 |
3,971.50 |
3,971.50 |
4,015.75 |
3,984.50 |
S2 |
3,919.75 |
3,919.75 |
4,008.75 |
|
S3 |
3,841.75 |
3,893.50 |
4,001.50 |
|
S4 |
3,763.75 |
3,815.50 |
3,980.00 |
|
|
Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,412.25 |
4,352.00 |
4,096.75 |
|
R3 |
4,278.00 |
4,217.75 |
4,060.00 |
|
R2 |
4,143.75 |
4,143.75 |
4,047.50 |
|
R1 |
4,083.50 |
4,083.50 |
4,035.25 |
4,046.50 |
PP |
4,009.50 |
4,009.50 |
4,009.50 |
3,991.00 |
S1 |
3,949.25 |
3,949.25 |
4,010.75 |
3,912.25 |
S2 |
3,875.25 |
3,875.25 |
3,998.50 |
|
S3 |
3,741.00 |
3,815.00 |
3,986.00 |
|
S4 |
3,606.75 |
3,680.75 |
3,949.25 |
|
|
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 |
3.3% |
63.25 |
1.6% |
65% |
False |
False |
2,236 |
10 |
4,070.00 |
3,853.00 |
217.00 |
5.4% |
66.25 |
1.6% |
78% |
False |
False |
1,931 |
20 |
4,070.00 |
3,821.50 |
248.50 |
6.2% |
69.00 |
1.7% |
81% |
False |
False |
1,712 |
40 |
4,202.00 |
3,821.50 |
380.50 |
9.5% |
71.50 |
1.8% |
53% |
False |
False |
1,112 |
60 |
4,202.00 |
3,770.50 |
431.50 |
10.7% |
76.00 |
1.9% |
59% |
False |
False |
801 |
80 |
4,202.00 |
3,562.00 |
640.00 |
15.9% |
83.00 |
2.1% |
72% |
False |
False |
645 |
100 |
4,210.25 |
3,562.00 |
648.25 |
16.1% |
80.75 |
2.0% |
71% |
False |
False |
541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,355.75 |
2.618 |
4,228.50 |
1.618 |
4,150.50 |
1.000 |
4,102.25 |
0.618 |
4,072.50 |
HIGH |
4,024.25 |
0.618 |
3,994.50 |
0.500 |
3,985.25 |
0.382 |
3,976.00 |
LOW |
3,946.25 |
0.618 |
3,898.00 |
1.000 |
3,868.25 |
1.618 |
3,820.00 |
2.618 |
3,742.00 |
4.250 |
3,614.75 |
|
|
Fisher Pivots for day following 20-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,010.50 |
4,016.25 |
PP |
3,997.75 |
4,009.25 |
S1 |
3,985.25 |
4,002.50 |
|