| 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 |
1,528.4390 |
1,544.9940 |
16.5550 |
1.1% |
1,579.7590 |
| High |
1,562.4320 |
1,645.7530 |
83.3210 |
5.3% |
1,645.7530 |
| Low |
1,508.5390 |
1,543.0980 |
34.5590 |
2.3% |
1,504.7170 |
| Close |
1,545.0340 |
1,637.7580 |
92.7240 |
6.0% |
1,637.7580 |
| Range |
53.8930 |
102.6550 |
48.7620 |
90.5% |
141.0360 |
| ATR |
60.2049 |
63.2370 |
3.0322 |
5.0% |
0.0000 |
| Volume |
4,731 |
517,783 |
513,052 |
10,844.5% |
1,726,729 |
|
| Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,916.8347 |
1,879.9513 |
1,694.2183 |
|
| R3 |
1,814.1797 |
1,777.2963 |
1,665.9881 |
|
| R2 |
1,711.5247 |
1,711.5247 |
1,656.5781 |
|
| R1 |
1,674.6413 |
1,674.6413 |
1,647.1680 |
1,693.0830 |
| PP |
1,608.8697 |
1,608.8697 |
1,608.8697 |
1,618.0905 |
| S1 |
1,571.9863 |
1,571.9863 |
1,628.3480 |
1,590.4280 |
| S2 |
1,506.2147 |
1,506.2147 |
1,618.9379 |
|
| S3 |
1,403.5597 |
1,469.3313 |
1,609.5279 |
|
| S4 |
1,300.9047 |
1,366.6763 |
1,581.2978 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,019.1840 |
1,969.5070 |
1,715.3278 |
|
| R3 |
1,878.1480 |
1,828.4710 |
1,676.5429 |
|
| R2 |
1,737.1120 |
1,737.1120 |
1,663.6146 |
|
| R1 |
1,687.4350 |
1,687.4350 |
1,650.6863 |
1,712.2735 |
| PP |
1,596.0760 |
1,596.0760 |
1,596.0760 |
1,608.4953 |
| S1 |
1,546.3990 |
1,546.3990 |
1,624.8297 |
1,571.2375 |
| S2 |
1,455.0400 |
1,455.0400 |
1,611.9014 |
|
| S3 |
1,314.0040 |
1,405.3630 |
1,598.9731 |
|
| S4 |
1,172.9680 |
1,264.3270 |
1,560.1882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,645.7530 |
1,401.4710 |
244.2820 |
14.9% |
73.9392 |
4.5% |
97% |
True |
False |
458,624 |
| 10 |
1,645.7530 |
1,238.3190 |
407.4340 |
24.9% |
63.8209 |
3.9% |
98% |
True |
False |
456,403 |
| 20 |
1,645.7530 |
1,183.8930 |
461.8600 |
28.2% |
45.4919 |
2.8% |
98% |
True |
False |
423,686 |
| 40 |
1,645.7530 |
1,077.4100 |
568.3430 |
34.7% |
51.2001 |
3.1% |
99% |
True |
False |
462,813 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
36.1% |
76.1612 |
4.7% |
95% |
False |
False |
620,552 |
| 80 |
1,668.4800 |
1,077.4100 |
591.0700 |
36.1% |
71.3773 |
4.4% |
95% |
False |
False |
597,335 |
| 100 |
1,787.3340 |
1,077.4100 |
709.9240 |
43.3% |
79.2618 |
4.8% |
79% |
False |
False |
610,550 |
| 120 |
2,028.6500 |
1,077.4100 |
951.2400 |
58.1% |
86.1336 |
5.3% |
59% |
False |
False |
612,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,082.0368 |
|
2.618 |
1,914.5038 |
|
1.618 |
1,811.8488 |
|
1.000 |
1,748.4080 |
|
0.618 |
1,709.1938 |
|
HIGH |
1,645.7530 |
|
0.618 |
1,606.5388 |
|
0.500 |
1,594.4255 |
|
0.382 |
1,582.3122 |
|
LOW |
1,543.0980 |
|
0.618 |
1,479.6572 |
|
1.000 |
1,440.4430 |
|
1.618 |
1,377.0022 |
|
2.618 |
1,274.3472 |
|
4.250 |
1,106.8143 |
|
|
| Fisher Pivots for day following 20-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,623.3138 |
1,616.9170 |
| PP |
1,608.8697 |
1,596.0760 |
| S1 |
1,594.4255 |
1,575.2350 |
|