| 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 |
4,176.0 |
4,153.0 |
-23.0 |
-0.6% |
4,043.0 |
| High |
4,206.0 |
4,166.0 |
-40.0 |
-1.0% |
4,179.0 |
| Low |
4,156.0 |
4,097.0 |
-59.0 |
-1.4% |
4,030.0 |
| Close |
4,180.0 |
4,103.0 |
-77.0 |
-1.8% |
4,157.0 |
| Range |
50.0 |
69.0 |
19.0 |
38.0% |
149.0 |
| ATR |
61.9 |
63.4 |
1.5 |
2.4% |
0.0 |
| Volume |
873,283 |
1,230,328 |
357,045 |
40.9% |
4,404,394 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,329.0 |
4,285.0 |
4,141.0 |
|
| R3 |
4,260.0 |
4,216.0 |
4,122.0 |
|
| R2 |
4,191.0 |
4,191.0 |
4,115.7 |
|
| R1 |
4,147.0 |
4,147.0 |
4,109.3 |
4,134.5 |
| PP |
4,122.0 |
4,122.0 |
4,122.0 |
4,115.8 |
| S1 |
4,078.0 |
4,078.0 |
4,096.7 |
4,065.5 |
| S2 |
4,053.0 |
4,053.0 |
4,090.4 |
|
| S3 |
3,984.0 |
4,009.0 |
4,084.0 |
|
| S4 |
3,915.0 |
3,940.0 |
4,065.1 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,569.0 |
4,512.0 |
4,239.0 |
|
| R3 |
4,420.0 |
4,363.0 |
4,198.0 |
|
| R2 |
4,271.0 |
4,271.0 |
4,184.3 |
|
| R1 |
4,214.0 |
4,214.0 |
4,170.7 |
4,242.5 |
| PP |
4,122.0 |
4,122.0 |
4,122.0 |
4,136.3 |
| S1 |
4,065.0 |
4,065.0 |
4,143.3 |
4,093.5 |
| S2 |
3,973.0 |
3,973.0 |
4,129.7 |
|
| S3 |
3,824.0 |
3,916.0 |
4,116.0 |
|
| S4 |
3,675.0 |
3,767.0 |
4,075.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,206.0 |
4,097.0 |
109.0 |
2.7% |
53.2 |
1.3% |
6% |
False |
True |
953,858 |
| 10 |
4,206.0 |
3,955.0 |
251.0 |
6.1% |
54.5 |
1.3% |
59% |
False |
False |
883,107 |
| 20 |
4,206.0 |
3,753.0 |
453.0 |
11.0% |
63.1 |
1.5% |
77% |
False |
False |
735,694 |
| 40 |
4,206.0 |
3,753.0 |
453.0 |
11.0% |
56.2 |
1.4% |
77% |
False |
False |
614,375 |
| 60 |
4,206.0 |
3,513.0 |
693.0 |
16.9% |
55.5 |
1.4% |
85% |
False |
False |
410,863 |
| 80 |
4,206.0 |
3,250.0 |
956.0 |
23.3% |
58.1 |
1.4% |
89% |
False |
False |
308,505 |
| 100 |
4,206.0 |
3,250.0 |
956.0 |
23.3% |
54.0 |
1.3% |
89% |
False |
False |
246,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,459.3 |
|
2.618 |
4,346.6 |
|
1.618 |
4,277.6 |
|
1.000 |
4,235.0 |
|
0.618 |
4,208.6 |
|
HIGH |
4,166.0 |
|
0.618 |
4,139.6 |
|
0.500 |
4,131.5 |
|
0.382 |
4,123.4 |
|
LOW |
4,097.0 |
|
0.618 |
4,054.4 |
|
1.000 |
4,028.0 |
|
1.618 |
3,985.4 |
|
2.618 |
3,916.4 |
|
4.250 |
3,803.8 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,131.5 |
4,151.5 |
| PP |
4,122.0 |
4,135.3 |
| S1 |
4,112.5 |
4,119.2 |
|