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 |
11,630.60 |
11,351.66 |
-278.94 |
-2.4% |
11,131.88 |
High |
11,690.27 |
11,388.46 |
-301.81 |
-2.6% |
11,547.96 |
Low |
11,403.31 |
11,251.94 |
-151.37 |
-1.3% |
11,050.68 |
Close |
11,410.29 |
11,295.67 |
-114.62 |
-1.0% |
11,541.48 |
Range |
286.96 |
136.52 |
-150.44 |
-52.4% |
497.28 |
ATR |
239.62 |
233.81 |
-5.80 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,721.58 |
11,645.15 |
11,370.76 |
|
R3 |
11,585.06 |
11,508.63 |
11,333.21 |
|
R2 |
11,448.54 |
11,448.54 |
11,320.70 |
|
R1 |
11,372.11 |
11,372.11 |
11,308.18 |
11,342.07 |
PP |
11,312.02 |
11,312.02 |
11,312.02 |
11,297.00 |
S1 |
11,235.59 |
11,235.59 |
11,283.16 |
11,205.55 |
S2 |
11,175.50 |
11,175.50 |
11,270.64 |
|
S3 |
11,038.98 |
11,099.07 |
11,258.13 |
|
S4 |
10,902.46 |
10,962.55 |
11,220.58 |
|
|
Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,871.88 |
12,703.96 |
11,814.98 |
|
R3 |
12,374.60 |
12,206.68 |
11,678.23 |
|
R2 |
11,877.32 |
11,877.32 |
11,632.65 |
|
R1 |
11,709.40 |
11,709.40 |
11,587.06 |
11,793.36 |
PP |
11,380.04 |
11,380.04 |
11,380.04 |
11,422.02 |
S1 |
11,212.12 |
11,212.12 |
11,495.90 |
11,296.08 |
S2 |
10,882.76 |
10,882.76 |
11,450.31 |
|
S3 |
10,385.48 |
10,714.84 |
11,404.73 |
|
S4 |
9,888.20 |
10,217.56 |
11,267.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,690.27 |
11,247.33 |
442.94 |
3.9% |
201.33 |
1.8% |
11% |
False |
False |
|
10 |
11,690.27 |
10,696.42 |
993.85 |
8.8% |
206.08 |
1.8% |
60% |
False |
False |
|
20 |
11,690.27 |
10,671.19 |
1,019.08 |
9.0% |
209.46 |
1.9% |
61% |
False |
False |
|
40 |
12,161.27 |
10,671.19 |
1,490.08 |
13.2% |
218.43 |
1.9% |
42% |
False |
False |
|
60 |
12,161.27 |
10,632.39 |
1,528.88 |
13.5% |
232.40 |
2.1% |
43% |
False |
False |
|
80 |
12,161.27 |
10,444.78 |
1,716.49 |
15.2% |
247.84 |
2.2% |
50% |
False |
False |
|
100 |
13,172.44 |
10,444.78 |
2,727.66 |
24.1% |
250.76 |
2.2% |
31% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
29.0% |
243.79 |
2.2% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,968.67 |
2.618 |
11,745.87 |
1.618 |
11,609.35 |
1.000 |
11,524.98 |
0.618 |
11,472.83 |
HIGH |
11,388.46 |
0.618 |
11,336.31 |
0.500 |
11,320.20 |
0.382 |
11,304.09 |
LOW |
11,251.94 |
0.618 |
11,167.57 |
1.000 |
11,115.42 |
1.618 |
11,031.05 |
2.618 |
10,894.53 |
4.250 |
10,671.73 |
|
|
Fisher Pivots for day following 19-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
11,320.20 |
11,471.11 |
PP |
11,312.02 |
11,412.63 |
S1 |
11,303.85 |
11,354.15 |
|