| Trading Metrics calculated at close of trading on 24-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1,928.4 |
1,932.0 |
3.6 |
0.2% |
1,923.8 |
| High |
1,936.7 |
1,943.8 |
7.1 |
0.4% |
1,939.0 |
| Low |
1,912.5 |
1,918.2 |
5.7 |
0.3% |
1,898.6 |
| Close |
1,928.6 |
1,935.4 |
6.8 |
0.4% |
1,928.2 |
| Range |
24.2 |
25.6 |
1.4 |
5.8% |
40.4 |
| ATR |
26.0 |
26.0 |
0.0 |
-0.1% |
0.0 |
| Volume |
190,094 |
201,713 |
11,619 |
6.1% |
866,853 |
|
| Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,009.3 |
1,997.9 |
1,949.5 |
|
| R3 |
1,983.7 |
1,972.3 |
1,942.4 |
|
| R2 |
1,958.1 |
1,958.1 |
1,940.1 |
|
| R1 |
1,946.7 |
1,946.7 |
1,937.7 |
1,952.4 |
| PP |
1,932.5 |
1,932.5 |
1,932.5 |
1,935.3 |
| S1 |
1,921.1 |
1,921.1 |
1,933.1 |
1,926.8 |
| S2 |
1,906.9 |
1,906.9 |
1,930.7 |
|
| S3 |
1,881.3 |
1,895.5 |
1,928.4 |
|
| S4 |
1,855.7 |
1,869.9 |
1,921.3 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.1 |
2,026.1 |
1,950.4 |
|
| R3 |
2,002.7 |
1,985.7 |
1,939.3 |
|
| R2 |
1,962.3 |
1,962.3 |
1,935.6 |
|
| R1 |
1,945.3 |
1,945.3 |
1,931.9 |
1,953.8 |
| PP |
1,921.9 |
1,921.9 |
1,921.9 |
1,926.2 |
| S1 |
1,904.9 |
1,904.9 |
1,924.5 |
1,913.4 |
| S2 |
1,881.5 |
1,881.5 |
1,920.8 |
|
| S3 |
1,841.1 |
1,864.5 |
1,917.1 |
|
| S4 |
1,800.7 |
1,824.1 |
1,906.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,943.8 |
1,898.6 |
45.2 |
2.3% |
26.6 |
1.4% |
81% |
True |
False |
198,058 |
| 10 |
1,943.8 |
1,870.9 |
72.9 |
3.8% |
25.6 |
1.3% |
88% |
True |
False |
216,447 |
| 20 |
1,943.8 |
1,798.9 |
144.9 |
7.5% |
24.8 |
1.3% |
94% |
True |
False |
189,012 |
| 40 |
1,943.8 |
1,752.9 |
190.9 |
9.9% |
25.2 |
1.3% |
96% |
True |
False |
169,943 |
| 60 |
1,943.8 |
1,632.3 |
311.5 |
16.1% |
25.7 |
1.3% |
97% |
True |
False |
126,890 |
| 80 |
1,943.8 |
1,632.3 |
311.5 |
16.1% |
26.0 |
1.3% |
97% |
True |
False |
96,913 |
| 100 |
1,943.8 |
1,632.3 |
311.5 |
16.1% |
26.0 |
1.3% |
97% |
True |
False |
78,163 |
| 120 |
1,943.8 |
1,632.3 |
311.5 |
16.1% |
25.0 |
1.3% |
97% |
True |
False |
65,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,052.6 |
|
2.618 |
2,010.8 |
|
1.618 |
1,985.2 |
|
1.000 |
1,969.4 |
|
0.618 |
1,959.6 |
|
HIGH |
1,943.8 |
|
0.618 |
1,934.0 |
|
0.500 |
1,931.0 |
|
0.382 |
1,928.0 |
|
LOW |
1,918.2 |
|
0.618 |
1,902.4 |
|
1.000 |
1,892.6 |
|
1.618 |
1,876.8 |
|
2.618 |
1,851.2 |
|
4.250 |
1,809.4 |
|
|
| Fisher Pivots for day following 24-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,933.9 |
1,933.0 |
| PP |
1,932.5 |
1,930.6 |
| S1 |
1,931.0 |
1,928.2 |
|