| Trading Metrics calculated at close of trading on 30-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1,603.2750 |
1,599.5300 |
-3.7450 |
-0.2% |
1,637.9160 |
| High |
1,621.2630 |
1,658.0140 |
36.7510 |
2.3% |
1,677.7350 |
| Low |
1,559.6150 |
1,542.3570 |
-17.2580 |
-1.1% |
1,524.5860 |
| Close |
1,599.5340 |
1,555.9890 |
-43.5450 |
-2.7% |
1,599.5340 |
| Range |
61.6480 |
115.6570 |
54.0090 |
87.6% |
153.1490 |
| ATR |
64.9741 |
68.5943 |
3.6202 |
5.6% |
0.0000 |
| Volume |
4,237 |
5,324 |
1,087 |
25.7% |
1,217,504 |
|
| Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,932.4243 |
1,859.8637 |
1,619.6004 |
|
| R3 |
1,816.7673 |
1,744.2067 |
1,587.7947 |
|
| R2 |
1,701.1103 |
1,701.1103 |
1,577.1928 |
|
| R1 |
1,628.5497 |
1,628.5497 |
1,566.5909 |
1,607.0015 |
| PP |
1,585.4533 |
1,585.4533 |
1,585.4533 |
1,574.6793 |
| S1 |
1,512.8927 |
1,512.8927 |
1,545.3871 |
1,491.3445 |
| S2 |
1,469.7963 |
1,469.7963 |
1,534.7852 |
|
| S3 |
1,354.1393 |
1,397.2357 |
1,524.1833 |
|
| S4 |
1,238.4823 |
1,281.5787 |
1,492.3777 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,060.0653 |
1,982.9487 |
1,683.7660 |
|
| R3 |
1,906.9163 |
1,829.7997 |
1,641.6500 |
|
| R2 |
1,753.7673 |
1,753.7673 |
1,627.6113 |
|
| R1 |
1,676.6507 |
1,676.6507 |
1,613.5727 |
1,638.6345 |
| PP |
1,600.6183 |
1,600.6183 |
1,600.6183 |
1,581.6103 |
| S1 |
1,523.5017 |
1,523.5017 |
1,585.4953 |
1,485.4855 |
| S2 |
1,447.4693 |
1,447.4693 |
1,571.4567 |
|
| S3 |
1,294.3203 |
1,370.3527 |
1,557.4180 |
|
| S4 |
1,141.1713 |
1,217.2037 |
1,515.3021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,658.0140 |
1,524.5860 |
133.4280 |
8.6% |
76.2104 |
4.9% |
24% |
True |
False |
243,604 |
| 10 |
1,677.7350 |
1,504.7170 |
173.0180 |
11.1% |
77.3316 |
5.0% |
30% |
False |
False |
294,955 |
| 20 |
1,677.7350 |
1,184.0510 |
493.6840 |
31.7% |
60.7182 |
3.9% |
75% |
False |
False |
356,075 |
| 40 |
1,677.7350 |
1,152.4650 |
525.2700 |
33.8% |
53.1868 |
3.4% |
77% |
False |
False |
407,047 |
| 60 |
1,677.7350 |
1,077.4100 |
600.3250 |
38.6% |
73.1619 |
4.7% |
80% |
False |
False |
542,181 |
| 80 |
1,677.7350 |
1,077.4100 |
600.3250 |
38.6% |
71.8550 |
4.6% |
80% |
False |
False |
562,592 |
| 100 |
1,787.3340 |
1,077.4100 |
709.9240 |
45.6% |
77.3257 |
5.0% |
67% |
False |
False |
579,748 |
| 120 |
2,028.6500 |
1,077.4100 |
951.2400 |
61.1% |
84.0076 |
5.4% |
50% |
False |
False |
599,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.5563 |
|
2.618 |
1,960.8040 |
|
1.618 |
1,845.1470 |
|
1.000 |
1,773.6710 |
|
0.618 |
1,729.4900 |
|
HIGH |
1,658.0140 |
|
0.618 |
1,613.8330 |
|
0.500 |
1,600.1855 |
|
0.382 |
1,586.5380 |
|
LOW |
1,542.3570 |
|
0.618 |
1,470.8810 |
|
1.000 |
1,426.7000 |
|
1.618 |
1,355.2240 |
|
2.618 |
1,239.5670 |
|
4.250 |
1,050.8148 |
|
|
| Fisher Pivots for day following 30-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,600.1855 |
1,600.1855 |
| PP |
1,585.4533 |
1,585.4533 |
| S1 |
1,570.7212 |
1,570.7212 |
|