| Trading Metrics calculated at close of trading on 26-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1,938.7 |
1,948.0 |
9.3 |
0.5% |
1,923.8 |
| High |
1,949.5 |
1,949.8 |
0.3 |
0.0% |
1,939.0 |
| Low |
1,920.6 |
1,918.4 |
-2.2 |
-0.1% |
1,898.6 |
| Close |
1,942.6 |
1,930.0 |
-12.6 |
-0.6% |
1,928.2 |
| Range |
28.9 |
31.4 |
2.5 |
8.7% |
40.4 |
| ATR |
26.2 |
26.6 |
0.4 |
1.4% |
0.0 |
| Volume |
190,302 |
223,255 |
32,953 |
17.3% |
866,853 |
|
| Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,026.9 |
2,009.9 |
1,947.3 |
|
| R3 |
1,995.5 |
1,978.5 |
1,938.6 |
|
| R2 |
1,964.1 |
1,964.1 |
1,935.8 |
|
| R1 |
1,947.1 |
1,947.1 |
1,932.9 |
1,939.9 |
| PP |
1,932.7 |
1,932.7 |
1,932.7 |
1,929.2 |
| S1 |
1,915.7 |
1,915.7 |
1,927.1 |
1,908.5 |
| S2 |
1,901.3 |
1,901.3 |
1,924.2 |
|
| S3 |
1,869.9 |
1,884.3 |
1,921.4 |
|
| S4 |
1,838.5 |
1,852.9 |
1,912.7 |
|
|
| 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 |
1,949.8 |
1,912.5 |
37.3 |
1.9% |
25.4 |
1.3% |
47% |
True |
False |
194,127 |
| 10 |
1,949.8 |
1,872.4 |
77.4 |
4.0% |
28.3 |
1.5% |
74% |
True |
False |
218,526 |
| 20 |
1,949.8 |
1,804.2 |
145.6 |
7.5% |
25.5 |
1.3% |
86% |
True |
False |
196,437 |
| 40 |
1,949.8 |
1,752.9 |
196.9 |
10.2% |
25.6 |
1.3% |
90% |
True |
False |
175,495 |
| 60 |
1,949.8 |
1,632.3 |
317.5 |
16.5% |
26.0 |
1.3% |
94% |
True |
False |
133,411 |
| 80 |
1,949.8 |
1,632.3 |
317.5 |
16.5% |
26.2 |
1.4% |
94% |
True |
False |
101,998 |
| 100 |
1,949.8 |
1,632.3 |
317.5 |
16.5% |
26.3 |
1.4% |
94% |
True |
False |
82,247 |
| 120 |
1,949.8 |
1,632.3 |
317.5 |
16.5% |
25.1 |
1.3% |
94% |
True |
False |
68,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.3 |
|
2.618 |
2,032.0 |
|
1.618 |
2,000.6 |
|
1.000 |
1,981.2 |
|
0.618 |
1,969.2 |
|
HIGH |
1,949.8 |
|
0.618 |
1,937.8 |
|
0.500 |
1,934.1 |
|
0.382 |
1,930.4 |
|
LOW |
1,918.4 |
|
0.618 |
1,899.0 |
|
1.000 |
1,887.0 |
|
1.618 |
1,867.6 |
|
2.618 |
1,836.2 |
|
4.250 |
1,785.0 |
|
|
| Fisher Pivots for day following 26-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,934.1 |
1,934.0 |
| PP |
1,932.7 |
1,932.7 |
| S1 |
1,931.4 |
1,931.3 |
|