Trading Metrics calculated at close of trading on 27-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,069.75 |
4,102.50 |
32.75 |
0.8% |
4,020.75 |
High |
4,112.00 |
4,145.00 |
33.00 |
0.8% |
4,145.00 |
Low |
4,063.00 |
4,093.25 |
30.25 |
0.7% |
3,998.25 |
Close |
4,111.00 |
4,120.00 |
9.00 |
0.2% |
4,120.00 |
Range |
49.00 |
51.75 |
2.75 |
5.6% |
146.75 |
ATR |
67.69 |
66.55 |
-1.14 |
-1.7% |
0.00 |
Volume |
3,508 |
2,951 |
-557 |
-15.9% |
14,885 |
|
Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,274.75 |
4,249.00 |
4,148.50 |
|
R3 |
4,223.00 |
4,197.25 |
4,134.25 |
|
R2 |
4,171.25 |
4,171.25 |
4,129.50 |
|
R1 |
4,145.50 |
4,145.50 |
4,124.75 |
4,158.50 |
PP |
4,119.50 |
4,119.50 |
4,119.50 |
4,125.75 |
S1 |
4,093.75 |
4,093.75 |
4,115.25 |
4,106.50 |
S2 |
4,067.75 |
4,067.75 |
4,110.50 |
|
S3 |
4,016.00 |
4,042.00 |
4,105.75 |
|
S4 |
3,964.25 |
3,990.25 |
4,091.50 |
|
|
Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,528.00 |
4,470.75 |
4,200.75 |
|
R3 |
4,381.25 |
4,324.00 |
4,160.25 |
|
R2 |
4,234.50 |
4,234.50 |
4,147.00 |
|
R1 |
4,177.25 |
4,177.25 |
4,133.50 |
4,206.00 |
PP |
4,087.75 |
4,087.75 |
4,087.75 |
4,102.00 |
S1 |
4,030.50 |
4,030.50 |
4,106.50 |
4,059.00 |
S2 |
3,941.00 |
3,941.00 |
4,093.00 |
|
S3 |
3,794.25 |
3,883.75 |
4,079.75 |
|
S4 |
3,647.50 |
3,737.00 |
4,039.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,145.00 |
3,998.25 |
146.75 |
3.6% |
59.00 |
1.4% |
83% |
True |
False |
2,977 |
10 |
4,145.00 |
3,935.75 |
209.25 |
5.1% |
61.00 |
1.5% |
88% |
True |
False |
2,606 |
20 |
4,145.00 |
3,839.75 |
305.25 |
7.4% |
64.75 |
1.6% |
92% |
True |
False |
2,144 |
40 |
4,202.00 |
3,821.50 |
380.50 |
9.2% |
73.25 |
1.8% |
78% |
False |
False |
1,466 |
60 |
4,202.00 |
3,770.50 |
431.50 |
10.5% |
73.75 |
1.8% |
81% |
False |
False |
1,044 |
80 |
4,202.00 |
3,562.00 |
640.00 |
15.5% |
79.50 |
1.9% |
87% |
False |
False |
822 |
100 |
4,210.25 |
3,562.00 |
648.25 |
15.7% |
80.50 |
2.0% |
86% |
False |
False |
684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,365.00 |
2.618 |
4,280.50 |
1.618 |
4,228.75 |
1.000 |
4,196.75 |
0.618 |
4,177.00 |
HIGH |
4,145.00 |
0.618 |
4,125.25 |
0.500 |
4,119.00 |
0.382 |
4,113.00 |
LOW |
4,093.25 |
0.618 |
4,061.25 |
1.000 |
4,041.50 |
1.618 |
4,009.50 |
2.618 |
3,957.75 |
4.250 |
3,873.25 |
|
|
Fisher Pivots for day following 27-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,119.75 |
4,104.00 |
PP |
4,119.50 |
4,087.75 |
S1 |
4,119.00 |
4,071.50 |
|