| 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 |
11,676.75 |
11,933.00 |
256.25 |
2.2% |
11,613.50 |
| High |
11,983.00 |
12,010.50 |
27.50 |
0.2% |
11,759.50 |
| Low |
11,650.50 |
11,835.75 |
185.25 |
1.6% |
11,308.50 |
| Close |
11,934.00 |
11,909.50 |
-24.50 |
-0.2% |
11,677.00 |
| Range |
332.50 |
174.75 |
-157.75 |
-47.4% |
451.00 |
| ATR |
275.74 |
268.52 |
-7.21 |
-2.6% |
0.00 |
| Volume |
593,978 |
511,370 |
-82,608 |
-13.9% |
2,368,293 |
|
| Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,442.75 |
12,351.00 |
12,005.50 |
|
| R3 |
12,268.00 |
12,176.25 |
11,957.50 |
|
| R2 |
12,093.25 |
12,093.25 |
11,941.50 |
|
| R1 |
12,001.50 |
12,001.50 |
11,925.50 |
11,960.00 |
| PP |
11,918.50 |
11,918.50 |
11,918.50 |
11,898.00 |
| S1 |
11,826.75 |
11,826.75 |
11,893.50 |
11,785.25 |
| S2 |
11,743.75 |
11,743.75 |
11,877.50 |
|
| S3 |
11,569.00 |
11,652.00 |
11,861.50 |
|
| S4 |
11,394.25 |
11,477.25 |
11,813.50 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,934.75 |
12,756.75 |
11,925.00 |
|
| R3 |
12,483.75 |
12,305.75 |
11,801.00 |
|
| R2 |
12,032.75 |
12,032.75 |
11,759.75 |
|
| R1 |
11,854.75 |
11,854.75 |
11,718.25 |
11,943.75 |
| PP |
11,581.75 |
11,581.75 |
11,581.75 |
11,626.00 |
| S1 |
11,403.75 |
11,403.75 |
11,635.75 |
11,492.75 |
| S2 |
11,130.75 |
11,130.75 |
11,594.25 |
|
| S3 |
10,679.75 |
10,952.75 |
11,553.00 |
|
| S4 |
10,228.75 |
10,501.75 |
11,429.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,010.50 |
11,308.50 |
702.00 |
5.9% |
259.75 |
2.2% |
86% |
True |
False |
579,500 |
| 10 |
12,010.50 |
11,094.00 |
916.50 |
7.7% |
242.75 |
2.0% |
89% |
True |
False |
576,964 |
| 20 |
12,010.50 |
10,751.00 |
1,259.50 |
10.6% |
256.75 |
2.2% |
92% |
True |
False |
593,240 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
13.5% |
278.25 |
2.3% |
72% |
False |
False |
447,151 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
13.5% |
300.25 |
2.5% |
72% |
False |
False |
298,483 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
14.8% |
317.25 |
2.7% |
75% |
False |
False |
224,091 |
| 100 |
13,054.25 |
10,595.25 |
2,459.00 |
20.6% |
319.00 |
2.7% |
53% |
False |
False |
179,353 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
28.0% |
302.00 |
2.5% |
39% |
False |
False |
149,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,753.25 |
|
2.618 |
12,468.00 |
|
1.618 |
12,293.25 |
|
1.000 |
12,185.25 |
|
0.618 |
12,118.50 |
|
HIGH |
12,010.50 |
|
0.618 |
11,943.75 |
|
0.500 |
11,923.00 |
|
0.382 |
11,902.50 |
|
LOW |
11,835.75 |
|
0.618 |
11,727.75 |
|
1.000 |
11,661.00 |
|
1.618 |
11,553.00 |
|
2.618 |
11,378.25 |
|
4.250 |
11,093.00 |
|
|
| Fisher Pivots for day following 24-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,923.00 |
11,835.50 |
| PP |
11,918.50 |
11,761.75 |
| S1 |
11,914.00 |
11,688.00 |
|